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Keel Infrastructure Corp. Common Stock KEEL

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-10T22:35:29.078Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:35:07.073465822Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:35:28.552042+00:00

Share price$1.94
1D+4.3%
AH$1.82$1.87$1.91$1.96$2.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEEL
Sold putSold callAH

Keel Infrastructure Corp. Common Stock options

Live interpolated KEEL call and put midpoint premiums by absolute delta.Keel Infrastructure Corp. Common Stock$0.00$0.22$0.44$0.65$0.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKEEL PRICE$0.03$0.03$0.04$0.05$0.05$0.04$0.06$0.07$0.08$0.09$0.11$0.12$0.13$0.22$0.34$0.46$0.58$0.81
PutsExpensive1.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.29140.6%19.2%1.62201.0%18.6%
25Δ2.22134.2%15.9%1.68193.3%16.6%
30Δ2.15127.7%12.7%1.73185.5%14.6%
35Δ2.08121.3%9.5%1.78177.7%12.6%
40Δ2.01114.8%6.3%1.83169.9%10.5%
45Δ1.88162.1%8.5%
50Δ1.93154.4%6.5%
55Δ1.98146.6%4.5%
60Δ2.08174.1%3.8%
65Δ2.21217.9%3.7%
70Δ2.33261.6%3.5%
75Δ2.45305.3%3.4%
80Δ2.69351.1%3.0%

20Δ

Calls
Pseudo strike
2.29
IV
140.6%
B/E move
19.2%
Puts
Pseudo strike
1.62
IV
201.0%
B/E move
18.6%

25Δ

Calls
Pseudo strike
2.22
IV
134.2%
B/E move
15.9%
Puts
Pseudo strike
1.68
IV
193.3%
B/E move
16.6%

30Δ

Calls
Pseudo strike
2.15
IV
127.7%
B/E move
12.7%
Puts
Pseudo strike
1.73
IV
185.5%
B/E move
14.6%

35Δ

Calls
Pseudo strike
2.08
IV
121.3%
B/E move
9.5%
Puts
Pseudo strike
1.78
IV
177.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
2.01
IV
114.8%
B/E move
6.3%
Puts
Pseudo strike
1.83
IV
169.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
162.1%
B/E move
8.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
154.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.98
IV
146.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.08
IV
174.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
217.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.33
IV
261.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
305.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.69
IV
351.1%
B/E move
3.0%

Options history

IV · four-Friday blend326.25%
Daily close
KEEL61.5%217.1%372.8%2026-08-12: 191.28%2026-08-14: 219.69%2026-08-17: 320.41%2026-08-18: 351.31%2026-08-21: 314.37%2026-08-24: 165.45%2026-08-25: 315.91%2026-08-27: 113.30%2026-08-28: 149.54%2026-08-31: 242.11%2026-09-01: 159.06%2026-09-04: 88.58%2026-09-11: 98.85%2026-09-14: 101.03%2026-09-18: 105.39%2026-09-21: 95.50%2026-09-23: 107.74%2026-09-25: 87.71%2026-09-28: 116.92%2026-09-30: 101.61%2026-10-02: 82.96%2026-10-05: 87.99%2026-10-09: 87.83%2026-10-12: 107.21%2026-10-30: 326.25%Aug 12Sep 11Oct 30
25 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
191.28%
219.69%
320.41%
351.31%
314.37%
165.45%
315.91%
113.30%
149.54%
242.11%
159.06%
88.58%
98.85%
101.03%
105.39%
95.50%
107.74%
87.71%
116.92%
101.61%
82.96%
87.99%
87.83%
107.21%
326.25%