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Keel Infrastructure Corp. KEEL

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-10-21T17:48:54.092Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:48:42.79986591Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:53.499759+00:00

Share price$2.43
1D+0.2%
$2.32$2.36$2.40$2.44$2.485:30 AM6:30 AM9:00 AM1:00 PMKEEL
Sold putSold call

Keel Infrastructure Corp. options

Live interpolated KEEL call and put midpoint premiums by absolute delta.Keel Infrastructure Corp.$0.00$0.72$1.44$2.16$2.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKEEL PRICE$0.07$0.06$0.05$0.05$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.04$1.70$2.17$2.67
PutsExpensive4.00×
CallsExpensive3.09×
SkewBearish+135.55 pp
Implied move——
TiltBearish94.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.63576.8%93.5%1.65640.5%36.7%
25Δ3.98432.6%66.4%1.75578.4%32.6%
30Δ3.33288.4%39.3%1.85516.4%28.5%
35Δ2.68144.2%12.3%1.95454.4%24.5%
40Δ2.05392.4%20.4%
45Δ2.15330.3%16.3%
50Δ2.25268.3%12.2%
55Δ2.35206.3%8.2%
60Δ2.45144.2%4.1%
65Δ3.27578.8%7.8%
70Δ3.90750.0%9.5%
75Δ4.37789.2%9.5%
80Δ4.86800.0%9.6%

20Δ

Calls
Pseudo strike
4.63
IV
576.8%
B/E move
93.5%
Puts
Pseudo strike
1.65
IV
640.5%
B/E move
36.7%

25Δ

Calls
Pseudo strike
3.98
IV
432.6%
B/E move
66.4%
Puts
Pseudo strike
1.75
IV
578.4%
B/E move
32.6%

30Δ

Calls
Pseudo strike
3.33
IV
288.4%
B/E move
39.3%
Puts
Pseudo strike
1.85
IV
516.4%
B/E move
28.5%

35Δ

Calls
Pseudo strike
2.68
IV
144.2%
B/E move
12.3%
Puts
Pseudo strike
1.95
IV
454.4%
B/E move
24.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
392.4%
B/E move
20.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
330.3%
B/E move
16.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.25
IV
268.3%
B/E move
12.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
206.3%
B/E move
8.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
144.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.27
IV
578.8%
B/E move
7.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
750.0%
B/E move
9.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
789.2%
B/E move
9.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
800.0%
B/E move
9.6%

Options history

No recorded observations