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SEALSQ Corp LAES

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T16:59:35.178Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:21.12172203Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:34.431902+00:00

Share price$1.67
1D-0.4%
$1.63$1.66$1.68$1.71$1.745:30 AM6:30 AM9:00 AM1:00 PMLAES
Sold putSold call

SEALSQ Corp options

Live interpolated LAES call and put midpoint premiums by absolute delta.SEALSQ Corp$0.04$0.11$0.17$0.24$0.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELAES PRICE$0.05$0.07$0.09$0.11$0.13$0.16$0.18$0.20$0.22$0.24$0.26$0.28
PutsCheap0.84×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.5297.2%11.7%
30Δ1.5695.7%10.9%
35Δ1.5994.3%10.0%
40Δ1.6392.8%9.2%
45Δ1.6691.4%8.3%
50Δ1.7089.9%7.5%
55Δ1.7488.5%6.6%
60Δ1.7787.1%5.8%
65Δ1.8185.6%4.9%
70Δ1.8484.2%4.1%
75Δ1.8882.7%3.2%
80Δ1.9181.3%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
97.2%
B/E move
11.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
95.7%
B/E move
10.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
94.3%
B/E move
10.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
92.8%
B/E move
9.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
91.4%
B/E move
8.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
89.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.74
IV
88.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
87.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
85.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.84
IV
84.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
82.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.91
IV
81.3%
B/E move
2.4%

Options history

No recorded observations