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SEALSQ Corp Ordinary Shares LAES

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-10T22:29:45.220Z

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 · 2026-11-10T22:20:00.316334129Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:29:44.796974+00:00

Share price$1.44
1D+0.7%
AH$1.39$1.41$1.43$1.45$1.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAES
Sold putSold callAH

SEALSQ Corp Ordinary Shares options

Live interpolated LAES call and put midpoint premiums by absolute delta.SEALSQ Corp Ordinary Shares$0.01$0.03$0.05$0.06$0.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELAES PRICE$0.02$0.02$0.03$0.02$0.02$0.03$0.03$0.04$0.04$0.05$0.05$0.05$0.06$0.06
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.28297.8%60.3%1.11201.5%24.2%
25Δ2.02232.1%42.0%1.14189.1%22.1%
30Δ1.75166.4%23.8%1.18176.7%20.1%
35Δ1.21164.2%18.0%
40Δ1.25151.8%16.0%
45Δ1.28139.4%14.0%
50Δ1.31127.0%11.9%
55Δ1.35114.6%9.9%
60Δ1.38102.2%7.8%
65Δ1.4189.7%5.8%
70Δ1.4577.3%3.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.28
IV
297.8%
B/E move
60.3%
Puts
Pseudo strike
1.11
IV
201.5%
B/E move
24.2%

25Δ

Calls
Pseudo strike
2.02
IV
232.1%
B/E move
42.0%
Puts
Pseudo strike
1.14
IV
189.1%
B/E move
22.1%

30Δ

Calls
Pseudo strike
1.75
IV
166.4%
B/E move
23.8%
Puts
Pseudo strike
1.18
IV
176.7%
B/E move
20.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
164.2%
B/E move
18.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
151.8%
B/E move
16.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.28
IV
139.4%
B/E move
14.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
127.0%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
114.6%
B/E move
9.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
102.2%
B/E move
7.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
89.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.45
IV
77.3%
B/E move
3.7%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend116.26%
Daily close
LAES71.3%125.2%179.2%2026-08-14: 88.93%2026-08-21: 90.97%2026-08-24: 84.88%2026-08-25: 103.01%2026-08-28: 78.71%2026-10-12: 171.77%2026-10-30: 116.26%Aug 14Aug 25Oct 30
7 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
88.93%
90.97%
84.88%
103.01%
78.71%
171.77%
116.26%