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SEALSQ Corp LAES

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:52:25.872Z

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

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 · 2026-10-21T17:52:05.415141062Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:58.009608+00:00

Share price$1.66
1D-1.2%
$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$0.01$0.33$0.64$0.95$1.26$1.07$1.42$1.76$2.11$2.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAES spot · $1.66LAES PRICE$0.09$0.09$0.10$0.11$0.12$0.13$0.14$0.15$0.16$0.17$0.18$0.19$0.25$0.05$0.07$0.17$0.27$0.37$0.47$0.57$0.67$0.77$0.87$0.97$1.07$1.17
PutsExpensive1.65×
CallsExpensive2.78×
SkewBullish-78.20 pp
Implied moveBearish±$0.71
TiltBearish59.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.89419.1%139.5%1.30232.5%24.5%
25Δ3.68391.0%127.6%1.53105.4%11.8%
30Δ3.48362.9%115.8%1.65117.0%11.0%
35Δ3.27334.8%103.9%1.76128.7%10.2%
40Δ3.06306.7%92.0%1.87140.4%9.4%
45Δ2.86278.6%80.2%1.99152.1%8.6%
50Δ2.65250.5%68.3%2.10163.7%7.8%
55Δ2.45222.4%56.4%2.21175.4%7.0%
60Δ2.24194.3%44.6%2.33187.1%6.2%
65Δ2.03166.3%32.7%2.44198.8%5.4%
70Δ1.83138.2%20.8%2.55210.5%4.6%
75Δ1.62110.1%9.0%2.67222.1%3.8%
80Δ1.44109.3%2.0%2.78233.8%3.0%

20Δ

Calls
Pseudo strike
3.89
IV
419.1%
B/E move
139.5%
Puts
Pseudo strike
1.30
IV
232.5%
B/E move
24.5%

25Δ

Calls
Pseudo strike
3.68
IV
391.0%
B/E move
127.6%
Puts
Pseudo strike
1.53
IV
105.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
3.48
IV
362.9%
B/E move
115.8%
Puts
Pseudo strike
1.65
IV
117.0%
B/E move
11.0%

35Δ

Calls
Pseudo strike
3.27
IV
334.8%
B/E move
103.9%
Puts
Pseudo strike
1.76
IV
128.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
3.06
IV
306.7%
B/E move
92.0%
Puts
Pseudo strike
1.87
IV
140.4%
B/E move
9.4%

45Δ

Calls
Pseudo strike
2.86
IV
278.6%
B/E move
80.2%
Puts
Pseudo strike
1.99
IV
152.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
2.65
IV
250.5%
B/E move
68.3%
Puts
Pseudo strike
2.10
IV
163.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
2.45
IV
222.4%
B/E move
56.4%
Puts
Pseudo strike
2.21
IV
175.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
2.24
IV
194.3%
B/E move
44.6%
Puts
Pseudo strike
2.33
IV
187.1%
B/E move
6.2%

65Δ

Calls
Pseudo strike
2.03
IV
166.3%
B/E move
32.7%
Puts
Pseudo strike
2.44
IV
198.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
1.83
IV
138.2%
B/E move
20.8%
Puts
Pseudo strike
2.55
IV
210.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
1.62
IV
110.1%
B/E move
9.0%
Puts
Pseudo strike
2.67
IV
222.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
1.44
IV
109.3%
B/E move
2.0%
Puts
Pseudo strike
2.78
IV
233.8%
B/E move
3.0%

Options history

No recorded observations