IntraAlpha
Create free account Start free

Microbot Medical Inc MBOT

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-15T20:03:22.540Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.475923469Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:02.884411+00:00

Share price$0.95
1D-3.1%
AH$0.93$0.95$0.96$0.98$1.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBOT
Sold putSold callAH

Microbot Medical Inc options

Live interpolated MBOT call and put midpoint premiums by absolute delta.Microbot Medical Inc$0.01$0.11$0.21$0.31$0.40$0.48$0.67$0.86$1.05$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.95OPTION PRICELive MBOT spot · $0.95MBOT PRICE$0.03$0.03$0.03$0.03$0.06$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
PutsExpensive4.35×
CallsExpensive1.92×
SkewBearish+351.97 pp
Implied moveBullish±$0.17
TiltBullish72.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.39614.0%48.7%0.50800.0%50.0%
25Δ1.26487.0%35.4%0.50800.0%50.0%
30Δ1.13360.0%22.1%0.50800.0%50.0%
35Δ1.01232.9%8.7%0.50800.0%50.0%
40Δ0.96269.2%7.7%0.50800.0%50.0%
45Δ0.92316.6%7.5%0.50800.0%50.0%
50Δ0.88364.1%7.3%0.50800.0%50.0%
55Δ0.84411.5%7.0%0.50800.0%50.0%
60Δ0.80458.9%6.8%0.50800.0%50.0%
65Δ0.76506.4%6.6%0.50800.0%50.0%
70Δ0.71553.8%6.4%0.50800.0%50.0%
75Δ0.67601.3%6.2%0.50800.0%50.0%
80Δ0.63648.7%6.0%0.50800.0%50.0%

20Δ

Calls
Pseudo strike
1.39
IV
614.0%
B/E move
48.7%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

25Δ

Calls
Pseudo strike
1.26
IV
487.0%
B/E move
35.4%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

30Δ

Calls
Pseudo strike
1.13
IV
360.0%
B/E move
22.1%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

35Δ

Calls
Pseudo strike
1.01
IV
232.9%
B/E move
8.7%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

40Δ

Calls
Pseudo strike
0.96
IV
269.2%
B/E move
7.7%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

45Δ

Calls
Pseudo strike
0.92
IV
316.6%
B/E move
7.5%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

50Δ

Calls
Pseudo strike
0.88
IV
364.1%
B/E move
7.3%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

55Δ

Calls
Pseudo strike
0.84
IV
411.5%
B/E move
7.0%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

60Δ

Calls
Pseudo strike
0.80
IV
458.9%
B/E move
6.8%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

65Δ

Calls
Pseudo strike
0.76
IV
506.4%
B/E move
6.6%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

70Δ

Calls
Pseudo strike
0.71
IV
553.8%
B/E move
6.4%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

75Δ

Calls
Pseudo strike
0.67
IV
601.3%
B/E move
6.2%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%

80Δ

Calls
Pseudo strike
0.63
IV
648.7%
B/E move
6.0%
Puts
Pseudo strike
0.50
IV
800.0%
B/E move
50.0%