IntraAlpha
Create free account Start free

Yorkville Acquisition Corp. Class A Ordinary Share MCGA

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-11-13T02:49:16.446Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T21:00:00.478955013Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:49:15.617669+00:00

Share price$10.42
1D-0.0%
AH$10.41$10.42$10.42$10.43$10.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCGA
Sold putSold callAH

Yorkville Acquisition Corp. Class A Ordinary Share options

Live interpolated MCGA call and put midpoint premiums by absolute delta.Yorkville Acquisition Corp. Class A Ordinary Share$0.69$1.13$1.57$2.00$2.44$10.20$10.31$10.42$10.52$10.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 PRICELive MCGA spot · $10.42MCGA PRICE$0.74$0.87$1.01$1.14$1.28$0.98$1.11$1.25$1.38$1.52$1.65$1.78$1.92$2.05$2.18$2.32
Puts——
Calls——
Skew——
Implied moveBearish±$2.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.52195.4%37.2%
25Δ7.99184.2%34.0%
30Δ8.46173.1%30.8%
35Δ8.93162.0%27.6%
40Δ11.7386.2%19.6%9.40150.8%24.4%
45Δ11.3385.9%17.1%9.86139.7%21.2%
50Δ10.9485.6%14.6%10.33128.5%17.9%
55Δ10.5485.3%12.1%10.80117.4%14.7%
60Δ10.1585.0%9.6%11.27106.2%11.5%
65Δ11.7495.1%8.3%
70Δ12.2183.9%5.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.52
IV
195.4%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
184.2%
B/E move
34.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.46
IV
173.1%
B/E move
30.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.93
IV
162.0%
B/E move
27.6%

40Δ

Calls
Pseudo strike
11.73
IV
86.2%
B/E move
19.6%
Puts
Pseudo strike
9.40
IV
150.8%
B/E move
24.4%

45Δ

Calls
Pseudo strike
11.33
IV
85.9%
B/E move
17.1%
Puts
Pseudo strike
9.86
IV
139.7%
B/E move
21.2%

50Δ

Calls
Pseudo strike
10.94
IV
85.6%
B/E move
14.6%
Puts
Pseudo strike
10.33
IV
128.5%
B/E move
17.9%

55Δ

Calls
Pseudo strike
10.54
IV
85.3%
B/E move
12.1%
Puts
Pseudo strike
10.80
IV
117.4%
B/E move
14.7%

60Δ

Calls
Pseudo strike
10.15
IV
85.0%
B/E move
9.6%
Puts
Pseudo strike
11.27
IV
106.2%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.74
IV
95.1%
B/E move
8.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.21
IV
83.9%
B/E move
5.1%

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 blend—
Daily EOD

No recorded observations

0 observations