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Yorkville Acquisition Corp. Class A Ordinary Share MCGA

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Market datapartial · fetched 2026-10-23T19:40:25.401Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T15:40:17.219311727Z

FundamentalsAlpha Vantage · unavailable

Share price$10.40
1D+0.0%
$10.39$10.39$10.40$10.40$10.405:30 AM6:30 AM9:00 AM1:00 PMMCGA
Sold putSold call

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$1.21$2.25$3.29$4.33$5.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMCGA PRICE$1.32$1.59$1.60$1.57$1.48$1.39$5.08
PutsExpensive28.70×
CallsExpensive41.92×
SkewBullish-55.41 pp
Implied move——
TiltBullish27.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ19.16161.5%97.0%
40Δ17.57165.1%84.3%
45Δ14.12133.5%51.2%
50Δ12.21108.0%32.6%
55Δ11.3287.1%23.2%
60Δ10.4366.2%13.8%
65Δ
70Δ
75Δ
80Δ15.3364.8%1.3%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
19.16
IV
161.5%
B/E move
97.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.57
IV
165.1%
B/E move
84.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
14.12
IV
133.5%
B/E move
51.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.21
IV
108.0%
B/E move
32.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.32
IV
87.1%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.43
IV
66.2%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

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
15.33
IV
64.8%
B/E move
1.3%

Options history

No recorded observations