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Yorkville Acquisition Corp. MCGA

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-10-23T03:52:35.896Z

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 · 2026-10-22T20:00:00.304787917Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:47:25.971883+00:00

Share price$10.40
1D-0.0%
AH$10.39$10.39$10.40$10.40$10.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCGA
Sold putSold callAH

Yorkville Acquisition Corp. options

Live interpolated MCGA call and put midpoint premiums by absolute delta.Yorkville Acquisition Corp.$1.00$1.51$2.02$2.53$3.04$4.99$7.77$10.55$13.33$16.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCGA spot · $10.40MCGA PRICE$1.18$1.19$1.23$1.26$1.28$1.31$1.05$1.16$1.26$1.37$1.47$1.58$1.69$1.79$1.90$2.00$2.11$2.21$2.89
PutsExpensive37.84×
CallsExpensive32.22×
SkewBullish-6.13 pp
Implied moveBearish±$2.94
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.51133.5%37.9%
25Δ7.95125.6%34.7%
30Δ8.39117.6%31.5%
35Δ16.99137.8%74.6%8.83109.7%28.3%
40Δ14.06111.4%46.6%9.27101.7%25.1%
45Δ12.3893.3%30.9%9.7193.8%21.9%
50Δ11.7082.2%24.6%10.1585.9%18.6%
55Δ11.0371.1%18.4%10.5977.9%15.4%
60Δ10.3560.0%12.1%11.0270.0%12.2%
65Δ11.4662.0%9.0%
70Δ11.9054.1%5.8%
75Δ12.3446.1%2.6%
80Δ13.1846.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.51
IV
133.5%
B/E move
37.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.95
IV
125.6%
B/E move
34.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.39
IV
117.6%
B/E move
31.5%

35Δ

Calls
Pseudo strike
16.99
IV
137.8%
B/E move
74.6%
Puts
Pseudo strike
8.83
IV
109.7%
B/E move
28.3%

40Δ

Calls
Pseudo strike
14.06
IV
111.4%
B/E move
46.6%
Puts
Pseudo strike
9.27
IV
101.7%
B/E move
25.1%

45Δ

Calls
Pseudo strike
12.38
IV
93.3%
B/E move
30.9%
Puts
Pseudo strike
9.71
IV
93.8%
B/E move
21.9%

50Δ

Calls
Pseudo strike
11.70
IV
82.2%
B/E move
24.6%
Puts
Pseudo strike
10.15
IV
85.9%
B/E move
18.6%

55Δ

Calls
Pseudo strike
11.03
IV
71.1%
B/E move
18.4%
Puts
Pseudo strike
10.59
IV
77.9%
B/E move
15.4%

60Δ

Calls
Pseudo strike
10.35
IV
60.0%
B/E move
12.1%
Puts
Pseudo strike
11.02
IV
70.0%
B/E move
12.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.46
IV
62.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.90
IV
54.1%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.34
IV
46.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.18
IV
46.6%
B/E move
1.0%

Options history

No recorded observations