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MicroVision, Inc. Common Stock MVIS

i

Market dataready · fetched 2026-11-10T22:18:48.419Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:41:27.053923379Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:18:48.059187+00:00

Share price$1.16
1D-8.2%
AH$1.12$1.16$1.20$1.24$1.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVIS
Sold putSold callAH

MicroVision, Inc. Common Stock options

Live interpolated MVIS call and put midpoint premiums by absolute delta.MicroVision, Inc. Common Stock$0.08$0.14$0.20$0.27$0.33$1.00$1.09$1.18$1.27$1.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MVIS spot · $1.16MVIS PRICE$0.09$0.10$0.12$0.14$0.16$0.17$0.19$0.21$0.09$0.12$0.14$0.17$0.19$0.21$0.24$0.26$0.29$0.31
Puts——
Calls——
Skew——
Implied moveBearish±$0.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.70663.2%48.0%
25Δ0.77632.9%44.1%
30Δ0.84602.7%40.2%
35Δ1.35293.4%23.6%0.90572.4%36.4%
40Δ1.30298.9%21.3%0.97542.2%32.5%
45Δ1.26304.3%19.0%1.04511.9%28.7%
50Δ1.21309.8%16.7%1.11481.7%24.8%
55Δ1.17315.3%14.4%1.18451.4%20.9%
60Δ1.13320.7%12.1%1.25421.2%17.1%
65Δ1.08326.2%9.8%1.32390.9%13.2%
70Δ1.04331.7%7.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.70
IV
663.2%
B/E move
48.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
632.9%
B/E move
44.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.84
IV
602.7%
B/E move
40.2%

35Δ

Calls
Pseudo strike
1.35
IV
293.4%
B/E move
23.6%
Puts
Pseudo strike
0.90
IV
572.4%
B/E move
36.4%

40Δ

Calls
Pseudo strike
1.30
IV
298.9%
B/E move
21.3%
Puts
Pseudo strike
0.97
IV
542.2%
B/E move
32.5%

45Δ

Calls
Pseudo strike
1.26
IV
304.3%
B/E move
19.0%
Puts
Pseudo strike
1.04
IV
511.9%
B/E move
28.7%

50Δ

Calls
Pseudo strike
1.21
IV
309.8%
B/E move
16.7%
Puts
Pseudo strike
1.11
IV
481.7%
B/E move
24.8%

55Δ

Calls
Pseudo strike
1.17
IV
315.3%
B/E move
14.4%
Puts
Pseudo strike
1.18
IV
451.4%
B/E move
20.9%

60Δ

Calls
Pseudo strike
1.13
IV
320.7%
B/E move
12.1%
Puts
Pseudo strike
1.25
IV
421.2%
B/E move
17.1%

65Δ

Calls
Pseudo strike
1.08
IV
326.2%
B/E move
9.8%
Puts
Pseudo strike
1.32
IV
390.9%
B/E move
13.2%

70Δ

Calls
Pseudo strike
1.04
IV
331.7%
B/E move
7.5%
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
IV
B/E move

Options history

IV · four-Friday blend474.37%
Daily EOD
MVIS473.9%474.4%474.8%2026-10-23: 474.37%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
474.37%