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Nakamoto Inc. Common Stock NAKA

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Market dataready · fetched 2026-11-12T16:31:08.844Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T16:26:26.161462472Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T16:24:31.563003+00:00

Share price$5.85
1D-3.3%
$5.65$5.76$5.87$5.97$6.085:30 AM6:30 AM9:00 AM1:00 PMNAKA
Sold putSold call

Nakamoto Inc. Common Stock options

Live interpolated NAKA call and put midpoint premiums by absolute delta.Nakamoto Inc. Common Stock$0.19$0.69$1.18$1.68$2.18$4.38$5.15$5.92$6.69$7.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NAKA spot · $5.85NAKA PRICE$0.24$0.31$0.38$0.38$0.38$0.41$0.52$0.64$0.75$0.86$0.98$0.27$0.36$0.45$0.54$0.64$0.75$0.89$1.04$1.18$1.33$1.64$2.04
Puts——
Calls——
Skew——
Implied moveBearish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.48195.9%32.0%5.09171.3%17.6%
30Δ7.24206.2%29.0%5.28173.0%15.8%
35Δ6.99215.1%25.9%5.48174.7%14.1%
40Δ6.62182.6%19.6%5.67176.4%12.3%
45Δ6.26150.1%13.4%5.87178.1%10.6%
50Δ5.95128.7%8.7%6.07178.6%9.0%
55Δ5.78134.4%7.8%6.28176.7%7.8%
60Δ5.61140.2%6.8%6.50174.7%6.6%
65Δ5.45145.9%5.9%6.71172.8%5.4%
70Δ5.28151.6%5.0%6.93170.9%4.2%
75Δ5.11157.4%4.0%7.29176.0%3.3%
80Δ7.73184.6%2.6%

20Δ

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

25Δ

Calls
Pseudo strike
7.48
IV
195.9%
B/E move
32.0%
Puts
Pseudo strike
5.09
IV
171.3%
B/E move
17.6%

30Δ

Calls
Pseudo strike
7.24
IV
206.2%
B/E move
29.0%
Puts
Pseudo strike
5.28
IV
173.0%
B/E move
15.8%

35Δ

Calls
Pseudo strike
6.99
IV
215.1%
B/E move
25.9%
Puts
Pseudo strike
5.48
IV
174.7%
B/E move
14.1%

40Δ

Calls
Pseudo strike
6.62
IV
182.6%
B/E move
19.6%
Puts
Pseudo strike
5.67
IV
176.4%
B/E move
12.3%

45Δ

Calls
Pseudo strike
6.26
IV
150.1%
B/E move
13.4%
Puts
Pseudo strike
5.87
IV
178.1%
B/E move
10.6%

50Δ

Calls
Pseudo strike
5.95
IV
128.7%
B/E move
8.7%
Puts
Pseudo strike
6.07
IV
178.6%
B/E move
9.0%

55Δ

Calls
Pseudo strike
5.78
IV
134.4%
B/E move
7.8%
Puts
Pseudo strike
6.28
IV
176.7%
B/E move
7.8%

60Δ

Calls
Pseudo strike
5.61
IV
140.2%
B/E move
6.8%
Puts
Pseudo strike
6.50
IV
174.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
5.45
IV
145.9%
B/E move
5.9%
Puts
Pseudo strike
6.71
IV
172.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
5.28
IV
151.6%
B/E move
5.0%
Puts
Pseudo strike
6.93
IV
170.9%
B/E move
4.2%

75Δ

Calls
Pseudo strike
5.11
IV
157.4%
B/E move
4.0%
Puts
Pseudo strike
7.29
IV
176.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.73
IV
184.6%
B/E move
2.6%

Options history

IV · four-Friday blend145.34%
Daily EOD
NAKA141.2%154.6%168.0%2026-10-19: 143.02%2026-10-20: 146.79%2026-10-22: 145.92%2026-10-23: 146.15%2026-10-26: 155.28%2026-10-27: 146.73%2026-10-28: 166.14%2026-10-29: 152.10%2026-10-30: 145.34%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
143.02%
146.79%
145.92%
146.15%
155.28%
146.73%
166.14%
152.10%
145.34%