Share price$2.07
1D-2.7%
Sold putSold callAH
NeoVolta Inc. Common Stock NEOV
i
Market datapartial · fetched 2026-10-22T23:23:18.243Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:33:36.643605684Z
FundamentalsAlpha Vantage · unavailable
NeoVolta Inc. Common Stock options
PutsExpensive2.01×
CallsExpensive1.80×
SkewBearish+28.78 pp
Implied move——
TiltBearish91.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.47 | 342.5% | 268.2% | |||
| 25Δ | 6.26 | 294.9% | 210.3% | |||
| 30Δ | 5.05 | 247.3% | 152.3% | |||
| 35Δ | 3.84 | 199.7% | 94.4% | |||
| 40Δ | 2.63 | 152.1% | 36.5% | |||
| 45Δ | 7.07 | 589.2% | 34.7% | |||
| 50Δ | 5.66 | 450.3% | 26.6% | |||
| 55Δ | 4.26 | 311.3% | 18.4% | |||
| 60Δ | 2.85 | 172.3% | 10.3% | |||
| 65Δ | 2.86 | 148.6% | 7.3% | |||
| 70Δ | 3.34 | 163.8% | 6.2% | |||
| 75Δ | 3.82 | 179.0% | 5.0% | |||
| 80Δ | 4.30 | 194.1% | 3.9% | |||
20Δ
- Pseudo strike
- 7.47
- IV
- 342.5%
- B/E move
- 268.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.26
- IV
- 294.9%
- B/E move
- 210.3%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.05
- IV
- 247.3%
- B/E move
- 152.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 3.84
- IV
- 199.7%
- B/E move
- 94.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 2.63
- IV
- 152.1%
- B/E move
- 36.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.07
- IV
- 589.2%
- B/E move
- 34.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.66
- IV
- 450.3%
- B/E move
- 26.6%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.26
- IV
- 311.3%
- B/E move
- 18.4%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.85
- IV
- 172.3%
- B/E move
- 10.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.86
- IV
- 148.6%
- B/E move
- 7.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.34
- IV
- 163.8%
- B/E move
- 6.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.82
- IV
- 179.0%
- B/E move
- 5.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.30
- IV
- 194.1%
- B/E move
- 3.9%
Options history
No recorded observations