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NeoVolta Inc. Common Stock NEOV

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-10-23T02:22:23.285Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:52:44.546027105Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:19:16.465526+00:00

Share price$2.10
1D-2.7%
AH$2.05$2.10$2.14$2.18$2.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEOV
Sold putSold callAH

NeoVolta Inc. Common Stock options

Live interpolated NEOV call and put midpoint premiums by absolute delta.NeoVolta Inc. Common Stock$0.00$1.44$2.88$4.32$5.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENEOV PRICE$0.15$0.16$0.17$0.19$0.20$5.35$3.59$1.82$0.75$1.22$1.69$2.17$2.64
PutsExpensive1.96×
CallsExpensive1.77×
SkewBearish+25.42 pp
Implied move——
TiltBearish91.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.44338.2%261.6%
25Δ6.26291.4%206.0%
30Δ5.09244.5%150.4%
35Δ3.91197.7%94.8%
40Δ2.73150.8%39.2%
45Δ6.74563.9%33.8%
50Δ5.17408.4%24.8%
55Δ3.59252.8%15.8%
60Δ2.65150.8%9.2%
65Δ3.15168.8%8.0%
70Δ3.65186.9%6.8%
75Δ4.15204.9%5.6%
80Δ4.65223.0%4.4%

20Δ

Calls
Pseudo strike
7.44
IV
338.2%
B/E move
261.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.26
IV
291.4%
B/E move
206.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.09
IV
244.5%
B/E move
150.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.91
IV
197.7%
B/E move
94.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.73
IV
150.8%
B/E move
39.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.74
IV
563.9%
B/E move
33.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.17
IV
408.4%
B/E move
24.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
252.8%
B/E move
15.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.65
IV
150.8%
B/E move
9.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
168.8%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.65
IV
186.9%
B/E move
6.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.15
IV
204.9%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
223.0%
B/E move
4.4%

Options history

No recorded observations