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NeoVolta Inc. Common Stock NEOV

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-13T02:07:40.292Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:59:38.589398862Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:07:39.278942+00:00

Share price$3.08
1D+8.2%
AH$2.69$2.81$2.93$3.05$3.175:30 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$0.17$1.28$2.40$3.51$4.63$1.40$2.26$3.12$3.98$4.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NEOV spot · $3.08NEOV PRICE$0.29$0.34$0.39$0.44$0.49$0.54$0.59$0.64$0.68$0.38$0.38$0.67$1.01$1.35$1.69$2.02$2.36$3.24$4.30
Puts——
Calls——
Skew——
Implied moveBearish±$2.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.16239.2%42.0%
25Δ2.46189.0%32.1%
30Δ2.86194.9%28.9%
35Δ4.57158.0%58.2%3.27208.6%26.7%
40Δ4.34151.9%52.1%3.67222.3%24.4%
45Δ4.10145.8%46.1%4.08236.0%22.2%
50Δ3.87139.6%40.0%4.49249.6%19.9%
55Δ3.63133.5%34.0%4.89263.3%17.7%
60Δ3.40127.4%27.9%5.84279.8%15.4%
65Δ3.16121.3%21.9%6.97297.4%13.2%
70Δ2.93115.1%15.8%
75Δ2.69109.0%9.8%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
239.2%
B/E move
42.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
189.0%
B/E move
32.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
194.9%
B/E move
28.9%

35Δ

Calls
Pseudo strike
4.57
IV
158.0%
B/E move
58.2%
Puts
Pseudo strike
3.27
IV
208.6%
B/E move
26.7%

40Δ

Calls
Pseudo strike
4.34
IV
151.9%
B/E move
52.1%
Puts
Pseudo strike
3.67
IV
222.3%
B/E move
24.4%

45Δ

Calls
Pseudo strike
4.10
IV
145.8%
B/E move
46.1%
Puts
Pseudo strike
4.08
IV
236.0%
B/E move
22.2%

50Δ

Calls
Pseudo strike
3.87
IV
139.6%
B/E move
40.0%
Puts
Pseudo strike
4.49
IV
249.6%
B/E move
19.9%

55Δ

Calls
Pseudo strike
3.63
IV
133.5%
B/E move
34.0%
Puts
Pseudo strike
4.89
IV
263.3%
B/E move
17.7%

60Δ

Calls
Pseudo strike
3.40
IV
127.4%
B/E move
27.9%
Puts
Pseudo strike
5.84
IV
279.8%
B/E move
15.4%

65Δ

Calls
Pseudo strike
3.16
IV
121.3%
B/E move
21.9%
Puts
Pseudo strike
6.97
IV
297.4%
B/E move
13.2%

70Δ

Calls
Pseudo strike
2.93
IV
115.1%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.69
IV
109.0%
B/E move
9.8%
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 blend—
Daily EOD

No recorded observations

0 observations