IntraAlpha
Create free account Start free

NeoVolta Inc. Common Stock NEOV

i

Market datapartial · fetched 2026-10-23T15:51:31.076Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:51:17.564018317Z

FundamentalsAlpha Vantage · unavailable

Share price$2.18
1D+3.8%
$2.09$2.12$2.14$2.17$2.195:30 AM6:30 AM9:00 AM1:00 PMNEOV
Sold putSold call

NeoVolta Inc. Common Stock options

Live interpolated NEOV call and put midpoint premiums by absolute delta.NeoVolta Inc. Common Stock$0.00$1.57$3.14$4.71$6.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENEOV PRICE$0.15$0.21$0.26$0.30$0.32$0.33$0.35$5.83
PutsExpensive2.89×
CallsExpensive1.42×
SkewBearish+254.43 pp
Implied move——
TiltBearish50.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.08227.6%231.9%
25Δ6.34231.4%200.2%
30Δ5.60235.3%168.5%
35Δ4.85232.2%136.4%
40Δ4.10201.5%102.9%7.17460.0%38.2%
45Δ3.36170.8%69.3%
50Δ2.61140.0%35.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.08
IV
227.6%
B/E move
231.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.34
IV
231.4%
B/E move
200.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.60
IV
235.3%
B/E move
168.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.85
IV
232.2%
B/E move
136.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.10
IV
201.5%
B/E move
102.9%
Puts
Pseudo strike
7.17
IV
460.0%
B/E move
38.2%

45Δ

Calls
Pseudo strike
3.36
IV
170.8%
B/E move
69.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.61
IV
140.0%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
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

No recorded observations