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Neostellar Capital Corp. Common Stock NSLR

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Market datapartial · fetched 2026-10-22T15:24:33.170Z

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 · 2026-10-22T15:24:26.500708021Z

FundamentalsAlpha Vantage · unavailable

Share price$5.93
1D-3.6%
$5.89$5.96$6.03$6.09$6.165:30 AM6:30 AM9:00 AM1:00 PMNSLR
Sold putSold call

Neostellar Capital Corp. Common Stock options

Live interpolated NSLR call and put midpoint premiums by absolute delta.Neostellar Capital Corp. Common Stock$0.00$2.04$4.07$6.11$8.14$3.33$4.74$6.14$7.55$8.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSLR spot · $5.92NSLR PRICE$0.15$0.28$0.43$0.58$0.73$0.88$1.03$1.18$1.33$1.48$1.63$1.94$2.38$0.45$1.04$1.63$2.22$2.82$3.41$4.00$4.59$5.18$5.77$6.37$6.96$7.55
PutsExpensive1.82×
CallsExpensive2.50×
SkewBullish-26.20 pp
Implied moveBearish±$5.03
TiltBearish57.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.5887.5%30.4%5.3677.0%17.1%
25Δ7.2896.3%27.7%6.0284.5%16.0%
30Δ7.04106.5%26.2%6.6892.1%14.8%
35Δ6.80116.7%24.6%7.3499.6%13.7%
40Δ6.56126.9%23.1%8.00107.1%12.5%
45Δ6.32137.1%21.5%8.66114.7%11.4%
50Δ6.08147.3%20.0%9.32122.2%10.3%
55Δ5.83157.4%18.4%9.98129.7%9.1%
60Δ5.59167.6%16.9%10.64137.2%8.0%
65Δ5.35177.8%15.3%11.29144.8%6.8%
70Δ5.11188.0%13.8%11.95152.3%5.7%
75Δ4.68201.7%11.8%12.61159.8%4.6%
80Δ4.10218.2%9.4%13.27167.4%3.4%

20Δ

Calls
Pseudo strike
7.58
IV
87.5%
B/E move
30.4%
Puts
Pseudo strike
5.36
IV
77.0%
B/E move
17.1%

25Δ

Calls
Pseudo strike
7.28
IV
96.3%
B/E move
27.7%
Puts
Pseudo strike
6.02
IV
84.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
7.04
IV
106.5%
B/E move
26.2%
Puts
Pseudo strike
6.68
IV
92.1%
B/E move
14.8%

35Δ

Calls
Pseudo strike
6.80
IV
116.7%
B/E move
24.6%
Puts
Pseudo strike
7.34
IV
99.6%
B/E move
13.7%

40Δ

Calls
Pseudo strike
6.56
IV
126.9%
B/E move
23.1%
Puts
Pseudo strike
8.00
IV
107.1%
B/E move
12.5%

45Δ

Calls
Pseudo strike
6.32
IV
137.1%
B/E move
21.5%
Puts
Pseudo strike
8.66
IV
114.7%
B/E move
11.4%

50Δ

Calls
Pseudo strike
6.08
IV
147.3%
B/E move
20.0%
Puts
Pseudo strike
9.32
IV
122.2%
B/E move
10.3%

55Δ

Calls
Pseudo strike
5.83
IV
157.4%
B/E move
18.4%
Puts
Pseudo strike
9.98
IV
129.7%
B/E move
9.1%

60Δ

Calls
Pseudo strike
5.59
IV
167.6%
B/E move
16.9%
Puts
Pseudo strike
10.64
IV
137.2%
B/E move
8.0%

65Δ

Calls
Pseudo strike
5.35
IV
177.8%
B/E move
15.3%
Puts
Pseudo strike
11.29
IV
144.8%
B/E move
6.8%

70Δ

Calls
Pseudo strike
5.11
IV
188.0%
B/E move
13.8%
Puts
Pseudo strike
11.95
IV
152.3%
B/E move
5.7%

75Δ

Calls
Pseudo strike
4.68
IV
201.7%
B/E move
11.8%
Puts
Pseudo strike
12.61
IV
159.8%
B/E move
4.6%

80Δ

Calls
Pseudo strike
4.10
IV
218.2%
B/E move
9.4%
Puts
Pseudo strike
13.27
IV
167.4%
B/E move
3.4%

Options history

No recorded observations