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Neostellar Capital Corp. Common Stock NSLR

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Market datapartial · fetched 2026-10-23T19:02:03.189Z

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 · 2026-10-23T19:01:01.409601683Z

FundamentalsAlpha Vantage · unavailable

Share price$5.85
1D+0.3%
$5.80$5.84$5.88$5.91$5.955:30 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$1.98$3.96$5.93$7.91$2.57$4.37$6.16$7.96$9.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSLR spot · $5.85NSLR PRICE$0.49$0.63$0.78$0.92$1.07$1.21$1.36$1.51$1.65$1.80$1.94$0.20$0.77$1.34$1.91$2.49$3.06$3.63$4.20$4.77$5.34$5.91$6.48$7.34
PutsExpensive2.35×
CallsExpensive3.37×
SkewBullish-38.69 pp
Implied moveBearish±$4.99
TiltBearish56.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.83139.5%59.3%5.0678.2%17.0%
25Δ8.46151.2%55.5%5.6991.8%16.0%
30Δ8.09162.9%51.7%6.32105.3%15.0%
35Δ7.73174.7%47.8%6.95118.8%14.0%
40Δ7.36186.4%44.0%7.58132.4%13.0%
45Δ6.99198.1%40.2%8.20145.9%12.0%
50Δ6.62209.9%36.4%8.83159.5%11.0%
55Δ6.25221.6%32.6%9.46173.0%10.0%
60Δ5.88233.3%28.8%10.09186.6%9.0%
65Δ5.52245.1%25.0%10.72200.1%8.0%
70Δ5.15256.8%21.2%11.35213.7%7.0%
75Δ11.98227.2%6.0%
80Δ12.91240.3%4.8%

20Δ

Calls
Pseudo strike
8.83
IV
139.5%
B/E move
59.3%
Puts
Pseudo strike
5.06
IV
78.2%
B/E move
17.0%

25Δ

Calls
Pseudo strike
8.46
IV
151.2%
B/E move
55.5%
Puts
Pseudo strike
5.69
IV
91.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
8.09
IV
162.9%
B/E move
51.7%
Puts
Pseudo strike
6.32
IV
105.3%
B/E move
15.0%

35Δ

Calls
Pseudo strike
7.73
IV
174.7%
B/E move
47.8%
Puts
Pseudo strike
6.95
IV
118.8%
B/E move
14.0%

40Δ

Calls
Pseudo strike
7.36
IV
186.4%
B/E move
44.0%
Puts
Pseudo strike
7.58
IV
132.4%
B/E move
13.0%

45Δ

Calls
Pseudo strike
6.99
IV
198.1%
B/E move
40.2%
Puts
Pseudo strike
8.20
IV
145.9%
B/E move
12.0%

50Δ

Calls
Pseudo strike
6.62
IV
209.9%
B/E move
36.4%
Puts
Pseudo strike
8.83
IV
159.5%
B/E move
11.0%

55Δ

Calls
Pseudo strike
6.25
IV
221.6%
B/E move
32.6%
Puts
Pseudo strike
9.46
IV
173.0%
B/E move
10.0%

60Δ

Calls
Pseudo strike
5.88
IV
233.3%
B/E move
28.8%
Puts
Pseudo strike
10.09
IV
186.6%
B/E move
9.0%

65Δ

Calls
Pseudo strike
5.52
IV
245.1%
B/E move
25.0%
Puts
Pseudo strike
10.72
IV
200.1%
B/E move
8.0%

70Δ

Calls
Pseudo strike
5.15
IV
256.8%
B/E move
21.2%
Puts
Pseudo strike
11.35
IV
213.7%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.98
IV
227.2%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.91
IV
240.3%
B/E move
4.8%

Options history

No recorded observations