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Neostellar Capital Corp. Common Stock NSLR

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-13T10:48:48.734Z

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: 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 · 2026-11-12T21:23:02.159108808Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T10:48:48.602642+00:00

Share price$6.02
1D+0.4%
AH$5.87$6.02$6.17$6.32$6.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNSLR
Sold putSold callAH

Neostellar Capital Corp. Common Stock options

Live interpolated NSLR call and put midpoint premiums by absolute delta.Neostellar Capital Corp. Common Stock$0.38$0.69$1.01$1.33$1.65$1.72$3.13$4.54$5.96$7.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NSLR spot · $6.02NSLR PRICE$0.41$0.47$0.52$0.58$0.63$0.69$0.74$0.80$0.85$0.91$0.97$1.02$1.15$1.18$1.22$1.25$1.28$1.32$1.35$1.39$1.42$1.45$1.49$1.52$1.55
PutsExpensive5.72×
Calls——
Skew——
Implied moveBearish±$2.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.24702.7%65.2%
25Δ12.14447.1%108.5%3.58658.5%60.2%
30Δ11.57421.5%99.9%3.92614.3%55.2%
35Δ10.99395.9%91.2%4.25570.1%50.1%
40Δ10.42370.3%82.6%4.59525.9%45.1%
45Δ9.84344.7%74.0%4.93481.7%40.0%
50Δ9.26319.1%65.3%5.27437.4%35.0%
55Δ8.69293.6%56.7%5.60393.2%29.9%
60Δ8.11268.0%48.0%5.94349.0%24.9%
65Δ7.54242.4%39.4%6.28304.8%19.9%
70Δ6.96216.8%30.7%6.61260.6%14.8%
75Δ6.38191.2%22.1%6.95216.4%9.8%
80Δ5.81165.6%13.4%7.29172.2%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.24
IV
702.7%
B/E move
65.2%

25Δ

Calls
Pseudo strike
12.14
IV
447.1%
B/E move
108.5%
Puts
Pseudo strike
3.58
IV
658.5%
B/E move
60.2%

30Δ

Calls
Pseudo strike
11.57
IV
421.5%
B/E move
99.9%
Puts
Pseudo strike
3.92
IV
614.3%
B/E move
55.2%

35Δ

Calls
Pseudo strike
10.99
IV
395.9%
B/E move
91.2%
Puts
Pseudo strike
4.25
IV
570.1%
B/E move
50.1%

40Δ

Calls
Pseudo strike
10.42
IV
370.3%
B/E move
82.6%
Puts
Pseudo strike
4.59
IV
525.9%
B/E move
45.1%

45Δ

Calls
Pseudo strike
9.84
IV
344.7%
B/E move
74.0%
Puts
Pseudo strike
4.93
IV
481.7%
B/E move
40.0%

50Δ

Calls
Pseudo strike
9.26
IV
319.1%
B/E move
65.3%
Puts
Pseudo strike
5.27
IV
437.4%
B/E move
35.0%

55Δ

Calls
Pseudo strike
8.69
IV
293.6%
B/E move
56.7%
Puts
Pseudo strike
5.60
IV
393.2%
B/E move
29.9%

60Δ

Calls
Pseudo strike
8.11
IV
268.0%
B/E move
48.0%
Puts
Pseudo strike
5.94
IV
349.0%
B/E move
24.9%

65Δ

Calls
Pseudo strike
7.54
IV
242.4%
B/E move
39.4%
Puts
Pseudo strike
6.28
IV
304.8%
B/E move
19.9%

70Δ

Calls
Pseudo strike
6.96
IV
216.8%
B/E move
30.7%
Puts
Pseudo strike
6.61
IV
260.6%
B/E move
14.8%

75Δ

Calls
Pseudo strike
6.38
IV
191.2%
B/E move
22.1%
Puts
Pseudo strike
6.95
IV
216.4%
B/E move
9.8%

80Δ

Calls
Pseudo strike
5.81
IV
165.6%
B/E move
13.4%
Puts
Pseudo strike
7.29
IV
172.2%
B/E move
4.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations