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Neostellar Capital Corp. Common Stock NSLR

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Market datapartial · fetched 2026-10-22T16:21:03.004Z

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 · 2026-10-22T16:15:57.814217209Z

FundamentalsAlpha Vantage · unavailable

Share price$5.98
1D-2.7%
$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$0.06$0.83$1.59$2.36$3.13$4.40$5.52$6.63$7.74$8.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSLR spot · $5.97NSLR PRICE$0.14$0.34$0.58$0.81$1.04$1.28$1.51$1.74$1.98$2.21$2.44$2.67$2.91$0.19$0.28$0.38$0.48$0.57$0.67$0.77$0.86$0.96$1.06$1.15$1.25$1.35
PutsFair1.01×
CallsExpensive2.44×
SkewBullish-77.67 pp
Implied moveBullish±$2.28
TiltBullish32.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6384.6%30.1%5.1174.2%17.6%
25Δ7.2292.7%26.6%5.2873.1%16.3%
30Δ6.88103.2%24.8%5.4672.0%15.0%
35Δ6.54113.6%23.1%5.6370.9%13.8%
40Δ6.21124.1%21.3%5.8069.8%12.5%
45Δ5.87134.6%19.6%5.9768.7%11.2%
50Δ5.53145.1%17.8%6.1567.7%10.0%
55Δ5.19155.6%16.1%6.3266.6%8.7%
60Δ4.86166.1%14.3%6.4965.5%7.4%
65Δ4.52176.6%12.6%6.6664.4%6.2%
70Δ4.18187.1%10.8%6.8463.3%4.9%
75Δ3.84197.6%9.1%7.0162.2%3.6%
80Δ3.50208.1%7.3%7.1861.1%2.3%

20Δ

Calls
Pseudo strike
7.63
IV
84.6%
B/E move
30.1%
Puts
Pseudo strike
5.11
IV
74.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
7.22
IV
92.7%
B/E move
26.6%
Puts
Pseudo strike
5.28
IV
73.1%
B/E move
16.3%

30Δ

Calls
Pseudo strike
6.88
IV
103.2%
B/E move
24.8%
Puts
Pseudo strike
5.46
IV
72.0%
B/E move
15.0%

35Δ

Calls
Pseudo strike
6.54
IV
113.6%
B/E move
23.1%
Puts
Pseudo strike
5.63
IV
70.9%
B/E move
13.8%

40Δ

Calls
Pseudo strike
6.21
IV
124.1%
B/E move
21.3%
Puts
Pseudo strike
5.80
IV
69.8%
B/E move
12.5%

45Δ

Calls
Pseudo strike
5.87
IV
134.6%
B/E move
19.6%
Puts
Pseudo strike
5.97
IV
68.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
5.53
IV
145.1%
B/E move
17.8%
Puts
Pseudo strike
6.15
IV
67.7%
B/E move
10.0%

55Δ

Calls
Pseudo strike
5.19
IV
155.6%
B/E move
16.1%
Puts
Pseudo strike
6.32
IV
66.6%
B/E move
8.7%

60Δ

Calls
Pseudo strike
4.86
IV
166.1%
B/E move
14.3%
Puts
Pseudo strike
6.49
IV
65.5%
B/E move
7.4%

65Δ

Calls
Pseudo strike
4.52
IV
176.6%
B/E move
12.6%
Puts
Pseudo strike
6.66
IV
64.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
4.18
IV
187.1%
B/E move
10.8%
Puts
Pseudo strike
6.84
IV
63.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
3.84
IV
197.6%
B/E move
9.1%
Puts
Pseudo strike
7.01
IV
62.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
3.50
IV
208.1%
B/E move
7.3%
Puts
Pseudo strike
7.18
IV
61.1%
B/E move
2.3%

Options history

No recorded observations