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Octave Intelligence plc Class B Ordinary Shares OCTV

i

Market dataready · fetched 2026-11-14T02:11:14.816Z

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 · 2026-11-13T21:26:49.094702997Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:14.255830+00:00

Share price$21.98
1D+3.0%
AH$20.88$21.18$21.47$21.77$22.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCTV
Sold putSold callAH

Octave Intelligence plc Class B Ordinary Shares options

Live interpolated OCTV call and put midpoint premiums by absolute delta.Octave Intelligence plc Class B Ordinary Shares$0.12$0.86$1.60$2.34$3.07$19.39$21.11$22.83$24.56$26.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCTV spot · $21.98OCTV PRICE$0.47$0.67$0.88$1.09$1.30$1.50$1.71$1.76$1.80$1.84$1.88$1.92$1.96$0.20$0.26$0.32$0.38$0.44$0.50$0.56$0.62$0.68$0.74$1.34$2.10$2.86
PutsCheap0.80×
CallsExpensive1.88×
SkewBullish-70.01 pp
Implied moveBullish±$2.27
TiltBullish26.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4793.8%13.4%20.4055.8%8.1%
25Δ24.14104.8%12.9%20.6353.8%7.3%
30Δ23.82115.7%12.4%20.8651.7%6.6%
35Δ23.49126.7%11.8%21.0849.7%5.8%
40Δ23.17137.7%11.3%21.3147.7%5.0%
45Δ22.85148.7%10.8%21.5445.6%4.3%
50Δ22.52159.6%10.3%21.7743.6%3.5%
55Δ22.22148.2%9.1%21.9941.6%2.8%
60Δ21.92134.9%7.9%22.2239.5%2.0%
65Δ21.62121.7%6.7%22.4537.5%1.2%
70Δ21.33108.4%5.6%23.0950.1%1.0%
75Δ21.0395.2%4.4%23.8566.9%1.0%
80Δ20.7381.9%3.2%24.6183.7%1.0%

20Δ

Calls
Pseudo strike
24.47
IV
93.8%
B/E move
13.4%
Puts
Pseudo strike
20.40
IV
55.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
24.14
IV
104.8%
B/E move
12.9%
Puts
Pseudo strike
20.63
IV
53.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
23.82
IV
115.7%
B/E move
12.4%
Puts
Pseudo strike
20.86
IV
51.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
23.49
IV
126.7%
B/E move
11.8%
Puts
Pseudo strike
21.08
IV
49.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
23.17
IV
137.7%
B/E move
11.3%
Puts
Pseudo strike
21.31
IV
47.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
22.85
IV
148.7%
B/E move
10.8%
Puts
Pseudo strike
21.54
IV
45.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
22.52
IV
159.6%
B/E move
10.3%
Puts
Pseudo strike
21.77
IV
43.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
22.22
IV
148.2%
B/E move
9.1%
Puts
Pseudo strike
21.99
IV
41.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
21.92
IV
134.9%
B/E move
7.9%
Puts
Pseudo strike
22.22
IV
39.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
21.62
IV
121.7%
B/E move
6.7%
Puts
Pseudo strike
22.45
IV
37.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
21.33
IV
108.4%
B/E move
5.6%
Puts
Pseudo strike
23.09
IV
50.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.03
IV
95.2%
B/E move
4.4%
Puts
Pseudo strike
23.85
IV
66.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.73
IV
81.9%
B/E move
3.2%
Puts
Pseudo strike
24.61
IV
83.7%
B/E move
1.0%

Options history

IV · four-Friday blend42.27%
Daily EOD
OCTV38.4%44.4%50.3%2026-10-19: 47.08%2026-10-20: 40.47%2026-10-21: 41.00%2026-10-22: 49.51%2026-10-23: 43.13%2026-10-26: 41.51%2026-10-27: 39.20%2026-10-28: 40.20%2026-10-29: 40.32%2026-10-30: 42.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.08%
40.47%
41.00%
49.51%
43.13%
41.51%
39.20%
40.20%
40.32%
42.27%