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Octave Intelligence plc OCTV

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T15:45:44.854Z

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 · 2026-10-23T15:43:55.573601377Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:45:43.803950+00:00

Share price$21.26
1D+2.7%
$20.45$20.67$20.90$21.13$21.355:30 AM6:30 AM9:00 AM1:00 PMOCTV
Sold putSold call

Octave Intelligence plc options

Live interpolated OCTV call and put midpoint premiums by absolute delta.Octave Intelligence plc$0.09$2.08$4.08$6.07$8.07$17.25$19.20$21.15$23.10$25.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCTV spot · $21.26OCTV PRICE$0.30$0.40$0.49$0.59$0.76$0.95$1.14$1.32$1.51$1.69$1.88$2.58$3.34$0.38$0.48$0.59$0.77$0.94$1.11$1.28$1.46$1.63$2.03$3.85$5.67$7.49
PutsExpensive1.14×
CallsFair0.95×
SkewBearish+6.23 pp
Implied moveBearish±$2.42
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1545.8%15.0%18.7953.9%13.4%
25Δ23.6245.5%13.0%19.4351.3%10.9%
30Δ23.0945.3%10.9%20.0448.9%8.5%
35Δ22.5745.1%8.9%20.4048.3%7.7%
40Δ22.1945.6%8.0%20.7647.8%6.8%
45Δ21.8346.2%7.1%21.1247.3%5.9%
50Δ21.4746.8%6.3%21.4746.7%5.0%
55Δ21.1147.4%5.5%21.8346.2%4.1%
60Δ20.7547.9%4.7%22.1945.7%3.3%
65Δ20.3948.5%3.9%22.7647.3%2.5%
70Δ20.0449.1%3.1%24.6362.6%2.3%
75Δ19.2556.9%2.7%26.4977.8%2.1%
80Δ18.4165.5%2.3%28.3693.0%1.9%

20Δ

Calls
Pseudo strike
24.15
IV
45.8%
B/E move
15.0%
Puts
Pseudo strike
18.79
IV
53.9%
B/E move
13.4%

25Δ

Calls
Pseudo strike
23.62
IV
45.5%
B/E move
13.0%
Puts
Pseudo strike
19.43
IV
51.3%
B/E move
10.9%

30Δ

Calls
Pseudo strike
23.09
IV
45.3%
B/E move
10.9%
Puts
Pseudo strike
20.04
IV
48.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
22.57
IV
45.1%
B/E move
8.9%
Puts
Pseudo strike
20.40
IV
48.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
22.19
IV
45.6%
B/E move
8.0%
Puts
Pseudo strike
20.76
IV
47.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
21.83
IV
46.2%
B/E move
7.1%
Puts
Pseudo strike
21.12
IV
47.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
21.47
IV
46.8%
B/E move
6.3%
Puts
Pseudo strike
21.47
IV
46.7%
B/E move
5.0%

55Δ

Calls
Pseudo strike
21.11
IV
47.4%
B/E move
5.5%
Puts
Pseudo strike
21.83
IV
46.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
20.75
IV
47.9%
B/E move
4.7%
Puts
Pseudo strike
22.19
IV
45.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
20.39
IV
48.5%
B/E move
3.9%
Puts
Pseudo strike
22.76
IV
47.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
20.04
IV
49.1%
B/E move
3.1%
Puts
Pseudo strike
24.63
IV
62.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
19.25
IV
56.9%
B/E move
2.7%
Puts
Pseudo strike
26.49
IV
77.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.41
IV
65.5%
B/E move
2.3%
Puts
Pseudo strike
28.36
IV
93.0%
B/E move
1.9%

Options history

No recorded observations