IntraAlpha
Create free account Start free

Octave Intelligence plc OCTV

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T00:49:17.175Z

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 · 2026-10-22T20:37:34.631736357Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:45:37.288423+00:00

Share price$20.37
1D-3.2%
AH$20.29$20.58$20.87$21.16$21.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCTV
Sold putSold callAH

Octave Intelligence plc options

Live interpolated OCTV call and put midpoint premiums by absolute delta.Octave Intelligence plc$0.43$1.71$2.99$4.26$5.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOCTV PRICE$0.90$1.07$0.57$0.78$1.00$1.21$1.42$1.64$2.00$2.65$3.29$3.94$5.17$1.10$1.14$1.00$0.82
PutsExpensive2.05×
CallsExpensive1.77×
SkewBearish+13.18 pp
Implied move——
TiltBullish72.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.13161.3%67.1%15.71143.4%28.3%
25Δ30.05153.8%52.8%17.31114.0%20.6%
30Δ22.4655.8%13.1%18.2788.0%15.2%
35Δ22.0358.0%12.0%19.1462.5%10.1%
40Δ21.5960.3%10.9%
45Δ21.1562.5%9.8%
50Δ20.7264.8%8.7%
55Δ20.2867.0%7.6%
60Δ19.7472.1%6.7%
65Δ19.0082.4%6.3%
70Δ18.2692.7%5.8%
75Δ17.52103.0%5.3%
80Δ16.14120.9%4.6%

20Δ

Calls
Pseudo strike
33.13
IV
161.3%
B/E move
67.1%
Puts
Pseudo strike
15.71
IV
143.4%
B/E move
28.3%

25Δ

Calls
Pseudo strike
30.05
IV
153.8%
B/E move
52.8%
Puts
Pseudo strike
17.31
IV
114.0%
B/E move
20.6%

30Δ

Calls
Pseudo strike
22.46
IV
55.8%
B/E move
13.1%
Puts
Pseudo strike
18.27
IV
88.0%
B/E move
15.2%

35Δ

Calls
Pseudo strike
22.03
IV
58.0%
B/E move
12.0%
Puts
Pseudo strike
19.14
IV
62.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
21.59
IV
60.3%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.15
IV
62.5%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.72
IV
64.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.28
IV
67.0%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.74
IV
72.1%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.00
IV
82.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.26
IV
92.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.52
IV
103.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.14
IV
120.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations