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Syntec Optics Holdings, Inc. Class A Common Stock OPTX

i

Market dataready · fetched 2026-11-13T01:31:30.182Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:50:18.991695165Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T01:28:10.176653+00:00

Share price$7.36
1D+9.6%
AH$6.38$6.64$6.91$7.17$7.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPTX
Sold putSold callAH

Syntec Optics Holdings, Inc. Class A Common Stock options

Live interpolated OPTX call and put midpoint premiums by absolute delta.Syntec Optics Holdings, Inc. Class A Common Stock$0.18$2.15$4.12$6.09$8.06$2.92$5.12$7.32$9.52$11.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive OPTX spot · $7.36OPTX PRICE$0.39$0.48$0.56$0.65$0.74$0.57$0.77$0.97$1.17$1.38$1.89$2.59$3.29$3.97$4.66$5.34$7.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.45159.1%33.7%
25Δ5.92157.4%30.0%
30Δ9.2193.5%30.4%6.39155.6%26.4%
35Δ8.8593.2%26.7%6.86153.8%22.8%
40Δ8.4993.0%23.0%7.33152.1%19.1%
45Δ8.1392.7%19.2%8.01160.3%16.9%
50Δ7.7792.4%15.5%8.81174.4%15.5%
55Δ9.61188.4%14.1%
60Δ10.43194.1%12.3%
65Δ11.27191.9%10.1%
70Δ12.11189.8%7.9%
75Δ14.38209.8%6.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.45
IV
159.1%
B/E move
33.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.92
IV
157.4%
B/E move
30.0%

30Δ

Calls
Pseudo strike
9.21
IV
93.5%
B/E move
30.4%
Puts
Pseudo strike
6.39
IV
155.6%
B/E move
26.4%

35Δ

Calls
Pseudo strike
8.85
IV
93.2%
B/E move
26.7%
Puts
Pseudo strike
6.86
IV
153.8%
B/E move
22.8%

40Δ

Calls
Pseudo strike
8.49
IV
93.0%
B/E move
23.0%
Puts
Pseudo strike
7.33
IV
152.1%
B/E move
19.1%

45Δ

Calls
Pseudo strike
8.13
IV
92.7%
B/E move
19.2%
Puts
Pseudo strike
8.01
IV
160.3%
B/E move
16.9%

50Δ

Calls
Pseudo strike
7.77
IV
92.4%
B/E move
15.5%
Puts
Pseudo strike
8.81
IV
174.4%
B/E move
15.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
188.4%
B/E move
14.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.43
IV
194.1%
B/E move
12.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
191.9%
B/E move
10.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.11
IV
189.8%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.38
IV
209.8%
B/E move
6.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend108.53%
Daily EOD
OPTX107.5%115.1%122.8%2026-10-19: 111.86%2026-10-20: 120.25%2026-10-21: 110.34%2026-10-22: 117.11%2026-10-23: 121.74%2026-10-26: 116.58%2026-10-27: 115.21%2026-10-28: 120.15%2026-10-29: 108.53%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
111.86%
120.25%
110.34%
117.11%
121.74%
116.58%
115.21%
120.15%
108.53%