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Quantum-Si Incorporated Class A Common Stock QSI

i

Market dataready · fetched 2026-11-10T22:26:54.072Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:16:21.902492067Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:21:44.836235+00:00

Share price$1.28
1D-4.5%
AH$1.23$1.27$1.32$1.36$1.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQSI
Sold putSold callAH

Quantum-Si Incorporated Class A Common Stock options

Live interpolated QSI call and put midpoint premiums by absolute delta.Quantum-Si Incorporated Class A Common Stock$0.05$0.20$0.34$0.49$0.63$1.07$1.17$1.27$1.37$1.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QSI spot · $1.28QSI PRICE$0.12$0.14$0.17$0.20$0.22$0.25$0.28$0.31$0.33$0.36$0.43$0.07$0.12$0.17$0.23$0.28$0.33$0.38$0.43$0.49$0.54$0.59
Puts——
Calls——
Skew——
Implied moveBearish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.03373.1%25.2%
25Δ1.10375.7%23.4%
30Δ1.74416.4%44.9%1.18378.2%21.7%
35Δ1.66426.2%41.0%1.25380.7%19.9%
40Δ1.58436.0%37.1%1.33383.3%18.2%
45Δ1.51445.7%33.2%1.40385.8%16.4%
50Δ1.43455.5%29.3%1.48388.3%14.7%
55Δ1.35465.3%25.3%1.55390.9%12.9%
60Δ1.28475.1%21.4%1.62393.4%11.1%
65Δ1.20484.8%17.5%1.70395.9%9.4%
70Δ1.12494.6%13.6%1.77398.5%7.6%
75Δ1.04504.4%9.7%
80Δ0.94545.3%6.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.03
IV
373.1%
B/E move
25.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
375.7%
B/E move
23.4%

30Δ

Calls
Pseudo strike
1.74
IV
416.4%
B/E move
44.9%
Puts
Pseudo strike
1.18
IV
378.2%
B/E move
21.7%

35Δ

Calls
Pseudo strike
1.66
IV
426.2%
B/E move
41.0%
Puts
Pseudo strike
1.25
IV
380.7%
B/E move
19.9%

40Δ

Calls
Pseudo strike
1.58
IV
436.0%
B/E move
37.1%
Puts
Pseudo strike
1.33
IV
383.3%
B/E move
18.2%

45Δ

Calls
Pseudo strike
1.51
IV
445.7%
B/E move
33.2%
Puts
Pseudo strike
1.40
IV
385.8%
B/E move
16.4%

50Δ

Calls
Pseudo strike
1.43
IV
455.5%
B/E move
29.3%
Puts
Pseudo strike
1.48
IV
388.3%
B/E move
14.7%

55Δ

Calls
Pseudo strike
1.35
IV
465.3%
B/E move
25.3%
Puts
Pseudo strike
1.55
IV
390.9%
B/E move
12.9%

60Δ

Calls
Pseudo strike
1.28
IV
475.1%
B/E move
21.4%
Puts
Pseudo strike
1.62
IV
393.4%
B/E move
11.1%

65Δ

Calls
Pseudo strike
1.20
IV
484.8%
B/E move
17.5%
Puts
Pseudo strike
1.70
IV
395.9%
B/E move
9.4%

70Δ

Calls
Pseudo strike
1.12
IV
494.6%
B/E move
13.6%
Puts
Pseudo strike
1.77
IV
398.5%
B/E move
7.6%

75Δ

Calls
Pseudo strike
1.04
IV
504.4%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.94
IV
545.3%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend270.04%
Daily close
QSI230.6%251.8%273.0%2026-10-09: 233.53%2026-10-30: 270.04%Oct 9Oct 30
2 observations2026-10-09 — 2026-10-30
Table
DateIV (%)
233.53%
270.04%