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QuantumSi Inc QSI

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-21T17:52:52.940Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:52:46.682775125Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:51.574834+00:00

Share price$1.19
1D+3.0%
$1.14$1.16$1.17$1.19$1.205:30 AM6:30 AM9:00 AM1:00 PMQSI
Sold putSold call

QuantumSi Inc options

Live interpolated QSI call and put midpoint premiums by absolute delta.QuantumSi Inc$0.06$0.49$0.92$1.34$1.77$0.54$0.91$1.28$1.66$2.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QSI spot · $1.19QSI PRICE$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.39$0.43$0.47$0.52$0.56$0.60$0.11$0.25$0.39$0.53$0.67$0.81$0.95$1.09$1.23$1.37$1.51$1.65
PutsExpensive3.29×
CallsExpensive4.30×
SkewBullish-222.04 pp
Implied moveBearish±$1.16
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.70773.6%137.0%
25Δ2.55775.3%128.1%1.07383.3%19.4%
30Δ2.41777.1%119.3%1.22415.8%18.4%
35Δ2.26778.8%110.5%1.37448.3%17.5%
40Δ2.12780.6%101.7%1.52480.8%16.5%
45Δ1.97782.3%92.9%1.67513.3%15.6%
50Δ1.83784.0%84.1%1.82545.8%14.6%
55Δ1.68785.8%75.3%1.97578.3%13.7%
60Δ1.54787.5%66.5%2.12610.7%12.7%
65Δ1.39789.3%57.7%2.27643.2%11.8%
70Δ1.25791.0%48.9%2.42675.7%10.8%
75Δ1.10792.8%40.0%2.57708.2%9.9%
80Δ0.96794.5%31.2%2.73740.7%8.9%

20Δ

Calls
Pseudo strike
2.70
IV
773.6%
B/E move
137.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.55
IV
775.3%
B/E move
128.1%
Puts
Pseudo strike
1.07
IV
383.3%
B/E move
19.4%

30Δ

Calls
Pseudo strike
2.41
IV
777.1%
B/E move
119.3%
Puts
Pseudo strike
1.22
IV
415.8%
B/E move
18.4%

35Δ

Calls
Pseudo strike
2.26
IV
778.8%
B/E move
110.5%
Puts
Pseudo strike
1.37
IV
448.3%
B/E move
17.5%

40Δ

Calls
Pseudo strike
2.12
IV
780.6%
B/E move
101.7%
Puts
Pseudo strike
1.52
IV
480.8%
B/E move
16.5%

45Δ

Calls
Pseudo strike
1.97
IV
782.3%
B/E move
92.9%
Puts
Pseudo strike
1.67
IV
513.3%
B/E move
15.6%

50Δ

Calls
Pseudo strike
1.83
IV
784.0%
B/E move
84.1%
Puts
Pseudo strike
1.82
IV
545.8%
B/E move
14.6%

55Δ

Calls
Pseudo strike
1.68
IV
785.8%
B/E move
75.3%
Puts
Pseudo strike
1.97
IV
578.3%
B/E move
13.7%

60Δ

Calls
Pseudo strike
1.54
IV
787.5%
B/E move
66.5%
Puts
Pseudo strike
2.12
IV
610.7%
B/E move
12.7%

65Δ

Calls
Pseudo strike
1.39
IV
789.3%
B/E move
57.7%
Puts
Pseudo strike
2.27
IV
643.2%
B/E move
11.8%

70Δ

Calls
Pseudo strike
1.25
IV
791.0%
B/E move
48.9%
Puts
Pseudo strike
2.42
IV
675.7%
B/E move
10.8%

75Δ

Calls
Pseudo strike
1.10
IV
792.8%
B/E move
40.0%
Puts
Pseudo strike
2.57
IV
708.2%
B/E move
9.9%

80Δ

Calls
Pseudo strike
0.96
IV
794.5%
B/E move
31.2%
Puts
Pseudo strike
2.73
IV
740.7%
B/E move
8.9%

Options history

No recorded observations