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Rezolve AI Limited Ordinary Shares RZLV

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:02:07.675Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:02:06.258250309Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:07.128542+00:00

Share price$1.61
1D+1.3%
$1.56$1.59$1.62$1.64$1.675:30 AM6:30 AM9:00 AM1:00 PMRZLV
Sold putSold call

Rezolve AI Limited Ordinary Shares options

Live interpolated RZLV call and put midpoint premiums by absolute delta.Rezolve AI Limited Ordinary Shares$0.00$0.57$1.15$1.72$2.30$0.47$0.87$1.27$1.68$2.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZLV spot · $1.60RZLV PRICE$0.04$0.05$0.05$0.06$0.07$0.08$0.09$0.09$0.10$0.11$0.12$0.12$0.25$0.25$0.38$0.50$0.63$0.76$0.88$1.01$1.13$1.26$1.39$1.51$1.64$2.13
PutsExpensive5.47×
CallsExpensive2.36×
SkewBearish+541.45 pp
Implied moveBearish±$1.09
TiltBearish83.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.36384.5%49.7%1.19800.0%41.4%
25Δ2.29362.2%45.4%1.35800.0%39.3%
30Δ2.21339.8%41.0%1.51800.0%37.1%
35Δ2.13317.5%36.6%1.67800.0%35.0%
40Δ2.05295.2%32.3%1.83800.0%32.9%
45Δ1.98272.9%27.9%1.99800.0%30.8%
50Δ1.90250.5%23.5%2.15800.0%28.7%
55Δ1.82228.2%19.2%2.31800.0%26.5%
60Δ1.74205.9%14.8%2.47800.0%24.4%
65Δ1.66183.5%10.4%2.63800.0%22.3%
70Δ1.59161.2%6.1%2.79800.0%20.2%
75Δ1.51138.9%1.7%2.95800.0%18.1%
80Δ1.37220.8%1.2%3.25800.0%30.1%

20Δ

Calls
Pseudo strike
2.36
IV
384.5%
B/E move
49.7%
Puts
Pseudo strike
1.19
IV
800.0%
B/E move
41.4%

25Δ

Calls
Pseudo strike
2.29
IV
362.2%
B/E move
45.4%
Puts
Pseudo strike
1.35
IV
800.0%
B/E move
39.3%

30Δ

Calls
Pseudo strike
2.21
IV
339.8%
B/E move
41.0%
Puts
Pseudo strike
1.51
IV
800.0%
B/E move
37.1%

35Δ

Calls
Pseudo strike
2.13
IV
317.5%
B/E move
36.6%
Puts
Pseudo strike
1.67
IV
800.0%
B/E move
35.0%

40Δ

Calls
Pseudo strike
2.05
IV
295.2%
B/E move
32.3%
Puts
Pseudo strike
1.83
IV
800.0%
B/E move
32.9%

45Δ

Calls
Pseudo strike
1.98
IV
272.9%
B/E move
27.9%
Puts
Pseudo strike
1.99
IV
800.0%
B/E move
30.8%

50Δ

Calls
Pseudo strike
1.90
IV
250.5%
B/E move
23.5%
Puts
Pseudo strike
2.15
IV
800.0%
B/E move
28.7%

55Δ

Calls
Pseudo strike
1.82
IV
228.2%
B/E move
19.2%
Puts
Pseudo strike
2.31
IV
800.0%
B/E move
26.5%

60Δ

Calls
Pseudo strike
1.74
IV
205.9%
B/E move
14.8%
Puts
Pseudo strike
2.47
IV
800.0%
B/E move
24.4%

65Δ

Calls
Pseudo strike
1.66
IV
183.5%
B/E move
10.4%
Puts
Pseudo strike
2.63
IV
800.0%
B/E move
22.3%

70Δ

Calls
Pseudo strike
1.59
IV
161.2%
B/E move
6.1%
Puts
Pseudo strike
2.79
IV
800.0%
B/E move
20.2%

75Δ

Calls
Pseudo strike
1.51
IV
138.9%
B/E move
1.7%
Puts
Pseudo strike
2.95
IV
800.0%
B/E move
18.1%

80Δ

Calls
Pseudo strike
1.37
IV
220.8%
B/E move
1.2%
Puts
Pseudo strike
3.25
IV
800.0%
B/E move
30.1%

Options history

No recorded observations