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Rezolve AI PLC Ordinary Shares RZLV

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-10T22:36:53.380Z

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 · 2026-11-10T22:36:48.191150873Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:28:14.619909+00:00

Share price$1.39
1D-2.1%
AH$1.37$1.40$1.42$1.44$1.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRZLV
Sold putSold callAH

Rezolve AI PLC Ordinary Shares options

Live interpolated RZLV call and put midpoint premiums by absolute delta.Rezolve AI PLC Ordinary Shares$0.01$0.11$0.21$0.31$0.40$1.24$1.36$1.48$1.61$1.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RZLV spot · $1.39RZLV PRICE$0.03$0.03$0.04$0.08$0.11$0.14$0.18$0.21$0.24$0.28$0.31$0.34$0.38$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.14$0.15
Puts——
CallsExpensive2.36×
Skew——
Implied moveBullish±$0.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.77233.7%28.9%1.05407.0%28.8%
25Δ1.58159.9%15.6%1.10380.9%26.1%
30Δ1.48138.9%9.4%1.14354.9%23.3%
35Δ1.44159.7%8.8%1.19328.9%20.6%
40Δ1.39180.5%8.2%1.24302.8%17.8%
45Δ1.35201.3%7.6%1.29276.8%15.1%
50Δ1.31222.1%7.0%1.34250.8%12.3%
55Δ1.27242.8%6.4%1.38224.7%9.6%
60Δ1.23263.6%5.8%1.43198.7%6.8%
65Δ1.19284.4%5.2%1.48172.7%4.1%
70Δ1.14305.2%4.6%
75Δ1.10326.0%4.0%
80Δ1.06346.8%3.4%

20Δ

Calls
Pseudo strike
1.77
IV
233.7%
B/E move
28.9%
Puts
Pseudo strike
1.05
IV
407.0%
B/E move
28.8%

25Δ

Calls
Pseudo strike
1.58
IV
159.9%
B/E move
15.6%
Puts
Pseudo strike
1.10
IV
380.9%
B/E move
26.1%

30Δ

Calls
Pseudo strike
1.48
IV
138.9%
B/E move
9.4%
Puts
Pseudo strike
1.14
IV
354.9%
B/E move
23.3%

35Δ

Calls
Pseudo strike
1.44
IV
159.7%
B/E move
8.8%
Puts
Pseudo strike
1.19
IV
328.9%
B/E move
20.6%

40Δ

Calls
Pseudo strike
1.39
IV
180.5%
B/E move
8.2%
Puts
Pseudo strike
1.24
IV
302.8%
B/E move
17.8%

45Δ

Calls
Pseudo strike
1.35
IV
201.3%
B/E move
7.6%
Puts
Pseudo strike
1.29
IV
276.8%
B/E move
15.1%

50Δ

Calls
Pseudo strike
1.31
IV
222.1%
B/E move
7.0%
Puts
Pseudo strike
1.34
IV
250.8%
B/E move
12.3%

55Δ

Calls
Pseudo strike
1.27
IV
242.8%
B/E move
6.4%
Puts
Pseudo strike
1.38
IV
224.7%
B/E move
9.6%

60Δ

Calls
Pseudo strike
1.23
IV
263.6%
B/E move
5.8%
Puts
Pseudo strike
1.43
IV
198.7%
B/E move
6.8%

65Δ

Calls
Pseudo strike
1.19
IV
284.4%
B/E move
5.2%
Puts
Pseudo strike
1.48
IV
172.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
1.14
IV
305.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.10
IV
326.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.06
IV
346.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend135.04%
Daily close
RZLV83.5%118.9%154.4%2026-08-19: 93.33%2026-08-21: 88.43%2026-08-28: 104.42%2026-08-31: 114.70%2026-10-02: 93.73%2026-10-22: 149.47%2026-10-27: 114.72%2026-10-28: 135.04%Aug 19Aug 31Oct 28
8 observations2026-08-19 — 2026-10-28
Table
DateIV (%)
93.33%
88.43%
104.42%
114.70%
93.73%
149.47%
114.72%
135.04%