Rezolve AI Limited Ordinary Shares RZLV
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:52:56.292Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:31.682251392Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:54.659952+00:00
Share price$1.59
1D+0.6%
Sold putSold call
Rezolve AI Limited Ordinary Shares options
PutsExpensive1.25×
CallsExpensive1.55×
SkewBullish-34.77 pp
Implied moveBearish±$0.30
TiltBalanced0.5% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.96 | 130.8% | 25.5% | 1.16 | 294.5% | 32.1% |
| 25Δ | 1.91 | 130.6% | 23.3% | 1.31 | 205.1% | 21.9% |
| 30Δ | 1.86 | 130.3% | 21.1% | 1.46 | 115.6% | 11.6% |
| 35Δ | 1.81 | 130.0% | 18.8% | 1.53 | 92.7% | 8.3% |
| 40Δ | 1.76 | 129.7% | 16.6% | 1.58 | 95.1% | 7.6% |
| 45Δ | 1.71 | 129.5% | 14.4% | 1.62 | 97.4% | 6.9% |
| 50Δ | 1.65 | 129.2% | 12.2% | 1.67 | 99.8% | 6.2% |
| 55Δ | 1.60 | 128.9% | 9.9% | 1.71 | 102.1% | 5.5% |
| 60Δ | 1.55 | 128.7% | 7.7% | 1.76 | 104.5% | 4.8% |
| 65Δ | 1.50 | 128.4% | 5.5% | 1.80 | 106.8% | 4.1% |
| 70Δ | 1.35 | 195.8% | 4.9% | 1.85 | 109.2% | 3.4% |
| 75Δ | 1.18 | 268.0% | 4.4% | 1.89 | 111.5% | 2.7% |
| 80Δ | 1.02 | 340.3% | 3.8% | 1.93 | 113.9% | 2.0% |
20Δ
- Pseudo strike
- 1.96
- IV
- 130.8%
- B/E move
- 25.5%
- Pseudo strike
- 1.16
- IV
- 294.5%
- B/E move
- 32.1%
25Δ
- Pseudo strike
- 1.91
- IV
- 130.6%
- B/E move
- 23.3%
- Pseudo strike
- 1.31
- IV
- 205.1%
- B/E move
- 21.9%
30Δ
- Pseudo strike
- 1.86
- IV
- 130.3%
- B/E move
- 21.1%
- Pseudo strike
- 1.46
- IV
- 115.6%
- B/E move
- 11.6%
35Δ
- Pseudo strike
- 1.81
- IV
- 130.0%
- B/E move
- 18.8%
- Pseudo strike
- 1.53
- IV
- 92.7%
- B/E move
- 8.3%
40Δ
- Pseudo strike
- 1.76
- IV
- 129.7%
- B/E move
- 16.6%
- Pseudo strike
- 1.58
- IV
- 95.1%
- B/E move
- 7.6%
45Δ
- Pseudo strike
- 1.71
- IV
- 129.5%
- B/E move
- 14.4%
- Pseudo strike
- 1.62
- IV
- 97.4%
- B/E move
- 6.9%
50Δ
- Pseudo strike
- 1.65
- IV
- 129.2%
- B/E move
- 12.2%
- Pseudo strike
- 1.67
- IV
- 99.8%
- B/E move
- 6.2%
55Δ
- Pseudo strike
- 1.60
- IV
- 128.9%
- B/E move
- 9.9%
- Pseudo strike
- 1.71
- IV
- 102.1%
- B/E move
- 5.5%
60Δ
- Pseudo strike
- 1.55
- IV
- 128.7%
- B/E move
- 7.7%
- Pseudo strike
- 1.76
- IV
- 104.5%
- B/E move
- 4.8%
65Δ
- Pseudo strike
- 1.50
- IV
- 128.4%
- B/E move
- 5.5%
- Pseudo strike
- 1.80
- IV
- 106.8%
- B/E move
- 4.1%
70Δ
- Pseudo strike
- 1.35
- IV
- 195.8%
- B/E move
- 4.9%
- Pseudo strike
- 1.85
- IV
- 109.2%
- B/E move
- 3.4%
75Δ
- Pseudo strike
- 1.18
- IV
- 268.0%
- B/E move
- 4.4%
- Pseudo strike
- 1.89
- IV
- 111.5%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 1.02
- IV
- 340.3%
- B/E move
- 3.8%
- Pseudo strike
- 1.93
- IV
- 113.9%
- B/E move
- 2.0%
Options history
No recorded observations