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Rezolve AI Limited Ordinary Shares RZLV

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:52:56.292Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-21T17:52:31.682251392Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:54.659952+00:00

Share price$1.59
1D+0.6%
$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$0.02$0.18$0.35$0.51$0.68$1.19$1.41$1.63$1.86$2.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RZLV spot · $1.59RZLV PRICE$0.04$0.05$0.07$0.08$0.10$0.11$0.13$0.14$0.16$0.17$0.32$0.48$0.63$0.08$0.07$0.05$0.07$0.11$0.14$0.17$0.21$0.24$0.28$0.31$0.34$0.38
PutsExpensive1.25×
CallsExpensive1.55×
SkewBullish-34.77 pp
Implied moveBearish±$0.30
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.96130.8%25.5%1.16294.5%32.1%
25Δ1.91130.6%23.3%1.31205.1%21.9%
30Δ1.86130.3%21.1%1.46115.6%11.6%
35Δ1.81130.0%18.8%1.5392.7%8.3%
40Δ1.76129.7%16.6%1.5895.1%7.6%
45Δ1.71129.5%14.4%1.6297.4%6.9%
50Δ1.65129.2%12.2%1.6799.8%6.2%
55Δ1.60128.9%9.9%1.71102.1%5.5%
60Δ1.55128.7%7.7%1.76104.5%4.8%
65Δ1.50128.4%5.5%1.80106.8%4.1%
70Δ1.35195.8%4.9%1.85109.2%3.4%
75Δ1.18268.0%4.4%1.89111.5%2.7%
80Δ1.02340.3%3.8%1.93113.9%2.0%

20Δ

Calls
Pseudo strike
1.96
IV
130.8%
B/E move
25.5%
Puts
Pseudo strike
1.16
IV
294.5%
B/E move
32.1%

25Δ

Calls
Pseudo strike
1.91
IV
130.6%
B/E move
23.3%
Puts
Pseudo strike
1.31
IV
205.1%
B/E move
21.9%

30Δ

Calls
Pseudo strike
1.86
IV
130.3%
B/E move
21.1%
Puts
Pseudo strike
1.46
IV
115.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
1.81
IV
130.0%
B/E move
18.8%
Puts
Pseudo strike
1.53
IV
92.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
1.76
IV
129.7%
B/E move
16.6%
Puts
Pseudo strike
1.58
IV
95.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
1.71
IV
129.5%
B/E move
14.4%
Puts
Pseudo strike
1.62
IV
97.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
1.65
IV
129.2%
B/E move
12.2%
Puts
Pseudo strike
1.67
IV
99.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
1.60
IV
128.9%
B/E move
9.9%
Puts
Pseudo strike
1.71
IV
102.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
1.55
IV
128.7%
B/E move
7.7%
Puts
Pseudo strike
1.76
IV
104.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
1.50
IV
128.4%
B/E move
5.5%
Puts
Pseudo strike
1.80
IV
106.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
1.35
IV
195.8%
B/E move
4.9%
Puts
Pseudo strike
1.85
IV
109.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
1.18
IV
268.0%
B/E move
4.4%
Puts
Pseudo strike
1.89
IV
111.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
1.02
IV
340.3%
B/E move
3.8%
Puts
Pseudo strike
1.93
IV
113.9%
B/E move
2.0%

Options history

No recorded observations