IntraAlpha
Create free account Start free

Satellogic Inc. Class A Common Stock SATL

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-14T02:11:22.040Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-14T00:57:50.530769039Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T02:11:21.518212+00:00

Share price$3.29
1D-6.2%
AH$3.16$3.27$3.39$3.51$3.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSATL
Sold putSold callAH

Satellogic Inc. Class A Common Stock options

Live interpolated SATL call and put midpoint premiums by absolute delta.Satellogic Inc. Class A Common Stock$0.10$0.72$1.34$1.96$2.58$2.26$2.95$3.63$4.32$5.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SATL spot · $3.29SATL PRICE$0.18$0.22$0.27$0.31$0.35$0.40$0.44$0.48$0.53$0.57$0.61$0.66$0.16$0.22$0.28$0.33$0.39$0.45$0.50$0.56$0.61$0.67$0.73$0.78$2.40
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.77154.8%20.8%
25Δ4.50177.4%42.3%2.88156.1%19.2%
30Δ4.36173.2%39.3%2.99157.4%17.6%
35Δ4.22169.0%36.4%3.10158.7%16.0%
40Δ4.08164.8%33.5%3.21160.0%14.4%
45Δ3.94160.6%30.5%3.31161.4%12.8%
50Δ3.80156.4%27.6%3.42162.7%11.2%
55Δ3.66152.2%24.6%3.53164.0%9.6%
60Δ3.52147.9%21.7%3.64165.3%8.0%
65Δ3.38143.7%18.8%3.75166.6%6.4%
70Δ3.24139.5%15.8%3.86167.9%4.8%
75Δ3.10135.3%12.9%3.97169.3%3.2%
80Δ2.96131.1%10.0%5.60260.9%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.77
IV
154.8%
B/E move
20.8%

25Δ

Calls
Pseudo strike
4.50
IV
177.4%
B/E move
42.3%
Puts
Pseudo strike
2.88
IV
156.1%
B/E move
19.2%

30Δ

Calls
Pseudo strike
4.36
IV
173.2%
B/E move
39.3%
Puts
Pseudo strike
2.99
IV
157.4%
B/E move
17.6%

35Δ

Calls
Pseudo strike
4.22
IV
169.0%
B/E move
36.4%
Puts
Pseudo strike
3.10
IV
158.7%
B/E move
16.0%

40Δ

Calls
Pseudo strike
4.08
IV
164.8%
B/E move
33.5%
Puts
Pseudo strike
3.21
IV
160.0%
B/E move
14.4%

45Δ

Calls
Pseudo strike
3.94
IV
160.6%
B/E move
30.5%
Puts
Pseudo strike
3.31
IV
161.4%
B/E move
12.8%

50Δ

Calls
Pseudo strike
3.80
IV
156.4%
B/E move
27.6%
Puts
Pseudo strike
3.42
IV
162.7%
B/E move
11.2%

55Δ

Calls
Pseudo strike
3.66
IV
152.2%
B/E move
24.6%
Puts
Pseudo strike
3.53
IV
164.0%
B/E move
9.6%

60Δ

Calls
Pseudo strike
3.52
IV
147.9%
B/E move
21.7%
Puts
Pseudo strike
3.64
IV
165.3%
B/E move
8.0%

65Δ

Calls
Pseudo strike
3.38
IV
143.7%
B/E move
18.8%
Puts
Pseudo strike
3.75
IV
166.6%
B/E move
6.4%

70Δ

Calls
Pseudo strike
3.24
IV
139.5%
B/E move
15.8%
Puts
Pseudo strike
3.86
IV
167.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
3.10
IV
135.3%
B/E move
12.9%
Puts
Pseudo strike
3.97
IV
169.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
2.96
IV
131.1%
B/E move
10.0%
Puts
Pseudo strike
5.60
IV
260.9%
B/E move
2.7%

Options history

IV · four-Friday blend210.80%
Daily EOD
SATL105.3%161.9%218.6%2026-10-19: 118.16%2026-10-21: 128.91%2026-10-22: 113.29%2026-10-23: 124.39%2026-10-26: 116.53%2026-10-27: 128.01%2026-10-28: 168.57%2026-10-29: 113.07%2026-10-30: 210.80%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
118.16%
128.91%
113.29%
124.39%
116.53%
128.01%
168.57%
113.07%
210.80%