IntraAlpha
Create free account Start free

Satellogic Inc. Class A Common Stock SATL

i

Market datapartial · fetched 2026-10-23T15:49:05.197Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:48:59.832783196Z

FundamentalsAlpha Vantage · unavailable

Share price$3.72
1D-2.2%
$3.61$3.66$3.71$3.76$3.815:30 AM6:30 AM9:00 AM1:00 PMSATL
Sold putSold call

Satellogic Inc. Class A Common Stock options

Live interpolated SATL call and put midpoint premiums by absolute delta.Satellogic Inc. Class A Common Stock$0.14$0.44$0.74$1.04$1.34$2.14$3.31$4.49$5.66$6.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SATL spot · $3.71SATL PRICE$0.24$0.38$0.35$0.33$0.30$0.29$0.41$0.53$0.65$0.77$0.89$1.01$1.12$0.17$0.22$0.27$0.31$0.36$0.41$0.46$0.51$0.63$0.78$0.94$1.10$1.25
PutsCheap0.84×
CallsExpensive1.66×
SkewBullish-81.64 pp
Implied moveBearish±$0.87
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.31288.8%264.7%2.9394.4%25.7%
25Δ13.73380.2%279.8%3.0793.5%23.1%
30Δ9.51292.9%165.4%3.2292.6%20.5%
35Δ7.58223.0%112.7%3.3791.7%17.8%
40Δ5.65153.1%60.0%3.5190.8%15.2%
45Δ3.9794.4%14.9%3.6689.9%12.6%
50Δ3.81100.1%13.5%3.8089.0%10.0%
55Δ3.64105.9%12.1%3.9588.1%7.4%
60Δ3.47111.6%10.8%4.1289.0%5.9%
65Δ3.30117.4%9.4%4.3190.7%5.0%
70Δ3.13123.1%8.0%4.5092.5%4.1%
75Δ2.96128.9%6.6%4.6994.3%3.2%
80Δ2.79134.7%5.3%4.8896.0%2.3%

20Δ

Calls
Pseudo strike
13.31
IV
288.8%
B/E move
264.7%
Puts
Pseudo strike
2.93
IV
94.4%
B/E move
25.7%

25Δ

Calls
Pseudo strike
13.73
IV
380.2%
B/E move
279.8%
Puts
Pseudo strike
3.07
IV
93.5%
B/E move
23.1%

30Δ

Calls
Pseudo strike
9.51
IV
292.9%
B/E move
165.4%
Puts
Pseudo strike
3.22
IV
92.6%
B/E move
20.5%

35Δ

Calls
Pseudo strike
7.58
IV
223.0%
B/E move
112.7%
Puts
Pseudo strike
3.37
IV
91.7%
B/E move
17.8%

40Δ

Calls
Pseudo strike
5.65
IV
153.1%
B/E move
60.0%
Puts
Pseudo strike
3.51
IV
90.8%
B/E move
15.2%

45Δ

Calls
Pseudo strike
3.97
IV
94.4%
B/E move
14.9%
Puts
Pseudo strike
3.66
IV
89.9%
B/E move
12.6%

50Δ

Calls
Pseudo strike
3.81
IV
100.1%
B/E move
13.5%
Puts
Pseudo strike
3.80
IV
89.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
3.64
IV
105.9%
B/E move
12.1%
Puts
Pseudo strike
3.95
IV
88.1%
B/E move
7.4%

60Δ

Calls
Pseudo strike
3.47
IV
111.6%
B/E move
10.8%
Puts
Pseudo strike
4.12
IV
89.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
3.30
IV
117.4%
B/E move
9.4%
Puts
Pseudo strike
4.31
IV
90.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
3.13
IV
123.1%
B/E move
8.0%
Puts
Pseudo strike
4.50
IV
92.5%
B/E move
4.1%

75Δ

Calls
Pseudo strike
2.96
IV
128.9%
B/E move
6.6%
Puts
Pseudo strike
4.69
IV
94.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
2.79
IV
134.7%
B/E move
5.3%
Puts
Pseudo strike
4.88
IV
96.0%
B/E move
2.3%

Options history

No recorded observations