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SharpLink, Inc. Common Stock SBET

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:26:29.002Z

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 · 2026-11-10T22:25:53.345874515Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:19:23.593915+00:00

Share price$5.89
1D-1.5%
AH$5.78$5.85$5.92$5.98$6.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBET
Sold putSold callAH

SharpLink, Inc. Common Stock options

Live interpolated SBET call and put midpoint premiums by absolute delta.SharpLink, Inc. Common Stock$0.03$0.25$0.47$0.69$0.91$5.22$5.56$5.90$6.24$6.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBET spot · $5.89SBET PRICE$0.06$0.08$0.10$0.12$0.14$0.17$0.21$0.25$0.29$0.33$0.37$0.41$0.45$0.06$0.08$0.11$0.13$0.15$0.18$0.20$0.23$0.31$0.45$0.59$0.73$0.85
PutsFair1.04×
CallsCheap0.90×
SkewBearish+7.72 pp
Implied moveBalanced±$0.41
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.3790.2%9.1%5.5289.0%7.3%
25Δ6.2991.6%8.1%5.5888.4%6.6%
30Δ6.2193.1%7.2%5.6587.9%6.0%
35Δ6.1394.5%6.2%5.7187.3%5.3%
40Δ6.0696.0%5.3%5.7786.8%4.6%
45Δ5.9896.9%4.4%5.8486.2%3.9%
50Δ5.9196.4%3.9%5.9085.6%3.3%
55Δ5.8595.9%3.5%5.9785.1%2.6%
60Δ5.7895.4%3.0%6.0793.7%2.2%
65Δ5.7194.9%2.5%6.22112.9%2.1%
70Δ5.6494.4%2.0%6.37132.0%2.0%
75Δ5.5893.8%1.5%6.52148.4%1.9%
80Δ5.5193.3%1.0%6.66143.5%1.4%

20Δ

Calls
Pseudo strike
6.37
IV
90.2%
B/E move
9.1%
Puts
Pseudo strike
5.52
IV
89.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
6.29
IV
91.6%
B/E move
8.1%
Puts
Pseudo strike
5.58
IV
88.4%
B/E move
6.6%

30Δ

Calls
Pseudo strike
6.21
IV
93.1%
B/E move
7.2%
Puts
Pseudo strike
5.65
IV
87.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
6.13
IV
94.5%
B/E move
6.2%
Puts
Pseudo strike
5.71
IV
87.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
6.06
IV
96.0%
B/E move
5.3%
Puts
Pseudo strike
5.77
IV
86.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
5.98
IV
96.9%
B/E move
4.4%
Puts
Pseudo strike
5.84
IV
86.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
5.91
IV
96.4%
B/E move
3.9%
Puts
Pseudo strike
5.90
IV
85.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
5.85
IV
95.9%
B/E move
3.5%
Puts
Pseudo strike
5.97
IV
85.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
5.78
IV
95.4%
B/E move
3.0%
Puts
Pseudo strike
6.07
IV
93.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
5.71
IV
94.9%
B/E move
2.5%
Puts
Pseudo strike
6.22
IV
112.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
5.64
IV
94.4%
B/E move
2.0%
Puts
Pseudo strike
6.37
IV
132.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
5.58
IV
93.8%
B/E move
1.5%
Puts
Pseudo strike
6.52
IV
148.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
5.51
IV
93.3%
B/E move
1.0%
Puts
Pseudo strike
6.66
IV
143.5%
B/E move
1.4%

Options history

IV · four-Friday blend124.91%
Daily close
SBET58.4%94.1%129.8%2026-08-12: 82.26%2026-08-14: 68.30%2026-08-17: 72.25%2026-08-18: 76.28%2026-08-19: 85.24%2026-08-20: 88.67%2026-08-21: 80.47%2026-08-24: 89.01%2026-08-25: 86.99%2026-08-26: 82.34%2026-08-28: 78.22%2026-08-31: 81.95%2026-09-01: 79.02%2026-09-03: 84.76%2026-09-04: 75.63%2026-09-08: 84.33%2026-09-09: 78.97%2026-09-10: 93.32%2026-09-11: 76.60%2026-09-14: 90.20%2026-09-15: 80.02%2026-09-16: 78.76%2026-09-17: 80.83%2026-09-18: 78.70%2026-09-21: 84.75%2026-09-22: 82.93%2026-09-23: 72.43%2026-09-24: 78.35%2026-09-25: 75.46%2026-09-28: 71.22%2026-09-29: 74.54%2026-09-30: 75.94%2026-10-01: 83.48%2026-10-02: 69.82%2026-10-05: 71.23%2026-10-06: 69.90%2026-10-07: 72.54%2026-10-09: 63.36%2026-10-12: 66.15%2026-10-13: 68.52%2026-10-14: 67.24%2026-10-16: 75.43%2026-10-19: 78.98%2026-10-20: 82.30%2026-10-21: 80.40%2026-10-23: 79.11%2026-10-26: 83.63%2026-10-27: 86.23%2026-10-28: 87.20%2026-10-30: 124.91%Aug 12Sep 21Oct 30
50 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
82.26%
68.30%
72.25%
76.28%
85.24%
88.67%
80.47%
89.01%
86.99%
82.34%
78.22%
81.95%
79.02%
84.76%
75.63%
84.33%
78.97%
93.32%
76.60%
90.20%
80.02%
78.76%
80.83%
78.70%
84.75%
82.93%
72.43%
78.35%
75.46%
71.22%
74.54%
75.94%
83.48%
69.82%
71.23%
69.90%
72.54%
63.36%
66.15%
68.52%
67.24%
75.43%
78.98%
82.30%
80.40%
79.11%
83.63%
86.23%
87.20%
124.91%