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Securitize Corp. SECZ

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T16:05:34.472Z

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 · 2026-11-12T16:05:15.052973575Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:05:34.238520+00:00

Share price$8.54
1D-1.8%
$8.33$8.43$8.53$8.63$8.735:30 AM6:30 AM9:00 AM1:00 PMSECZ
Sold putSold call

Securitize Corp. options

Live interpolated SECZ call and put midpoint premiums by absolute delta.Securitize Corp.$0.10$0.73$1.35$1.98$2.61$5.87$7.29$8.71$10.13$11.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SECZ spot · $8.54SECZ PRICE$0.17$0.22$0.28$0.34$0.40$0.49$0.59$0.70$0.81$0.91$1.02$1.12$0.29$0.41$0.53$0.64$0.76$0.87$0.99$1.15$1.32$1.48$1.65$2.43
Puts——
Calls——
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.30130.5%22.7%
25Δ9.90127.7%18.6%7.68125.0%13.5%
30Δ9.64125.9%16.2%7.90128.3%12.3%
35Δ9.37124.0%13.8%8.11131.6%11.1%
40Δ9.11122.1%11.4%8.33134.9%9.9%
45Δ8.88121.1%9.8%8.55138.2%8.7%
50Δ8.68120.6%8.7%8.77141.5%7.6%
55Δ8.49120.1%7.6%8.98144.8%6.4%
60Δ8.29119.6%6.5%9.23142.4%5.4%
65Δ8.09119.2%5.4%9.47139.5%4.5%
70Δ7.89118.7%4.4%9.72136.6%3.5%
75Δ7.69118.2%3.3%9.96133.7%2.6%
80Δ10.77159.0%2.2%

20Δ

Calls
Pseudo strike
10.30
IV
130.5%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.90
IV
127.7%
B/E move
18.6%
Puts
Pseudo strike
7.68
IV
125.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
9.64
IV
125.9%
B/E move
16.2%
Puts
Pseudo strike
7.90
IV
128.3%
B/E move
12.3%

35Δ

Calls
Pseudo strike
9.37
IV
124.0%
B/E move
13.8%
Puts
Pseudo strike
8.11
IV
131.6%
B/E move
11.1%

40Δ

Calls
Pseudo strike
9.11
IV
122.1%
B/E move
11.4%
Puts
Pseudo strike
8.33
IV
134.9%
B/E move
9.9%

45Δ

Calls
Pseudo strike
8.88
IV
121.1%
B/E move
9.8%
Puts
Pseudo strike
8.55
IV
138.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
8.68
IV
120.6%
B/E move
8.7%
Puts
Pseudo strike
8.77
IV
141.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
8.49
IV
120.1%
B/E move
7.6%
Puts
Pseudo strike
8.98
IV
144.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
8.29
IV
119.6%
B/E move
6.5%
Puts
Pseudo strike
9.23
IV
142.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
8.09
IV
119.2%
B/E move
5.4%
Puts
Pseudo strike
9.47
IV
139.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
7.89
IV
118.7%
B/E move
4.4%
Puts
Pseudo strike
9.72
IV
136.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
7.69
IV
118.2%
B/E move
3.3%
Puts
Pseudo strike
9.96
IV
133.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.77
IV
159.0%
B/E move
2.2%

Options history

IV · four-Friday blend128.58%
Daily EOD
SECZ125.8%130.3%134.7%2026-10-19: 126.42%2026-10-20: 132.91%2026-10-21: 130.75%2026-10-22: 130.71%2026-10-23: 127.39%2026-10-26: 128.92%2026-10-27: 134.13%2026-10-28: 132.07%2026-10-29: 131.87%2026-10-30: 128.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
126.42%
132.91%
130.75%
130.71%
127.39%
128.92%
134.13%
132.07%
131.87%
128.58%