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Serve Robotics Inc. Common Stock SERV

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
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Market dataready · fetched 2026-10-15T20:03:12.929Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.218517292Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:52.494347+00:00

Share price$3.49
1D+4.1%
AH$3.23$3.30$3.38$3.45$3.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSERV
Sold putSold callAH

Serve Robotics Inc. Common Stock options

Live interpolated SERV call and put midpoint premiums by absolute delta.Serve Robotics Inc. Common Stock$0.02$0.29$0.57$0.85$1.12$2.92$3.14$3.37$3.60$3.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.49OPTION PRICELive SERV spot · $3.49SERV PRICE$0.09$0.09$0.09$0.08$0.08$0.08$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.05$0.06$0.06$0.07$0.08$0.09$0.10$0.27$0.44$0.62$0.80$0.97$1.04
PutsExpensive2.10×
CallsCheap0.71×
SkewBearish+170.78 pp
Implied moveBearish±$0.17
TiltBearish65.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.74624.6%67.1%3.09248.1%12.7%
25Δ5.36536.5%56.0%3.16228.6%11.0%
30Δ4.97448.3%45.0%3.23209.2%9.4%
35Δ4.59360.1%33.9%3.30189.7%7.7%
40Δ4.21271.9%22.8%3.36170.2%6.0%
45Δ3.82183.7%11.8%3.43150.8%4.3%
50Δ3.4495.5%0.7%3.50131.3%2.7%
55Δ3.067.3%10.4%3.67194.7%2.6%
60Δ2.67-80.9%21.4%3.84262.5%2.7%
65Δ2.29-169.1%32.5%4.02330.3%2.7%
70Δ1.91-257.3%43.6%4.19398.1%2.8%
75Δ1.53-345.5%54.6%4.36465.9%2.8%
80Δ1.14-433.6%65.7%4.44482.2%2.6%

20Δ

Calls
Pseudo strike
5.74
IV
624.6%
B/E move
67.1%
Puts
Pseudo strike
3.09
IV
248.1%
B/E move
12.7%

25Δ

Calls
Pseudo strike
5.36
IV
536.5%
B/E move
56.0%
Puts
Pseudo strike
3.16
IV
228.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
4.97
IV
448.3%
B/E move
45.0%
Puts
Pseudo strike
3.23
IV
209.2%
B/E move
9.4%

35Δ

Calls
Pseudo strike
4.59
IV
360.1%
B/E move
33.9%
Puts
Pseudo strike
3.30
IV
189.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
4.21
IV
271.9%
B/E move
22.8%
Puts
Pseudo strike
3.36
IV
170.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
3.82
IV
183.7%
B/E move
11.8%
Puts
Pseudo strike
3.43
IV
150.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
3.44
IV
95.5%
B/E move
0.7%
Puts
Pseudo strike
3.50
IV
131.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
3.06
IV
7.3%
B/E move
10.4%
Puts
Pseudo strike
3.67
IV
194.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
2.67
IV
-80.9%
B/E move
21.4%
Puts
Pseudo strike
3.84
IV
262.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
2.29
IV
-169.1%
B/E move
32.5%
Puts
Pseudo strike
4.02
IV
330.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
1.91
IV
-257.3%
B/E move
43.6%
Puts
Pseudo strike
4.19
IV
398.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
1.53
IV
-345.5%
B/E move
54.6%
Puts
Pseudo strike
4.36
IV
465.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
1.14
IV
-433.6%
B/E move
65.7%
Puts
Pseudo strike
4.44
IV
482.2%
B/E move
2.6%