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Serve Robotics Inc. Common Stock SERV

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Market datapartial · fetched 2026-10-16T22:47:02.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:44:00.221689574Z

FundamentalsAlpha Vantage · unavailable

Share price$3.25
1D-7.4%
AH$3.14$3.24$3.34$3.43$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$0.00$0.61$1.21$1.82$2.43$2.53$3.04$3.55$4.06$4.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SERV spot · $3.25SERV PRICE$0.06$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.22$0.24$0.26$0.28$0.08$0.07$0.09$0.12$0.15$0.18$0.20$0.23$0.26$0.28$0.31$1.20$2.25
PutsExpensive1.25×
CallsFair1.00×
SkewBearish+38.96 pp
Implied moveBearish±$0.36
TiltBearish45.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.70184.7%46.6%2.74164.9%18.4%
25Δ3.4968.8%8.7%3.0193.1%9.6%
30Δ3.4468.8%8.0%3.0692.4%8.8%
35Δ3.4068.8%7.3%3.1191.8%7.9%
40Δ3.3668.8%6.7%3.1791.1%7.1%
45Δ3.3168.8%6.0%3.2290.5%6.3%
50Δ3.2768.8%5.3%3.2889.8%5.5%
55Δ3.2368.8%4.7%3.3389.2%4.6%
60Δ3.1868.8%4.0%3.3888.5%3.8%
65Δ3.1468.8%3.3%3.4487.9%3.0%
70Δ3.1068.8%2.6%3.4987.2%2.1%
75Δ3.0668.8%2.0%4.37173.6%2.3%
80Δ3.0168.8%1.3%5.41276.8%2.7%

20Δ

Calls
Pseudo strike
4.70
IV
184.7%
B/E move
46.6%
Puts
Pseudo strike
2.74
IV
164.9%
B/E move
18.4%

25Δ

Calls
Pseudo strike
3.49
IV
68.8%
B/E move
8.7%
Puts
Pseudo strike
3.01
IV
93.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
3.44
IV
68.8%
B/E move
8.0%
Puts
Pseudo strike
3.06
IV
92.4%
B/E move
8.8%

35Δ

Calls
Pseudo strike
3.40
IV
68.8%
B/E move
7.3%
Puts
Pseudo strike
3.11
IV
91.8%
B/E move
7.9%

40Δ

Calls
Pseudo strike
3.36
IV
68.8%
B/E move
6.7%
Puts
Pseudo strike
3.17
IV
91.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
3.31
IV
68.8%
B/E move
6.0%
Puts
Pseudo strike
3.22
IV
90.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
3.27
IV
68.8%
B/E move
5.3%
Puts
Pseudo strike
3.28
IV
89.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
3.23
IV
68.8%
B/E move
4.7%
Puts
Pseudo strike
3.33
IV
89.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
3.18
IV
68.8%
B/E move
4.0%
Puts
Pseudo strike
3.38
IV
88.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
3.14
IV
68.8%
B/E move
3.3%
Puts
Pseudo strike
3.44
IV
87.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
3.10
IV
68.8%
B/E move
2.6%
Puts
Pseudo strike
3.49
IV
87.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
3.06
IV
68.8%
B/E move
2.0%
Puts
Pseudo strike
4.37
IV
173.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
3.01
IV
68.8%
B/E move
1.3%
Puts
Pseudo strike
5.41
IV
276.8%
B/E move
2.7%