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SharonAI Holdings, Inc. Class A Common Stock SHAZ

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Market datapartial · fetched 2026-10-23T16:43:24.179Z

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 · 2026-10-23T16:43:14.280468204Z

FundamentalsAlpha Vantage · unavailable

Share price$23.39
1D-1.3%
$22.62$22.99$23.36$23.73$24.105:30 AM6:30 AM9:00 AM1:00 PMSHAZ
Sold putSold call

SharonAI Holdings, Inc. Class A Common Stock options

Live interpolated SHAZ call and put midpoint premiums by absolute delta.SharonAI Holdings, Inc. Class A Common Stock$0.55$3.60$6.65$9.69$12.74$9.44$22.33$35.22$48.10$60.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHAZ spot · $23.39SHAZ PRICE$0.88$1.13$1.40$1.71$2.10$2.64$2.77$3.41$3.75$4.29$4.86$5.34$5.95$1.21$1.66$2.11$2.65$3.27$3.87$4.66$5.68$6.88$7.32$8.40$10.00$11.86
PutsExpensive1.08×
CallsExpensive1.29×
SkewNeutral+0.23 pp
Implied moveBearish±$7.43
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.75145.3%56.6%18.28138.0%27.0%
25Δ32.91140.7%45.6%19.50138.6%23.7%
30Δ30.74136.7%37.5%20.64137.9%20.8%
35Δ29.13136.2%31.9%21.79137.2%18.1%
40Δ27.82138.8%27.9%22.91138.9%16.0%
45Δ27.01151.7%26.8%24.04137.4%13.8%
50Δ25.10132.8%19.2%25.26138.3%11.9%
55Δ24.13143.4%17.8%26.62142.3%10.4%
60Δ22.92136.5%14.1%28.17145.6%8.9%
65Δ21.76136.2%11.4%29.08135.5%6.9%
70Δ20.68136.1%9.2%30.50133.6%5.5%
75Δ19.63129.8%6.8%32.39135.0%4.3%
80Δ18.59126.1%5.0%34.54135.0%3.0%

20Δ

Calls
Pseudo strike
35.75
IV
145.3%
B/E move
56.6%
Puts
Pseudo strike
18.28
IV
138.0%
B/E move
27.0%

25Δ

Calls
Pseudo strike
32.91
IV
140.7%
B/E move
45.6%
Puts
Pseudo strike
19.50
IV
138.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
30.74
IV
136.7%
B/E move
37.5%
Puts
Pseudo strike
20.64
IV
137.9%
B/E move
20.8%

35Δ

Calls
Pseudo strike
29.13
IV
136.2%
B/E move
31.9%
Puts
Pseudo strike
21.79
IV
137.2%
B/E move
18.1%

40Δ

Calls
Pseudo strike
27.82
IV
138.8%
B/E move
27.9%
Puts
Pseudo strike
22.91
IV
138.9%
B/E move
16.0%

45Δ

Calls
Pseudo strike
27.01
IV
151.7%
B/E move
26.8%
Puts
Pseudo strike
24.04
IV
137.4%
B/E move
13.8%

50Δ

Calls
Pseudo strike
25.10
IV
132.8%
B/E move
19.2%
Puts
Pseudo strike
25.26
IV
138.3%
B/E move
11.9%

55Δ

Calls
Pseudo strike
24.13
IV
143.4%
B/E move
17.8%
Puts
Pseudo strike
26.62
IV
142.3%
B/E move
10.4%

60Δ

Calls
Pseudo strike
22.92
IV
136.5%
B/E move
14.1%
Puts
Pseudo strike
28.17
IV
145.6%
B/E move
8.9%

65Δ

Calls
Pseudo strike
21.76
IV
136.2%
B/E move
11.4%
Puts
Pseudo strike
29.08
IV
135.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
20.68
IV
136.1%
B/E move
9.2%
Puts
Pseudo strike
30.50
IV
133.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
19.63
IV
129.8%
B/E move
6.8%
Puts
Pseudo strike
32.39
IV
135.0%
B/E move
4.3%

80Δ

Calls
Pseudo strike
18.59
IV
126.1%
B/E move
5.0%
Puts
Pseudo strike
34.54
IV
135.0%
B/E move
3.0%

Options history

No recorded observations