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SharonAI Holdings, Inc. Class A Common Stock SHAZ

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-23T01:59:03.264Z

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 · 2026-10-22T23:39:31.323816465Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:59:02.608751+00:00

Share price$23.62
1D-11.8%
AH$23$24$25$27$285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHAZ
Sold putSold callAH

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$0.50$3.74$6.99$10.24$13.49$9.56$23.19$36.82$50.45$64.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHAZ spot · $23.62SHAZ PRICE$0.85$1.11$1.42$1.77$2.10$2.46$2.88$3.34$3.85$4.44$5.10$5.69$6.36$1.25$1.65$2.12$2.62$3.29$3.97$4.46$5.22$6.01$7.08$8.09$9.75$12.55
PutsFair1.04×
CallsExpensive1.27×
SkewBullish-3.33 pp
Implied moveBearish±$7.34
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.11135.5%52.2%18.42137.7%27.3%
25Δ32.79133.5%43.5%19.70135.2%23.6%
30Δ31.06134.4%37.5%20.87134.6%20.6%
35Δ29.68137.8%33.2%21.99133.3%18.0%
40Δ28.09135.8%27.8%23.16135.5%15.9%
45Δ26.70134.2%23.4%24.30136.7%13.9%
50Δ25.47134.7%20.0%25.36130.6%11.5%
55Δ24.30135.7%17.0%26.53129.8%9.8%
60Δ23.14136.3%14.3%27.71128.1%8.1%
65Δ21.99138.2%11.9%29.11128.8%6.7%
70Δ20.82140.4%9.7%30.46126.3%5.3%
75Δ19.68137.2%7.4%32.39129.3%4.2%
80Δ18.52133.4%5.3%35.43138.1%3.1%

20Δ

Calls
Pseudo strike
35.11
IV
135.5%
B/E move
52.2%
Puts
Pseudo strike
18.42
IV
137.7%
B/E move
27.3%

25Δ

Calls
Pseudo strike
32.79
IV
133.5%
B/E move
43.5%
Puts
Pseudo strike
19.70
IV
135.2%
B/E move
23.6%

30Δ

Calls
Pseudo strike
31.06
IV
134.4%
B/E move
37.5%
Puts
Pseudo strike
20.87
IV
134.6%
B/E move
20.6%

35Δ

Calls
Pseudo strike
29.68
IV
137.8%
B/E move
33.2%
Puts
Pseudo strike
21.99
IV
133.3%
B/E move
18.0%

40Δ

Calls
Pseudo strike
28.09
IV
135.8%
B/E move
27.8%
Puts
Pseudo strike
23.16
IV
135.5%
B/E move
15.9%

45Δ

Calls
Pseudo strike
26.70
IV
134.2%
B/E move
23.4%
Puts
Pseudo strike
24.30
IV
136.7%
B/E move
13.9%

50Δ

Calls
Pseudo strike
25.47
IV
134.7%
B/E move
20.0%
Puts
Pseudo strike
25.36
IV
130.6%
B/E move
11.5%

55Δ

Calls
Pseudo strike
24.30
IV
135.7%
B/E move
17.0%
Puts
Pseudo strike
26.53
IV
129.8%
B/E move
9.8%

60Δ

Calls
Pseudo strike
23.14
IV
136.3%
B/E move
14.3%
Puts
Pseudo strike
27.71
IV
128.1%
B/E move
8.1%

65Δ

Calls
Pseudo strike
21.99
IV
138.2%
B/E move
11.9%
Puts
Pseudo strike
29.11
IV
128.8%
B/E move
6.7%

70Δ

Calls
Pseudo strike
20.82
IV
140.4%
B/E move
9.7%
Puts
Pseudo strike
30.46
IV
126.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
19.68
IV
137.2%
B/E move
7.4%
Puts
Pseudo strike
32.39
IV
129.3%
B/E move
4.2%

80Δ

Calls
Pseudo strike
18.52
IV
133.4%
B/E move
5.3%
Puts
Pseudo strike
35.43
IV
138.1%
B/E move
3.1%

Options history

No recorded observations