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SkyAI, Inc. Common Stock SKYA

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market datapartial · fetched 2026-11-13T18:50:37.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-13T18:43:37.809786291Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:36.168743+00:00

Share price$2.40
1D-0.2%
$2.33$2.35$2.37$2.39$2.425:30 AM6:30 AM9:00 AM1:00 PMSKYA
Sold putSold call

SkyAI, Inc. Common Stock options

Live interpolated SKYA call and put midpoint premiums by absolute delta.SkyAI, Inc. Common Stock$3.31$3.77$4.23$4.68$5.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESKYA PRICE$3.36$3.77$4.18$4.60$5.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ5.23170.9%22.0%
55Δ5.74164.3%17.9%
60Δ6.25157.6%13.9%
65Δ6.75150.9%9.9%
70Δ7.26144.2%5.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
170.9%
B/E move
22.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
164.3%
B/E move
17.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.25
IV
157.6%
B/E move
13.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.75
IV
150.9%
B/E move
9.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
144.2%
B/E move
5.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend263.21%
Daily EOD
SKYA242.7%253.7%264.7%2026-10-26: 244.25%2026-10-27: 260.59%2026-10-28: 263.21%Oct 26Oct 27Oct 28
3 observations2026-10-26 — 2026-10-28
Table
DateIV (%)
244.25%
260.59%
263.21%