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Safe Pro Group Inc. Common Stock SPAI

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T00:45:21.613Z

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: 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 · 2026-11-11T23:33:57.612062777Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:45:21.174712+00:00

Share price$2.96
1D+0.7%
AH$2.95$3.00$3.05$3.09$3.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPAI
Sold putSold callAH

Safe Pro Group Inc. Common Stock options

Live interpolated SPAI call and put midpoint premiums by absolute delta.Safe Pro Group Inc. Common Stock$0.36$0.52$0.69$0.85$1.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESPAI PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.49$0.61$0.73$0.85$0.97$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.05497.9%43.4%
25Δ2.23438.5%37.2%
30Δ8.98677.8%216.0%2.42379.1%30.9%
35Δ5.81519.5%109.1%2.61319.7%24.6%
40Δ5.12443.5%85.5%2.79260.4%18.4%
45Δ4.42367.5%61.9%2.98201.0%12.1%
50Δ3.72291.6%38.3%
55Δ3.02215.6%14.7%
60Δ2.84229.5%12.5%
65Δ2.67245.9%11.0%
70Δ2.51262.3%9.4%
75Δ2.34278.7%7.9%
80Δ2.18295.1%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
497.9%
B/E move
43.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.23
IV
438.5%
B/E move
37.2%

30Δ

Calls
Pseudo strike
8.98
IV
677.8%
B/E move
216.0%
Puts
Pseudo strike
2.42
IV
379.1%
B/E move
30.9%

35Δ

Calls
Pseudo strike
5.81
IV
519.5%
B/E move
109.1%
Puts
Pseudo strike
2.61
IV
319.7%
B/E move
24.6%

40Δ

Calls
Pseudo strike
5.12
IV
443.5%
B/E move
85.5%
Puts
Pseudo strike
2.79
IV
260.4%
B/E move
18.4%

45Δ

Calls
Pseudo strike
4.42
IV
367.5%
B/E move
61.9%
Puts
Pseudo strike
2.98
IV
201.0%
B/E move
12.1%

50Δ

Calls
Pseudo strike
3.72
IV
291.6%
B/E move
38.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.02
IV
215.6%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.84
IV
229.5%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.67
IV
245.9%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.51
IV
262.3%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.34
IV
278.7%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.18
IV
295.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend121.94%
Daily EOD
SPAI87.7%122.3%157.0%2026-10-19: 92.47%2026-10-20: 105.91%2026-10-22: 109.84%2026-10-23: 95.59%2026-10-27: 152.23%2026-10-28: 96.62%2026-10-29: 121.94%Oct 19Oct 23Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
92.47%
105.91%
109.84%
95.59%
152.23%
96.62%
121.94%