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Safe Pro Group Inc. Common Stock SPAI

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Market datapartial · fetched 2026-10-22T23:46:31.809Z

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 · 2026-10-22T21:27:25.9637428Z

FundamentalsAlpha Vantage · unavailable

Share price$3.17
1D-3.7%
AH$3.17$3.21$3.25$3.29$3.335:30 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$0.18$0.66$1.15$1.63$2.12$1.39$2.37$3.35$4.32$5.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPAI spot · $3.17SPAI PRICE$0.38$0.33$0.31$0.37$0.42$0.48$0.54$0.62$0.78$0.94$1.10$0.35$0.31$0.27$0.23$0.43$0.69$0.95$1.21$1.46$1.72$1.98$1.51
PutsFair1.04×
CallsExpensive1.13×
SkewBullish-17.77 pp
Implied moveBearish±$1.37
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.18264.5%42.3%
25Δ2.43209.6%33.0%
30Δ8.19336.5%170.3%2.69154.6%23.6%
35Δ5.09218.7%71.1%2.9599.6%14.3%
40Δ3.89149.0%32.4%3.23100.9%11.8%
45Δ3.70147.0%28.2%3.51115.5%11.1%
50Δ3.51145.0%24.0%3.79130.1%10.3%
55Δ3.32143.0%19.9%4.08144.7%9.5%
60Δ3.13140.9%15.7%4.36159.3%8.7%
65Δ2.94143.1%12.3%4.64173.9%7.9%
70Δ2.72154.7%10.6%4.92188.5%7.2%
75Δ2.51166.4%8.9%4.53143.0%4.7%
80Δ2.30178.1%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
264.5%
B/E move
42.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
209.6%
B/E move
33.0%

30Δ

Calls
Pseudo strike
8.19
IV
336.5%
B/E move
170.3%
Puts
Pseudo strike
2.69
IV
154.6%
B/E move
23.6%

35Δ

Calls
Pseudo strike
5.09
IV
218.7%
B/E move
71.1%
Puts
Pseudo strike
2.95
IV
99.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
3.89
IV
149.0%
B/E move
32.4%
Puts
Pseudo strike
3.23
IV
100.9%
B/E move
11.8%

45Δ

Calls
Pseudo strike
3.70
IV
147.0%
B/E move
28.2%
Puts
Pseudo strike
3.51
IV
115.5%
B/E move
11.1%

50Δ

Calls
Pseudo strike
3.51
IV
145.0%
B/E move
24.0%
Puts
Pseudo strike
3.79
IV
130.1%
B/E move
10.3%

55Δ

Calls
Pseudo strike
3.32
IV
143.0%
B/E move
19.9%
Puts
Pseudo strike
4.08
IV
144.7%
B/E move
9.5%

60Δ

Calls
Pseudo strike
3.13
IV
140.9%
B/E move
15.7%
Puts
Pseudo strike
4.36
IV
159.3%
B/E move
8.7%

65Δ

Calls
Pseudo strike
2.94
IV
143.1%
B/E move
12.3%
Puts
Pseudo strike
4.64
IV
173.9%
B/E move
7.9%

70Δ

Calls
Pseudo strike
2.72
IV
154.7%
B/E move
10.6%
Puts
Pseudo strike
4.92
IV
188.5%
B/E move
7.2%

75Δ

Calls
Pseudo strike
2.51
IV
166.4%
B/E move
8.9%
Puts
Pseudo strike
4.53
IV
143.0%
B/E move
4.7%

80Δ

Calls
Pseudo strike
2.30
IV
178.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations