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Silvia, Inc. SVIA

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:01:26.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:53.030475128Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:25.279784+00:00

Share price$3.82
1D+3.8%
$3.55$3.63$3.71$3.79$3.875:30 AM6:30 AM9:00 AM1:00 PMSVIA
Sold putSold call

Silvia, Inc. options

Live interpolated SVIA call and put midpoint premiums by absolute delta.Silvia, Inc.$0.19$0.52$0.85$1.18$1.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESVIA PRICE$0.77$0.61$0.78$0.94$1.08$1.13$1.05$0.90$0.23$0.67$1.12$1.41
PutsExpensive5.15×
CallsExpensive6.39×
SkewBullish-152.36 pp
Implied move——
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.75800.0%55.5%
25Δ3.08707.4%42.7%
30Δ3.54294.9%13.4%
35Δ3.75526.1%19.5%
40Δ5.38800.0%60.9%3.96757.4%25.6%
45Δ4.97800.0%46.2%4.27800.0%25.3%
50Δ4.63800.0%41.5%
55Δ4.28800.0%36.7%
60Δ3.94800.0%31.6%
65Δ3.64800.0%24.8%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.75
IV
800.0%
B/E move
55.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
707.4%
B/E move
42.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
294.9%
B/E move
13.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
526.1%
B/E move
19.5%

40Δ

Calls
Pseudo strike
5.38
IV
800.0%
B/E move
60.9%
Puts
Pseudo strike
3.96
IV
757.4%
B/E move
25.6%

45Δ

Calls
Pseudo strike
4.97
IV
800.0%
B/E move
46.2%
Puts
Pseudo strike
4.27
IV
800.0%
B/E move
25.3%

50Δ

Calls
Pseudo strike
4.63
IV
800.0%
B/E move
41.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.28
IV
800.0%
B/E move
36.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.94
IV
800.0%
B/E move
31.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.64
IV
800.0%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

70Δ

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

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

SVIA263.22263.49263.752026-10-19: 263.49%Oct 19Oct 19
Table
DateIV
263.49%