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Silvia, Inc. Common Stock SVIA

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:26:45.950Z

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 · 2026-11-10T21:41:30.849659123Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:26:28.721116+00:00

Share price$2.79
1D-2.1%
AH$2.69$2.73$2.78$2.82$2.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVIA
Sold putSold callAH

Silvia, Inc. Common Stock options

Live interpolated SVIA call and put midpoint premiums by absolute delta.Silvia, Inc. Common Stock$0.11$0.17$0.23$0.30$0.36$-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 —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESVIA PRICE$0.11$0.14$0.16$0.19$0.21$0.24$0.26$0.28$0.31$0.18$0.26$0.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.15255.2%29.4%
25Δ2.30272.0%27.1%
30Δ2.45288.9%24.7%
35Δ
40Δ2.9381.3%8.9%
45Δ2.8880.5%8.0%
50Δ2.8379.7%7.1%
55Δ2.7878.8%6.2%
60Δ2.7378.0%5.4%
65Δ2.6877.2%4.5%
70Δ2.6376.4%3.6%
75Δ2.5875.5%2.7%
80Δ2.5374.7%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
255.2%
B/E move
29.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
272.0%
B/E move
27.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
288.9%
B/E move
24.7%

35Δ

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

40Δ

Calls
Pseudo strike
2.93
IV
81.3%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.88
IV
80.5%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.83
IV
79.7%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.78
IV
78.8%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.73
IV
78.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.68
IV
77.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.63
IV
76.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.58
IV
75.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.53
IV
74.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend263.49%
Daily EOD
SVIA263.2%263.5%263.8%2026-10-19: 263.49%Oct 19
1 observations2026-10-19 — 2026-10-19
Table
DateIV (%)
263.49%