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Wrap Technologies, Inc. Common Stock WRAP

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-12T15:29:57.252Z

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 · 2026-11-12T15:28:01.072509799Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T15:27:19.866398+00:00

Share price$1.27
1D-4.9%
$1.25$1.27$1.30$1.32$1.345:30 AM6:30 AM9:00 AM1:00 PMWRAP
Sold putSold call

Wrap Technologies, Inc. Common Stock options

Live interpolated WRAP call and put midpoint premiums by absolute delta.Wrap Technologies, Inc. Common Stock$0.13$0.56$1.00$1.43$1.87$0.91$1.10$1.28$1.46$1.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WRAP spot · $1.26WRAP PRICE$0.17$0.20$0.23$0.26$0.28$0.31$0.34$0.37$0.44$0.28$0.31$0.34$0.36$0.39$0.42$0.58$0.81$1.04$1.28$1.51$1.74
Puts——
Calls——
Skew——
Implied moveBearish±$0.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.02592.4%41.5%
30Δ1.11548.9%36.6%
35Δ1.20505.4%31.6%
40Δ1.58272.0%38.3%1.29461.9%26.6%
45Δ1.50279.0%34.3%1.38418.4%21.7%
50Δ1.42286.1%30.2%1.47374.9%16.7%
55Δ1.34293.2%26.2%1.67371.6%13.9%
60Δ1.26300.3%22.2%1.92389.4%12.2%
65Δ1.18307.4%18.1%2.18407.2%10.6%
70Δ1.10314.4%14.1%2.43425.0%8.9%
75Δ1.03321.5%10.1%2.68442.8%7.2%
80Δ0.92332.9%7.4%2.94460.7%5.5%

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
1.02
IV
592.4%
B/E move
41.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
548.9%
B/E move
36.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
505.4%
B/E move
31.6%

40Δ

Calls
Pseudo strike
1.58
IV
272.0%
B/E move
38.3%
Puts
Pseudo strike
1.29
IV
461.9%
B/E move
26.6%

45Δ

Calls
Pseudo strike
1.50
IV
279.0%
B/E move
34.3%
Puts
Pseudo strike
1.38
IV
418.4%
B/E move
21.7%

50Δ

Calls
Pseudo strike
1.42
IV
286.1%
B/E move
30.2%
Puts
Pseudo strike
1.47
IV
374.9%
B/E move
16.7%

55Δ

Calls
Pseudo strike
1.34
IV
293.2%
B/E move
26.2%
Puts
Pseudo strike
1.67
IV
371.6%
B/E move
13.9%

60Δ

Calls
Pseudo strike
1.26
IV
300.3%
B/E move
22.2%
Puts
Pseudo strike
1.92
IV
389.4%
B/E move
12.2%

65Δ

Calls
Pseudo strike
1.18
IV
307.4%
B/E move
18.1%
Puts
Pseudo strike
2.18
IV
407.2%
B/E move
10.6%

70Δ

Calls
Pseudo strike
1.10
IV
314.4%
B/E move
14.1%
Puts
Pseudo strike
2.43
IV
425.0%
B/E move
8.9%

75Δ

Calls
Pseudo strike
1.03
IV
321.5%
B/E move
10.1%
Puts
Pseudo strike
2.68
IV
442.8%
B/E move
7.2%

80Δ

Calls
Pseudo strike
0.92
IV
332.9%
B/E move
7.4%
Puts
Pseudo strike
2.94
IV
460.7%
B/E move
5.5%

Options history

IV · four-Friday blend290.39%
Daily EOD
WRAP169.3%234.3%299.4%2026-10-19: 192.33%2026-10-20: 212.24%2026-10-21: 217.65%2026-10-22: 178.30%2026-10-23: 251.76%2026-10-26: 270.25%2026-10-27: 241.03%2026-10-28: 264.36%2026-10-29: 274.92%2026-10-30: 290.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
192.33%
212.24%
217.65%
178.30%
251.76%
270.25%
241.03%
264.36%
274.92%
290.39%