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Wrap Technologies, Inc. Common Stock WRAP

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Market datapartial · fetched 2026-10-23T03:14:15.975Z

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 · 2026-10-22T21:36:25.999470981Z

FundamentalsAlpha Vantage · unavailable

Share price$1.28
1D-3.8%
AH$1.21$1.24$1.28$1.31$1.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWRAP
Sold putSold callAH

Wrap Technologies, Inc. Common Stock options

Live interpolated WRAP call and put midpoint premiums by absolute delta.Wrap Technologies, Inc. Common Stock$0.04$0.49$0.94$1.39$1.84$-0.01$0.58$1.16$1.74$2.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WRAP spot · $1.28WRAP PRICE$0.09$0.12$0.15$0.14$0.13$0.15$0.20$0.25$0.30$0.34$0.39$0.44$0.54$0.31$0.32$0.38$0.44$0.49$0.59$0.78$0.97$1.15$1.34$1.52$1.71
PutsExpensive2.26×
CallsExpensive1.97×
SkewBearish+68.43 pp
Implied moveBearish±$0.98
TiltBearish51.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.36277.7%169.1%0.92425.5%52.8%
25Δ3.74333.3%202.0%1.05341.4%43.0%
30Δ3.70343.2%200.8%1.18321.3%37.7%
35Δ2.79259.1%129.0%1.30301.2%32.4%
40Δ1.88175.0%57.2%1.42281.1%27.1%
45Δ1.46147.1%25.8%1.58268.4%22.9%
50Δ1.38160.2%23.8%1.80268.3%20.3%
55Δ1.31173.3%21.8%2.02268.1%17.8%
60Δ1.24186.5%19.8%2.24268.0%15.2%
65Δ1.16199.6%17.8%2.45267.9%12.6%
70Δ1.09212.7%15.7%2.67267.7%10.1%
75Δ1.02225.9%13.7%2.89267.6%7.5%
80Δ0.88258.8%11.4%

20Δ

Calls
Pseudo strike
3.36
IV
277.7%
B/E move
169.1%
Puts
Pseudo strike
0.92
IV
425.5%
B/E move
52.8%

25Δ

Calls
Pseudo strike
3.74
IV
333.3%
B/E move
202.0%
Puts
Pseudo strike
1.05
IV
341.4%
B/E move
43.0%

30Δ

Calls
Pseudo strike
3.70
IV
343.2%
B/E move
200.8%
Puts
Pseudo strike
1.18
IV
321.3%
B/E move
37.7%

35Δ

Calls
Pseudo strike
2.79
IV
259.1%
B/E move
129.0%
Puts
Pseudo strike
1.30
IV
301.2%
B/E move
32.4%

40Δ

Calls
Pseudo strike
1.88
IV
175.0%
B/E move
57.2%
Puts
Pseudo strike
1.42
IV
281.1%
B/E move
27.1%

45Δ

Calls
Pseudo strike
1.46
IV
147.1%
B/E move
25.8%
Puts
Pseudo strike
1.58
IV
268.4%
B/E move
22.9%

50Δ

Calls
Pseudo strike
1.38
IV
160.2%
B/E move
23.8%
Puts
Pseudo strike
1.80
IV
268.3%
B/E move
20.3%

55Δ

Calls
Pseudo strike
1.31
IV
173.3%
B/E move
21.8%
Puts
Pseudo strike
2.02
IV
268.1%
B/E move
17.8%

60Δ

Calls
Pseudo strike
1.24
IV
186.5%
B/E move
19.8%
Puts
Pseudo strike
2.24
IV
268.0%
B/E move
15.2%

65Δ

Calls
Pseudo strike
1.16
IV
199.6%
B/E move
17.8%
Puts
Pseudo strike
2.45
IV
267.9%
B/E move
12.6%

70Δ

Calls
Pseudo strike
1.09
IV
212.7%
B/E move
15.7%
Puts
Pseudo strike
2.67
IV
267.7%
B/E move
10.1%

75Δ

Calls
Pseudo strike
1.02
IV
225.9%
B/E move
13.7%
Puts
Pseudo strike
2.89
IV
267.6%
B/E move
7.5%

80Δ

Calls
Pseudo strike
0.88
IV
258.8%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations