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Wrap Technologies Inc WRAP

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-10-23T04:07:21.543Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:21.193834+00:00

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 options

Live interpolated WRAP call and put midpoint premiums by absolute delta.Wrap Technologies Inc$0.04$0.49$0.94$1.39$1.84$-0.01$0.57$1.16$1.74$2.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$0.43$0.49$0.59$0.78$0.97$1.15$1.34$1.52$1.71
PutsExpensive2.28×
CallsExpensive1.99×
SkewBearish+68.27 pp
Implied moveBearish±$0.98
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.36277.9%169.1%0.92425.7%52.8%
25Δ3.74333.5%202.0%1.05342.1%43.0%
30Δ3.70343.8%200.8%1.18323.1%37.7%
35Δ2.79260.4%129.0%1.30304.1%32.4%
40Δ1.88177.1%57.2%1.42285.1%27.1%
45Δ1.46149.7%25.8%1.58272.8%22.9%
50Δ1.38163.1%23.8%1.80272.0%20.3%
55Δ1.31176.5%21.8%2.02271.2%17.8%
60Δ1.24189.8%19.8%2.24270.4%15.2%
65Δ1.16203.2%17.7%2.45269.7%12.6%
70Δ1.09216.6%15.7%2.67268.9%10.1%
75Δ1.02230.0%13.7%2.89268.1%7.5%
80Δ0.88262.1%11.4%

20Δ

Calls
Pseudo strike
3.36
IV
277.9%
B/E move
169.1%
Puts
Pseudo strike
0.92
IV
425.7%
B/E move
52.8%

25Δ

Calls
Pseudo strike
3.74
IV
333.5%
B/E move
202.0%
Puts
Pseudo strike
1.05
IV
342.1%
B/E move
43.0%

30Δ

Calls
Pseudo strike
3.70
IV
343.8%
B/E move
200.8%
Puts
Pseudo strike
1.18
IV
323.1%
B/E move
37.7%

35Δ

Calls
Pseudo strike
2.79
IV
260.4%
B/E move
129.0%
Puts
Pseudo strike
1.30
IV
304.1%
B/E move
32.4%

40Δ

Calls
Pseudo strike
1.88
IV
177.1%
B/E move
57.2%
Puts
Pseudo strike
1.42
IV
285.1%
B/E move
27.1%

45Δ

Calls
Pseudo strike
1.46
IV
149.7%
B/E move
25.8%
Puts
Pseudo strike
1.58
IV
272.8%
B/E move
22.9%

50Δ

Calls
Pseudo strike
1.38
IV
163.1%
B/E move
23.8%
Puts
Pseudo strike
1.80
IV
272.0%
B/E move
20.3%

55Δ

Calls
Pseudo strike
1.31
IV
176.5%
B/E move
21.8%
Puts
Pseudo strike
2.02
IV
271.2%
B/E move
17.8%

60Δ

Calls
Pseudo strike
1.24
IV
189.8%
B/E move
19.8%
Puts
Pseudo strike
2.24
IV
270.4%
B/E move
15.2%

65Δ

Calls
Pseudo strike
1.16
IV
203.2%
B/E move
17.7%
Puts
Pseudo strike
2.45
IV
269.7%
B/E move
12.6%

70Δ

Calls
Pseudo strike
1.09
IV
216.6%
B/E move
15.7%
Puts
Pseudo strike
2.67
IV
268.9%
B/E move
10.1%

75Δ

Calls
Pseudo strike
1.02
IV
230.0%
B/E move
13.7%
Puts
Pseudo strike
2.89
IV
268.1%
B/E move
7.5%

80Δ

Calls
Pseudo strike
0.88
IV
262.1%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations