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Twenty One Capital, Inc. XXI

i

Market datapartial · fetched 2026-11-13T18:53:40.603Z

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 · 2026-11-13T18:51:32.384519628Z

FundamentalsAlpha Vantage · unavailable

Share price$4.99
1D-2.1%
$4.81$4.91$5.00$5.10$5.195:30 AM6:30 AM9:00 AM1:00 PMXXI
Sold putSold call

Twenty One Capital, Inc. options

Live interpolated XXI call and put midpoint premiums by absolute delta.Twenty One Capital, Inc.$0.09$0.61$1.13$1.65$2.18$4.18$4.60$5.02$5.44$5.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XXI spot · $4.99XXI PRICE$0.14$0.15$0.16$0.17$0.18$0.19$0.20$0.26$0.55$0.85$1.14$1.44$1.73$2.03
Puts——
Calls——
Skew——
Implied moveBearish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.81350.2%119.7%
25Δ9.88306.0%101.2%
30Δ8.95261.8%82.7%
35Δ8.01217.6%64.2%
40Δ7.08173.5%45.7%
45Δ6.15129.3%27.2%
50Δ5.2285.1%8.7%5.0674.0%3.6%
55Δ5.3791.4%3.3%
60Δ5.68108.7%3.0%
65Δ5.99126.0%2.7%
70Δ6.30143.4%2.4%
75Δ6.61160.7%2.1%
80Δ6.92178.0%1.8%

20Δ

Calls
Pseudo strike
10.81
IV
350.2%
B/E move
119.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.88
IV
306.0%
B/E move
101.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.95
IV
261.8%
B/E move
82.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.01
IV
217.6%
B/E move
64.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.08
IV
173.5%
B/E move
45.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.15
IV
129.3%
B/E move
27.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.22
IV
85.1%
B/E move
8.7%
Puts
Pseudo strike
5.06
IV
74.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
91.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
108.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.99
IV
126.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.30
IV
143.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
160.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.92
IV
178.0%
B/E move
1.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations