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Twenty One Capital, Inc. XXI

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-10-24T15:20:13.500Z

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 · 2026-10-23T23:07:26.617481412Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:20:13.410873+00:00

Share price$5.64
1D-1.2%
AH$5.54$5.58$5.63$5.67$5.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXXI
Sold putSold callAH

Twenty One Capital, Inc. options

Live interpolated XXI call and put midpoint premiums by absolute delta.Twenty One Capital, Inc.$0.09$0.70$1.32$1.93$2.54$3.72$4.65$5.59$6.53$7.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XXI spot · $5.64XXI PRICE$0.16$0.22$0.28$0.34$0.39$0.45$0.51$0.57$0.63$0.69$0.75$0.81$0.20$0.22$0.37$0.55$0.72$0.89$1.06$1.23$1.40$1.57$1.75$1.92$2.36
PutsExpensive1.24×
CallsCheap0.93×
SkewBearish+23.63 pp
Implied moveBearish±$1.57
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.2282.2%30.8%4.28129.5%27.5%
25Δ7.0281.4%28.4%4.9289.5%16.8%
30Δ6.8380.5%26.0%5.2186.4%14.3%
35Δ6.6379.7%23.5%5.4489.1%13.1%
40Δ6.4378.9%21.1%5.6891.7%11.9%
45Δ6.2478.1%18.6%5.9294.3%10.8%
50Δ6.0477.2%16.2%6.1696.9%9.6%
55Δ5.8476.4%13.8%6.4099.6%8.4%
60Δ5.6575.6%11.3%6.64102.2%7.2%
65Δ5.4574.8%8.9%6.87104.8%6.0%
70Δ5.2573.9%6.4%7.11107.5%4.8%
75Δ5.0673.1%4.0%7.35110.1%3.7%
80Δ7.86115.1%2.6%

20Δ

Calls
Pseudo strike
7.22
IV
82.2%
B/E move
30.8%
Puts
Pseudo strike
4.28
IV
129.5%
B/E move
27.5%

25Δ

Calls
Pseudo strike
7.02
IV
81.4%
B/E move
28.4%
Puts
Pseudo strike
4.92
IV
89.5%
B/E move
16.8%

30Δ

Calls
Pseudo strike
6.83
IV
80.5%
B/E move
26.0%
Puts
Pseudo strike
5.21
IV
86.4%
B/E move
14.3%

35Δ

Calls
Pseudo strike
6.63
IV
79.7%
B/E move
23.5%
Puts
Pseudo strike
5.44
IV
89.1%
B/E move
13.1%

40Δ

Calls
Pseudo strike
6.43
IV
78.9%
B/E move
21.1%
Puts
Pseudo strike
5.68
IV
91.7%
B/E move
11.9%

45Δ

Calls
Pseudo strike
6.24
IV
78.1%
B/E move
18.6%
Puts
Pseudo strike
5.92
IV
94.3%
B/E move
10.8%

50Δ

Calls
Pseudo strike
6.04
IV
77.2%
B/E move
16.2%
Puts
Pseudo strike
6.16
IV
96.9%
B/E move
9.6%

55Δ

Calls
Pseudo strike
5.84
IV
76.4%
B/E move
13.8%
Puts
Pseudo strike
6.40
IV
99.6%
B/E move
8.4%

60Δ

Calls
Pseudo strike
5.65
IV
75.6%
B/E move
11.3%
Puts
Pseudo strike
6.64
IV
102.2%
B/E move
7.2%

65Δ

Calls
Pseudo strike
5.45
IV
74.8%
B/E move
8.9%
Puts
Pseudo strike
6.87
IV
104.8%
B/E move
6.0%

70Δ

Calls
Pseudo strike
5.25
IV
73.9%
B/E move
6.4%
Puts
Pseudo strike
7.11
IV
107.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.06
IV
73.1%
B/E move
4.0%
Puts
Pseudo strike
7.35
IV
110.1%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.86
IV
115.1%
B/E move
2.6%

Options history

No recorded observations