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Sempreon, Inc. Common Stock CASK

i

Market dataready · fetched 2026-11-06T20:56:17.158Z

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 · 2026-11-06T20:56:12.857732865Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:56:16.515121+00:00

Share price$17.69
1D+3.3%
$16.83$17.06$17.29$17.51$17.745:30 AM6:30 AM9:00 AM1:00 PMCASK
Sold putSold call

Sempreon, Inc. Common Stock options

Live interpolated CASK call and put midpoint premiums by absolute delta.Sempreon, Inc. Common Stock$0.27$1.46$2.65$3.85$5.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECASK PRICE$1.71$1.28$1.52$1.76$2.00$2.24$0.40$0.54$0.68$0.83$0.97$1.15$1.44$1.72$2.01$2.30$2.58$3.33$4.70
PutsExpensive1.75×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.6280.2%14.0%
25Δ16.0281.4%12.5%
30Δ16.4182.7%11.1%
35Δ16.8184.0%9.7%
40Δ21.77219.1%32.8%17.2185.2%8.2%
45Δ17.6186.3%6.9%
50Δ18.0486.7%6.1%
55Δ18.4787.2%5.3%
60Δ17.2471.2%4.7%18.9087.7%4.5%
65Δ16.8870.0%4.0%19.3288.2%3.7%
70Δ16.5368.9%3.4%19.7588.7%2.9%
75Δ16.1867.8%2.8%20.6096.4%2.4%
80Δ15.8366.7%2.1%22.03113.9%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.62
IV
80.2%
B/E move
14.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.02
IV
81.4%
B/E move
12.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.41
IV
82.7%
B/E move
11.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.81
IV
84.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
21.77
IV
219.1%
B/E move
32.8%
Puts
Pseudo strike
17.21
IV
85.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.61
IV
86.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.04
IV
86.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.47
IV
87.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.24
IV
71.2%
B/E move
4.7%
Puts
Pseudo strike
18.90
IV
87.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
16.88
IV
70.0%
B/E move
4.0%
Puts
Pseudo strike
19.32
IV
88.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.53
IV
68.9%
B/E move
3.4%
Puts
Pseudo strike
19.75
IV
88.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.18
IV
67.8%
B/E move
2.8%
Puts
Pseudo strike
20.60
IV
96.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.83
IV
66.7%
B/E move
2.1%
Puts
Pseudo strike
22.03
IV
113.9%
B/E move
2.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations