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Sempreon, Inc. Common Stock CASK

i

Market dataready · fetched 2026-11-06T14:04:20.002Z

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 · 2026-11-05T21:00:03.93052587Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:04:19.205799+00:00

Share price$17.53
1D-2.2%
AH$17.10$17.35$17.60$17.85$18.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCASK
Sold putSold callAH

Sempreon, Inc. Common Stock options

Live interpolated CASK call and put midpoint premiums by absolute delta.Sempreon, Inc. Common Stock$1.25$1.58$1.91$2.24$2.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECASK PRICE$1.70$1.72$1.81$1.93$2.04$2.16$2.28$1.29$1.49$1.68$1.88$2.08$2.28$2.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ24.97272.0%52.2%
40Δ21.66219.9%33.4%
45Δ
50Δ17.7781.4%5.9%
55Δ18.1078.8%5.2%
60Δ17.19113.1%8.4%18.4376.3%4.4%
65Δ16.87104.4%7.3%18.7673.7%3.7%
70Δ16.5495.7%6.1%19.1071.1%2.9%
75Δ16.2286.9%4.9%19.4368.5%2.2%
80Δ15.8978.2%3.7%19.7665.9%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.97
IV
272.0%
B/E move
52.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.66
IV
219.9%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.77
IV
81.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.10
IV
78.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
17.19
IV
113.1%
B/E move
8.4%
Puts
Pseudo strike
18.43
IV
76.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.87
IV
104.4%
B/E move
7.3%
Puts
Pseudo strike
18.76
IV
73.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.54
IV
95.7%
B/E move
6.1%
Puts
Pseudo strike
19.10
IV
71.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.22
IV
86.9%
B/E move
4.9%
Puts
Pseudo strike
19.43
IV
68.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
15.89
IV
78.2%
B/E move
3.7%
Puts
Pseudo strike
19.76
IV
65.9%
B/E move
1.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations