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Empery Digital Inc. Common stock EMPD

i

Market datapartial · fetched 2026-11-04T00:23:37.519Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T22:10:29.352181966Z

FundamentalsAlpha Vantage · unavailable

Share price$2.46
1D-5.8%
AH$2.43$2.47$2.52$2.56$2.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMPD
Sold putSold callAH

Empery Digital Inc. Common stock options

Live interpolated EMPD call and put midpoint premiums by absolute delta.Empery Digital Inc. Common stock$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEMPD PRICE
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
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

40Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend256.06%
Daily close
EMPD99.8%215.1%330.5%2026-08-05: 204.35%2026-08-06: 159.57%2026-08-07: 254.01%2026-08-10: 230.75%2026-08-12: 313.01%2026-08-13: 246.02%2026-08-14: 280.90%2026-08-17: 253.57%2026-08-21: 209.43%2026-08-24: 187.17%2026-08-28: 222.07%2026-08-31: 217.96%2026-09-02: 230.61%2026-09-03: 245.08%2026-09-04: 234.07%2026-09-08: 253.39%2026-09-09: 282.28%2026-09-10: 306.07%2026-09-11: 314.55%2026-09-15: 301.84%2026-09-18: 184.30%2026-09-21: 198.26%2026-09-22: 138.77%2026-09-23: 159.61%2026-09-24: 115.67%2026-09-28: 122.26%2026-09-29: 220.32%2026-09-30: 178.00%2026-10-01: 219.15%2026-10-02: 248.06%2026-10-05: 161.67%2026-10-06: 232.82%2026-10-07: 229.91%2026-10-09: 264.94%2026-10-13: 293.25%2026-10-16: 206.62%2026-10-19: 186.18%2026-10-20: 231.21%2026-10-22: 235.95%2026-10-23: 246.71%2026-10-26: 257.37%2026-10-29: 247.54%2026-10-30: 256.06%Aug 5Sep 21Oct 30
43 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
204.35%
159.57%
254.01%
230.75%
313.01%
246.02%
280.90%
253.57%
209.43%
187.17%
222.07%
217.96%
230.61%
245.08%
234.07%
253.39%
282.28%
306.07%
314.55%
301.84%
184.30%
198.26%
138.77%
159.61%
115.67%
122.26%
220.32%
178.00%
219.15%
248.06%
161.67%
232.82%
229.91%
264.94%
293.25%
206.62%
186.18%
231.21%
235.95%
246.71%
257.37%
247.54%
256.06%