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Securitize Corp. SECZ

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T19:03:41.159Z

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 · 2026-11-03T19:03:05.44396336Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T19:03:40.704436+00:00

Share price$7.81
1D+5.0%
$7.26$7.47$7.69$7.90$8.115:30 AM6:30 AM9:00 AM1:00 PMSECZ
Sold putSold call

Securitize Corp. options

Live interpolated SECZ call and put midpoint premiums by absolute delta.Securitize Corp.$0.20$0.66$1.13$1.59$2.06$5.14$6.59$8.04$9.49$10.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SECZ spot · $7.81SECZ PRICE$0.25$0.35$0.44$0.52$0.60$0.74$0.87$1.00$1.13$1.31$1.52$1.72$1.92$0.34$0.46$0.57$0.69$0.84$1.04$1.25$1.45$1.66$1.92
Puts——
CallsExpensive1.28×
Skew——
Implied moveBearish±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.73145.2%40.6%6.26147.4%24.2%
25Δ10.38154.2%37.3%6.59145.8%21.5%
30Δ10.03163.2%34.0%6.93144.2%18.7%
35Δ9.46155.0%27.7%7.26142.6%15.9%
40Δ8.93147.7%22.1%7.60141.7%13.5%
45Δ8.60149.0%19.5%7.92142.2%11.9%
50Δ8.27150.3%17.0%8.25142.7%10.4%
55Δ7.93151.6%14.4%8.57143.2%8.9%
60Δ7.60152.9%11.9%8.90143.7%7.3%
65Δ7.27152.6%9.9%9.26142.5%6.0%
70Δ6.93151.6%8.1%
75Δ6.59150.7%6.4%
80Δ6.26149.7%4.7%

20Δ

Calls
Pseudo strike
10.73
IV
145.2%
B/E move
40.6%
Puts
Pseudo strike
6.26
IV
147.4%
B/E move
24.2%

25Δ

Calls
Pseudo strike
10.38
IV
154.2%
B/E move
37.3%
Puts
Pseudo strike
6.59
IV
145.8%
B/E move
21.5%

30Δ

Calls
Pseudo strike
10.03
IV
163.2%
B/E move
34.0%
Puts
Pseudo strike
6.93
IV
144.2%
B/E move
18.7%

35Δ

Calls
Pseudo strike
9.46
IV
155.0%
B/E move
27.7%
Puts
Pseudo strike
7.26
IV
142.6%
B/E move
15.9%

40Δ

Calls
Pseudo strike
8.93
IV
147.7%
B/E move
22.1%
Puts
Pseudo strike
7.60
IV
141.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
8.60
IV
149.0%
B/E move
19.5%
Puts
Pseudo strike
7.92
IV
142.2%
B/E move
11.9%

50Δ

Calls
Pseudo strike
8.27
IV
150.3%
B/E move
17.0%
Puts
Pseudo strike
8.25
IV
142.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
7.93
IV
151.6%
B/E move
14.4%
Puts
Pseudo strike
8.57
IV
143.2%
B/E move
8.9%

60Δ

Calls
Pseudo strike
7.60
IV
152.9%
B/E move
11.9%
Puts
Pseudo strike
8.90
IV
143.7%
B/E move
7.3%

65Δ

Calls
Pseudo strike
7.27
IV
152.6%
B/E move
9.9%
Puts
Pseudo strike
9.26
IV
142.5%
B/E move
6.0%

70Δ

Calls
Pseudo strike
6.93
IV
151.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.59
IV
150.7%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.26
IV
149.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend128.58%
Daily EOD
SECZ125.8%130.3%134.7%2026-10-19: 126.42%2026-10-20: 132.91%2026-10-21: 130.75%2026-10-22: 130.71%2026-10-23: 127.39%2026-10-26: 128.92%2026-10-27: 134.13%2026-10-28: 132.07%2026-10-29: 131.87%2026-10-30: 128.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
126.42%
132.91%
130.75%
130.71%
127.39%
128.92%
134.13%
132.07%
131.87%
128.58%