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Securitize Corp. SECZ

i

Market datapartial · fetched 2026-11-03T20:04:43.852Z

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 · 2026-11-03T20:04:37.022817815Z

FundamentalsAlpha Vantage · unavailable

Share price$7.80
1D+4.6%
$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.$0.19$0.68$1.16$1.65$2.13$5.13$6.57$8.01$9.45$10.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 · $7.80SECZ PRICE$0.25$0.31$0.41$0.51$0.61$0.74$0.86$0.99$1.12$1.30$1.51$1.72$1.93$0.40$0.51$0.63$0.74$0.88$1.07$1.26$1.46$1.65$2.00
Puts——
CallsExpensive1.26×
Skew——
Implied moveBearish±$2.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.11152.4%45.6%6.07148.9%27.3%
25Δ10.17144.4%34.5%6.45148.8%23.8%
30Δ9.70145.6%29.6%6.84148.7%20.4%
35Δ9.33149.0%26.2%7.22148.7%16.9%
40Δ8.96151.9%22.8%7.59148.3%14.0%
45Δ8.62151.6%20.0%7.91147.1%12.3%
50Δ8.28151.2%17.2%8.23145.8%10.7%
55Δ7.94150.9%14.4%8.55144.6%9.0%
60Δ7.59150.5%11.7%8.87143.3%7.4%
65Δ7.25150.6%9.7%9.32146.7%6.1%
70Δ6.91151.0%8.0%
75Δ6.57151.3%6.3%
80Δ6.23151.6%4.7%

20Δ

Calls
Pseudo strike
11.11
IV
152.4%
B/E move
45.6%
Puts
Pseudo strike
6.07
IV
148.9%
B/E move
27.3%

25Δ

Calls
Pseudo strike
10.17
IV
144.4%
B/E move
34.5%
Puts
Pseudo strike
6.45
IV
148.8%
B/E move
23.8%

30Δ

Calls
Pseudo strike
9.70
IV
145.6%
B/E move
29.6%
Puts
Pseudo strike
6.84
IV
148.7%
B/E move
20.4%

35Δ

Calls
Pseudo strike
9.33
IV
149.0%
B/E move
26.2%
Puts
Pseudo strike
7.22
IV
148.7%
B/E move
16.9%

40Δ

Calls
Pseudo strike
8.96
IV
151.9%
B/E move
22.8%
Puts
Pseudo strike
7.59
IV
148.3%
B/E move
14.0%

45Δ

Calls
Pseudo strike
8.62
IV
151.6%
B/E move
20.0%
Puts
Pseudo strike
7.91
IV
147.1%
B/E move
12.3%

50Δ

Calls
Pseudo strike
8.28
IV
151.2%
B/E move
17.2%
Puts
Pseudo strike
8.23
IV
145.8%
B/E move
10.7%

55Δ

Calls
Pseudo strike
7.94
IV
150.9%
B/E move
14.4%
Puts
Pseudo strike
8.55
IV
144.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
7.59
IV
150.5%
B/E move
11.7%
Puts
Pseudo strike
8.87
IV
143.3%
B/E move
7.4%

65Δ

Calls
Pseudo strike
7.25
IV
150.6%
B/E move
9.7%
Puts
Pseudo strike
9.32
IV
146.7%
B/E move
6.1%

70Δ

Calls
Pseudo strike
6.91
IV
151.0%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.57
IV
151.3%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.23
IV
151.6%
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%