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SkyAI, Inc. Common Stock SKYA

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Market dataready · fetched 2026-11-04T09:41:07.701Z

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 · 2026-11-04T09:04:57.74278964Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:41:07.061806+00:00

Share price$2.92
1D
Price history unavailable.

SkyAI, Inc. Common Stock options

Live interpolated SKYA call and put midpoint premiums by absolute delta.SkyAI, Inc. Common Stock$0.34$1.79$3.24$4.69$6.14$-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 unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ 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 —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESKYA PRICE$0.50$0.53$0.57$0.60$0.53$0.96$1.39$1.82$2.25$2.80$5.73
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
30Δ2.86194.5%20.3%
35Δ3.29243.1%20.1%
40Δ3.72291.6%20.0%
45Δ4.16340.2%19.8%
50Δ4.59388.8%19.7%
55Δ3.74257.4%45.2%5.15441.0%19.5%
60Δ3.40232.8%34.8%8.08559.3%19.5%
65Δ3.06208.2%24.4%
70Δ2.73183.7%14.0%
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
2.86
IV
194.5%
B/E move
20.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
243.1%
B/E move
20.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
291.6%
B/E move
20.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
340.2%
B/E move
19.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
388.8%
B/E move
19.7%

55Δ

Calls
Pseudo strike
3.74
IV
257.4%
B/E move
45.2%
Puts
Pseudo strike
5.15
IV
441.0%
B/E move
19.5%

60Δ

Calls
Pseudo strike
3.40
IV
232.8%
B/E move
34.8%
Puts
Pseudo strike
8.08
IV
559.3%
B/E move
19.5%

65Δ

Calls
Pseudo strike
3.06
IV
208.2%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.73
IV
183.7%
B/E move
14.0%
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 blend263.21%
Daily EOD
SKYA242.7%253.7%264.7%2026-10-26: 244.25%2026-10-27: 260.59%2026-10-28: 263.21%Oct 26Oct 27Oct 28
3 observations2026-10-26 — 2026-10-28
Table
DateIV (%)
244.25%
260.59%
263.21%