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Aduro Clean Technologies Inc. Common Stock ADUR

i

Market datapartial · fetched 2026-11-07T16:59:16.915Z

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 · 2026-11-06T22:56:53.87478441Z

FundamentalsAlpha Vantage · unavailable

Share price$10.49
1D+14.0%
AH$9.09$9.53$9.98$10.43$10.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADUR
Sold putSold callAH

Aduro Clean Technologies Inc. Common Stock options

Live interpolated ADUR call and put midpoint premiums by absolute delta.Aduro Clean Technologies 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 PRICEADUR 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 blend86.05%
Daily close
ADUR75.7%98.7%121.7%2026-08-10: 89.33%2026-08-11: 95.63%2026-08-12: 89.49%2026-08-13: 93.47%2026-08-19: 115.66%2026-08-21: 90.46%2026-08-24: 86.62%2026-08-25: 90.62%2026-08-26: 92.92%2026-08-27: 84.67%2026-08-28: 83.70%2026-08-31: 89.42%2026-09-01: 88.43%2026-09-02: 90.51%2026-09-03: 83.10%2026-09-04: 83.33%2026-09-10: 98.87%2026-09-14: 118.57%2026-09-15: 87.50%2026-09-17: 115.46%2026-09-18: 86.73%2026-09-21: 82.52%2026-09-22: 85.19%2026-09-23: 83.40%2026-09-24: 81.68%2026-09-25: 81.49%2026-09-28: 82.24%2026-09-29: 80.46%2026-09-30: 82.33%2026-10-01: 84.32%2026-10-02: 81.65%2026-10-05: 85.80%2026-10-14: 90.58%2026-10-15: 104.88%2026-10-16: 82.47%2026-10-19: 90.06%2026-10-20: 90.78%2026-10-21: 85.65%2026-10-22: 78.88%2026-10-23: 78.88%2026-10-26: 81.55%2026-10-27: 79.96%2026-10-28: 84.42%2026-10-29: 86.15%2026-10-30: 86.05%Aug 10Sep 22Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
89.33%
95.63%
89.49%
93.47%
115.66%
90.46%
86.62%
90.62%
92.92%
84.67%
83.70%
89.42%
88.43%
90.51%
83.10%
83.33%
98.87%
118.57%
87.50%
115.46%
86.73%
82.52%
85.19%
83.40%
81.68%
81.49%
82.24%
80.46%
82.33%
84.32%
81.65%
85.80%
90.58%
104.88%
82.47%
90.06%
90.78%
85.65%
78.88%
78.88%
81.55%
79.96%
84.42%
86.15%
86.05%