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Aduro Clean Technologies Inc. Common Stock ADUR

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Market datapartial · fetched 2026-11-07T20:38:21.208Z

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 · 2026-11-06T22:56:53.87478441Z

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$0.17$0.54$0.90$1.27$1.63$7.91$9.30$10.69$12.07$13.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive ADUR spot · $10.49ADUR PRICE$0.21$0.29$0.37$0.45$0.54$0.62$0.70$0.79$0.87$0.64$0.82$0.99$1.17$1.35$1.53
Puts——
Calls——
Skew——
Implied moveBearish±$1.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.70103.7%23.1%
25Δ12.29101.6%19.9%
30Δ12.0099.8%17.9%
35Δ11.7197.9%16.0%
40Δ11.4396.0%14.0%10.2490.7%8.4%
45Δ11.1494.2%12.1%10.5190.7%7.6%
50Δ10.8592.3%10.2%10.7790.7%6.8%
55Δ10.5790.5%8.2%11.0490.7%5.9%
60Δ10.2888.6%6.3%11.3190.6%5.1%
65Δ11.5790.6%4.3%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
12.70
IV
103.7%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.29
IV
101.6%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.00
IV
99.8%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.71
IV
97.9%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.43
IV
96.0%
B/E move
14.0%
Puts
Pseudo strike
10.24
IV
90.7%
B/E move
8.4%

45Δ

Calls
Pseudo strike
11.14
IV
94.2%
B/E move
12.1%
Puts
Pseudo strike
10.51
IV
90.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
10.85
IV
92.3%
B/E move
10.2%
Puts
Pseudo strike
10.77
IV
90.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
10.57
IV
90.5%
B/E move
8.2%
Puts
Pseudo strike
11.04
IV
90.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
10.28
IV
88.6%
B/E move
6.3%
Puts
Pseudo strike
11.31
IV
90.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.57
IV
90.6%
B/E move
4.3%

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%