IntraAlpha
Create free account Start free

Arq, Inc. Common Stock ARQ

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-08T18:32:23.971Z

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 · 2026-11-07T00:26:46.168570735Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T18:32:23.871720+00:00

Share price$2.49
1D+8.9%
AH$2.29$2.39$2.49$2.58$2.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARQ
Sold putSold callAH

Arq, Inc. Common Stock options

Live interpolated ARQ call and put midpoint premiums by absolute delta.Arq, Inc. Common Stock$0.02$0.71$1.40$2.09$2.78$1.50$2.02$2.55$3.07$3.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARQ spot · $2.49ARQ PRICE$0.09$0.10$0.11$0.12$0.40$0.71$1.02$1.33$1.64$1.95$2.27$2.58
Puts——
Calls——
Skew——
Implied moveBearish±$0.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.52147.4%45.2%
40Δ3.22124.6%33.4%
45Δ2.91101.8%21.5%2.58183.1%12.4%
50Δ2.6179.0%9.7%2.92203.3%11.3%
55Δ3.26223.5%10.2%
60Δ3.59243.6%9.1%
65Δ3.93263.8%8.0%
70Δ4.27284.0%7.0%
75Δ4.61304.2%5.9%
80Δ4.95324.3%4.8%

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
3.52
IV
147.4%
B/E move
45.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.22
IV
124.6%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.91
IV
101.8%
B/E move
21.5%
Puts
Pseudo strike
2.58
IV
183.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
2.61
IV
79.0%
B/E move
9.7%
Puts
Pseudo strike
2.92
IV
203.3%
B/E move
11.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
223.5%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
243.6%
B/E move
9.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
263.8%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
284.0%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
304.2%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
324.3%
B/E move
4.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations