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Ballard Power Systems, Inc. Common Shares BLDP

i

Market datapartial · fetched 2026-11-03T14:43:05.126Z

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 · 2026-11-03T14:42:30.57093274Z

FundamentalsAlpha Vantage · unavailable

Share price$1.54
1D+0.7%
$1.52$1.52$1.53$1.54$1.555:30 AM6:30 AM9:00 AM1:00 PMBLDP
Sold putSold call

Ballard Power Systems, Inc. Common Shares options

Live interpolated BLDP call and put midpoint premiums by absolute delta.Ballard Power Systems, Inc. Common Shares$0.03$0.13$0.24$0.34$0.45$1.08$1.28$1.49$1.69$1.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 BLDP spot · $1.54BLDP PRICE$0.04$0.05$0.07$0.08$0.10$0.11$0.12$0.14$0.06$0.08$0.09$0.11$0.12$0.16$0.20$0.23$0.27$0.31$0.35$0.38$0.42
PutsExpensive1.29×
Calls——
Skew——
Implied moveBearish±$0.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.95103.6%28.8%1.18146.7%27.3%
25Δ1.89102.9%26.1%1.26138.1%23.3%
30Δ1.83102.1%23.3%1.34129.6%19.3%
35Δ1.78101.4%20.6%1.41121.1%15.2%
40Δ1.72100.6%17.8%1.49112.5%11.2%
45Δ1.6699.9%15.1%1.55110.1%9.8%
50Δ1.6199.1%12.3%1.60108.5%8.8%
55Δ1.5598.4%9.6%1.65106.9%7.7%
60Δ1.71105.3%6.7%
65Δ1.76103.7%5.6%
70Δ1.81102.1%4.6%
75Δ1.87100.5%3.5%
80Δ1.9298.9%2.5%

20Δ

Calls
Pseudo strike
1.95
IV
103.6%
B/E move
28.8%
Puts
Pseudo strike
1.18
IV
146.7%
B/E move
27.3%

25Δ

Calls
Pseudo strike
1.89
IV
102.9%
B/E move
26.1%
Puts
Pseudo strike
1.26
IV
138.1%
B/E move
23.3%

30Δ

Calls
Pseudo strike
1.83
IV
102.1%
B/E move
23.3%
Puts
Pseudo strike
1.34
IV
129.6%
B/E move
19.3%

35Δ

Calls
Pseudo strike
1.78
IV
101.4%
B/E move
20.6%
Puts
Pseudo strike
1.41
IV
121.1%
B/E move
15.2%

40Δ

Calls
Pseudo strike
1.72
IV
100.6%
B/E move
17.8%
Puts
Pseudo strike
1.49
IV
112.5%
B/E move
11.2%

45Δ

Calls
Pseudo strike
1.66
IV
99.9%
B/E move
15.1%
Puts
Pseudo strike
1.55
IV
110.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
1.61
IV
99.1%
B/E move
12.3%
Puts
Pseudo strike
1.60
IV
108.5%
B/E move
8.8%

55Δ

Calls
Pseudo strike
1.55
IV
98.4%
B/E move
9.6%
Puts
Pseudo strike
1.65
IV
106.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
105.3%
B/E move
6.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
103.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
102.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
100.5%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.92
IV
98.9%
B/E move
2.5%

Options history

IV · four-Friday blend100.14%
Daily EOD
BLDP76.4%89.1%101.9%2026-10-19: 97.92%2026-10-20: 83.99%2026-10-21: 86.74%2026-10-22: 79.80%2026-10-23: 78.12%2026-10-26: 82.68%2026-10-27: 89.40%2026-10-28: 89.63%2026-10-30: 100.14%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
97.92%
83.99%
86.74%
79.80%
78.12%
82.68%
89.40%
89.63%
100.14%