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3D Systems Corporation DDD

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-07T08:06:18.388Z

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 · 2026-11-07T00:00:00.002653972Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T08:06:17.818214+00:00

Share price$1.75
1D+2.3%
AH$1.68$1.72$1.75$1.79$1.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDDD
Sold putSold callAH

3D Systems Corporation options

Live interpolated DDD call and put midpoint premiums by absolute delta.3D Systems Corporation$0.04$0.11$0.19$0.26$0.33$0.98$1.56$2.14$2.72$3.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DDD spot · $1.75DDD PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.26$0.28$0.31$0.05$0.07$0.09$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.26$0.29
PutsCheap0.60×
CallsExpensive1.21×
SkewBullish-29.38 pp
Implied moveBullish±$0.34
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.38137.5%39.4%1.48119.3%18.4%
25Δ2.31135.5%36.3%1.54111.6%16.0%
30Δ2.23133.6%33.3%1.58108.5%14.6%
35Δ2.16131.6%30.2%1.62105.4%13.3%
40Δ2.09129.7%27.1%1.66102.3%12.0%
45Δ2.01127.7%24.1%1.7199.3%10.6%
50Δ1.94125.8%21.0%1.7596.2%9.3%
55Δ1.86123.8%17.9%1.7993.1%8.0%
60Δ1.79121.9%14.9%1.8390.0%6.6%
65Δ1.72119.9%11.8%1.8887.0%5.3%
70Δ1.64118.0%8.8%1.9283.9%4.0%
75Δ1.57116.1%5.7%1.9680.8%2.6%
80Δ1.49116.8%2.8%2.0178.6%1.4%

20Δ

Calls
Pseudo strike
2.38
IV
137.5%
B/E move
39.4%
Puts
Pseudo strike
1.48
IV
119.3%
B/E move
18.4%

25Δ

Calls
Pseudo strike
2.31
IV
135.5%
B/E move
36.3%
Puts
Pseudo strike
1.54
IV
111.6%
B/E move
16.0%

30Δ

Calls
Pseudo strike
2.23
IV
133.6%
B/E move
33.3%
Puts
Pseudo strike
1.58
IV
108.5%
B/E move
14.6%

35Δ

Calls
Pseudo strike
2.16
IV
131.6%
B/E move
30.2%
Puts
Pseudo strike
1.62
IV
105.4%
B/E move
13.3%

40Δ

Calls
Pseudo strike
2.09
IV
129.7%
B/E move
27.1%
Puts
Pseudo strike
1.66
IV
102.3%
B/E move
12.0%

45Δ

Calls
Pseudo strike
2.01
IV
127.7%
B/E move
24.1%
Puts
Pseudo strike
1.71
IV
99.3%
B/E move
10.6%

50Δ

Calls
Pseudo strike
1.94
IV
125.8%
B/E move
21.0%
Puts
Pseudo strike
1.75
IV
96.2%
B/E move
9.3%

55Δ

Calls
Pseudo strike
1.86
IV
123.8%
B/E move
17.9%
Puts
Pseudo strike
1.79
IV
93.1%
B/E move
8.0%

60Δ

Calls
Pseudo strike
1.79
IV
121.9%
B/E move
14.9%
Puts
Pseudo strike
1.83
IV
90.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
1.72
IV
119.9%
B/E move
11.8%
Puts
Pseudo strike
1.88
IV
87.0%
B/E move
5.3%

70Δ

Calls
Pseudo strike
1.64
IV
118.0%
B/E move
8.8%
Puts
Pseudo strike
1.92
IV
83.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
1.57
IV
116.1%
B/E move
5.7%
Puts
Pseudo strike
1.96
IV
80.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
1.49
IV
116.8%
B/E move
2.8%
Puts
Pseudo strike
2.01
IV
78.6%
B/E move
1.4%

Options history

IV · four-Friday blend102.49%
Daily EOD
DDD86.4%95.0%103.7%2026-10-19: 88.66%2026-10-20: 87.61%2026-10-21: 90.24%2026-10-22: 89.81%2026-10-23: 89.03%2026-10-26: 90.83%2026-10-27: 92.52%2026-10-28: 91.37%2026-10-29: 94.08%2026-10-30: 102.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.66%
87.61%
90.24%
89.81%
89.03%
90.83%
92.52%
91.37%
94.08%
102.49%