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Terrestrial Energy Inc. Common Stock IMSR

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Market datapartial · fetched 2026-11-03T19:07:29.430Z

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

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-03T02:28:05.094527+00:00

Earnings observationsAlpha Vantage · collected 2026-11-03T02:26:51.368652+00:00

Research2026-08-31 · 3 entries · 0 trades · 0 option records · 210 price bars

Share priceIMSR
1D
Price history unavailable.

Terrestrial Energy Inc. Common Stock options

Live interpolated IMSR call and put midpoint premiums by absolute delta.Terrestrial Energy 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 PRICEIMSR 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 blend104.15%
Daily close
IMSR104.0%104.1%104.3%2026-09-01: 104.15%Sep 1
1 observations2026-09-01 — 2026-09-01
Table
DateIV (%)
104.15%

Company coverage

Moat

Wide

First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features including temperatu…

Physical assets

Strong (Developing)

Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear reactors are location-s…

Software / hardware

Software10%
Hardware90%

Growth. First NRC-approved molten salt reactor design enters pilot deployment (TETRA, July 2026 criticality target), positioning IMSR to capture the $100B+ advanced reactor market. Primary assets. NRC Safety Eval approval (first molten salt reactor)…

Latest entries
  1. manual · sw-hw

    Growth. First NRC-approved molten salt reactor design enters pilot deployment (TETRA, July 2026 criticality target), positioning IMSR to capture the $100B+ advanced reactor market. Primary assets. NRC Safety Eval approval (first…

  2. manual · physical-assets

    Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear rea…

  3. manual · moat

    First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features…

Recent records
Action Type Relative size

Notes

Full portfolio moat / asset analysis

First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features including temperature as inherent power control mechanism. Decade-plus of engineering development, DOE partnership (Project TETRA…

Full portfolio moat / asset analysis

Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear reactors are location-specific, capital-intensive, 40+ year productive assets.

News