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Quantum Corporation Common Stock QMCO

i

Market dataready · fetched 2026-11-07T08:09:32.692Z

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 · 2026-11-07T00:56:30.960246277Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T08:09:32.234035+00:00

Share price$14.49
1D-0.5%
AH$14.02$14.28$14.55$14.81$15.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQMCO
Sold putSold callAH

Quantum Corporation Common Stock options

Live interpolated QMCO call and put midpoint premiums by absolute delta.Quantum Corporation Common Stock$0.47$2.44$4.41$6.38$8.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEQMCO PRICE$1.08$1.29$1.37$1.74$2.08$2.08$2.44$2.87$3.23$3.53$0.68$0.93$3.59$3.81$5.71$6.11$7.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.50180.3%25.3%
25Δ12.17184.8%22.4%
30Δ
35Δ18.00198.6%31.7%
40Δ17.26203.8%28.0%
45Δ16.03178.9%20.1%
50Δ15.48194.5%18.8%
55Δ14.93206.7%17.3%16.49213.3%11.0%
60Δ14.12174.1%11.7%17.03197.4%8.8%
65Δ13.45176.6%9.7%19.02231.0%8.2%
70Δ12.81184.9%8.2%19.69216.4%6.3%
75Δ12.21182.8%6.6%21.50228.9%5.4%
80Δ11.65170.7%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.50
IV
180.3%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.17
IV
184.8%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.00
IV
198.6%
B/E move
31.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.26
IV
203.8%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.03
IV
178.9%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.48
IV
194.5%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.93
IV
206.7%
B/E move
17.3%
Puts
Pseudo strike
16.49
IV
213.3%
B/E move
11.0%

60Δ

Calls
Pseudo strike
14.12
IV
174.1%
B/E move
11.7%
Puts
Pseudo strike
17.03
IV
197.4%
B/E move
8.8%

65Δ

Calls
Pseudo strike
13.45
IV
176.6%
B/E move
9.7%
Puts
Pseudo strike
19.02
IV
231.0%
B/E move
8.2%

70Δ

Calls
Pseudo strike
12.81
IV
184.9%
B/E move
8.2%
Puts
Pseudo strike
19.69
IV
216.4%
B/E move
6.3%

75Δ

Calls
Pseudo strike
12.21
IV
182.8%
B/E move
6.6%
Puts
Pseudo strike
21.50
IV
228.9%
B/E move
5.4%

80Δ

Calls
Pseudo strike
11.65
IV
170.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend127.75%
Daily EOD
QMCO118.7%123.5%128.4%2026-10-19: 121.20%2026-10-20: 121.28%2026-10-21: 119.34%2026-10-22: 120.08%2026-10-23: 123.43%2026-10-26: 125.37%2026-10-27: 127.31%2026-10-28: 121.02%2026-10-29: 119.95%2026-10-30: 127.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
121.20%
121.28%
119.34%
120.08%
123.43%
125.37%
127.31%
121.02%
119.95%
127.75%