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QuantumScape Corporation Class A Common Stock QS

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-05T15:38:36.964Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T15:38:35.688948262Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T15:38:36.533796+00:00

Share price$4.07
1D-6.8%
$4.04$4.13$4.23$4.32$4.425:30 AM6:30 AM9:00 AM1:00 PMQS
Sold putSold call

QuantumScape Corporation Class A Common Stock options

Live interpolated QS call and put midpoint premiums by absolute delta.QuantumScape Corporation Class A Common Stock$0.00$1.10$2.19$3.29$4.39$3.19$3.55$3.91$4.27$4.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QS spot · $4.07QS PRICE$0.04$0.05$0.07$0.08$0.09$0.11$0.12$0.13$0.15$0.95$1.24$0.04$0.05$0.06$0.07$0.19$0.68$1.16$1.65$2.13$2.61$3.10$3.58$4.07
PutsExpensive2.07×
Calls——
Skew——
Implied moveBearish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.42143.9%9.7%3.67181.9%10.7%
25Δ4.37142.8%8.8%3.76166.6%8.7%
30Δ4.32141.7%7.8%3.85151.4%6.8%
35Δ4.26140.6%6.9%3.93136.1%4.9%
40Δ4.21139.5%6.0%4.12139.5%3.4%
45Δ4.16138.4%5.0%4.61200.0%3.2%
50Δ4.11137.4%4.1%5.11260.6%2.9%
55Δ4.06136.3%3.1%5.60321.1%2.7%
60Δ4.01135.2%2.2%6.09381.7%2.5%
65Δ6.59442.2%2.3%
70Δ7.08502.8%2.1%
75Δ3.38632.2%6.5%7.57563.3%1.8%
80Δ3.08766.1%6.1%8.07623.9%1.6%

20Δ

Calls
Pseudo strike
4.42
IV
143.9%
B/E move
9.7%
Puts
Pseudo strike
3.67
IV
181.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
4.37
IV
142.8%
B/E move
8.8%
Puts
Pseudo strike
3.76
IV
166.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
4.32
IV
141.7%
B/E move
7.8%
Puts
Pseudo strike
3.85
IV
151.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
4.26
IV
140.6%
B/E move
6.9%
Puts
Pseudo strike
3.93
IV
136.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
4.21
IV
139.5%
B/E move
6.0%
Puts
Pseudo strike
4.12
IV
139.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
4.16
IV
138.4%
B/E move
5.0%
Puts
Pseudo strike
4.61
IV
200.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
4.11
IV
137.4%
B/E move
4.1%
Puts
Pseudo strike
5.11
IV
260.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
4.06
IV
136.3%
B/E move
3.1%
Puts
Pseudo strike
5.60
IV
321.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
4.01
IV
135.2%
B/E move
2.2%
Puts
Pseudo strike
6.09
IV
381.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
442.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.08
IV
502.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
3.38
IV
632.2%
B/E move
6.5%
Puts
Pseudo strike
7.57
IV
563.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
3.08
IV
766.1%
B/E move
6.1%
Puts
Pseudo strike
8.07
IV
623.9%
B/E move
1.6%

Options history

IV · four-Friday blend230.13%
Daily close
QS48.7%177.0%305.3%2026-08-07: 112.68%2026-08-10: 143.57%2026-08-11: 77.95%2026-08-12: 90.99%2026-08-14: 67.78%2026-08-17: 69.60%2026-08-18: 69.97%2026-08-21: 83.34%2026-08-24: 156.02%2026-08-25: 154.64%2026-08-28: 133.03%2026-08-31: 212.03%2026-09-01: 68.35%2026-09-04: 66.44%2026-09-08: 151.68%2026-09-11: 98.99%2026-09-15: 105.69%2026-09-16: 117.79%2026-09-18: 167.99%2026-09-21: 158.93%2026-09-22: 149.45%2026-09-24: 96.90%2026-09-25: 188.95%2026-09-28: 177.65%2026-10-02: 139.40%2026-10-07: 136.44%2026-10-09: 169.87%2026-10-16: 235.77%2026-10-19: 121.67%2026-10-20: 175.07%2026-10-21: 287.63%2026-10-23: 175.59%2026-10-30: 230.13%Aug 7Sep 15Oct 30
33 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
112.68%
143.57%
77.95%
90.99%
67.78%
69.60%
69.97%
83.34%
156.02%
154.64%
133.03%
212.03%
68.35%
66.44%
151.68%
98.99%
105.69%
117.79%
167.99%
158.93%
149.45%
96.90%
188.95%
177.65%
139.40%
136.44%
169.87%
235.77%
121.67%
175.07%
287.63%
175.59%
230.13%