IntraAlpha
Create free account Start free

SES AI Corporation SES

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-03T22:04:27.603Z

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 · 2026-11-03T21:37:15.901366779Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:04:26.411590+00:00

Share price$0.73
1D-6.3%
AH$0.69$0.73$0.76$0.79$0.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSES
Sold putSold callAH

SES AI Corporation options

Live interpolated SES call and put midpoint premiums by absolute delta.SES AI Corporation$0.08$0.77$1.47$2.16$2.86$-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 P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESES PRICE$0.15$0.17$0.19$0.20$0.22$2.52$2.66
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
60Δ0.78213.8%27.3%
65Δ0.73207.3%23.0%
70Δ0.68200.7%18.6%
75Δ0.63194.1%14.3%3.17540.0%10.8%
80Δ0.58187.6%9.9%3.33504.6%7.6%

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
0.78
IV
213.8%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.73
IV
207.3%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.68
IV
200.7%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.63
IV
194.1%
B/E move
14.3%
Puts
Pseudo strike
3.17
IV
540.0%
B/E move
10.8%

80Δ

Calls
Pseudo strike
0.58
IV
187.6%
B/E move
9.9%
Puts
Pseudo strike
3.33
IV
504.6%
B/E move
7.6%

Options history

IV · four-Friday blend375.38%
Daily EOD
SES375.0%375.4%375.8%2026-10-22: 375.38%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
375.38%