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SES AI Corporation SES

i

Market dataready · fetched 2026-11-05T15:13:45.461Z

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 · 2026-11-05T15:13:34.741265012Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-05T15:13:44.752416+00:00

Share price$0.71
1D-7.6%
$0.70$0.72$0.74$0.76$0.785:30 AM6:30 AM9:00 AM1:00 PMSES
Sold putSold call

SES AI Corporation options

Live interpolated SES call and put midpoint premiums by absolute delta.SES AI Corporation$0.06$0.45$0.85$1.24$1.63$0.41$0.57$0.73$0.89$1.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SES spot · $0.71SES PRICE$0.11$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.19$0.22$0.26$0.30$0.34$0.37$0.41$0.62$0.92$1.22$1.52
Puts——
Calls——
Skew——
Implied moveBearish±$0.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.52571.8%52.9%
25Δ0.60541.8%47.6%
30Δ0.67511.9%42.3%
35Δ0.75481.9%37.0%
40Δ0.82451.9%31.7%
45Δ0.91263.6%43.0%0.90421.9%26.4%
50Δ0.86259.8%38.2%0.97392.0%21.1%
55Δ0.81256.1%33.3%1.20385.2%17.8%
60Δ0.75252.4%28.4%1.52391.5%15.5%
65Δ0.70248.6%23.6%1.83397.8%13.3%
70Δ0.65244.9%18.7%2.15404.0%11.1%
75Δ0.59241.2%13.8%
80Δ0.54237.5%8.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.52
IV
571.8%
B/E move
52.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
541.8%
B/E move
47.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.67
IV
511.9%
B/E move
42.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
481.9%
B/E move
37.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
451.9%
B/E move
31.7%

45Δ

Calls
Pseudo strike
0.91
IV
263.6%
B/E move
43.0%
Puts
Pseudo strike
0.90
IV
421.9%
B/E move
26.4%

50Δ

Calls
Pseudo strike
0.86
IV
259.8%
B/E move
38.2%
Puts
Pseudo strike
0.97
IV
392.0%
B/E move
21.1%

55Δ

Calls
Pseudo strike
0.81
IV
256.1%
B/E move
33.3%
Puts
Pseudo strike
1.20
IV
385.2%
B/E move
17.8%

60Δ

Calls
Pseudo strike
0.75
IV
252.4%
B/E move
28.4%
Puts
Pseudo strike
1.52
IV
391.5%
B/E move
15.5%

65Δ

Calls
Pseudo strike
0.70
IV
248.6%
B/E move
23.6%
Puts
Pseudo strike
1.83
IV
397.8%
B/E move
13.3%

70Δ

Calls
Pseudo strike
0.65
IV
244.9%
B/E move
18.7%
Puts
Pseudo strike
2.15
IV
404.0%
B/E move
11.1%

75Δ

Calls
Pseudo strike
0.59
IV
241.2%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.54
IV
237.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

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%