Adamas Trust, Inc. Common Stock ADAM
i
Market datapartial · fetched 2026-11-12T00:49:05.215Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T23:51:39.752246906Z
FundamentalsAlpha Vantage · unavailable
Adamas Trust, Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.97 | 118.6% | 33.5% | |||
| 25Δ | 6.79 | 113.7% | 30.6% | 5.27 | 56.8% | 6.3% |
| 30Δ | 6.60 | 108.8% | 27.6% | 5.59 | 65.7% | 5.8% |
| 35Δ | 6.42 | 103.9% | 24.6% | 5.92 | 74.6% | 5.4% |
| 40Δ | 6.23 | 99.0% | 21.6% | 6.24 | 83.5% | 5.0% |
| 45Δ | 6.05 | 94.1% | 18.7% | 6.57 | 92.5% | 4.5% |
| 50Δ | 5.86 | 89.2% | 15.7% | 6.89 | 101.4% | 4.1% |
| 55Δ | 5.68 | 84.3% | 12.7% | 7.21 | 110.3% | 3.7% |
| 60Δ | 5.49 | 79.4% | 9.8% | 7.54 | 119.2% | 3.3% |
| 65Δ | 5.31 | 74.5% | 6.8% | 7.86 | 128.2% | 2.8% |
| 70Δ | 5.12 | 69.6% | 3.8% | 8.19 | 137.1% | 2.4% |
| 75Δ | 8.51 | 146.0% | 2.0% | |||
| 80Δ | 8.84 | 155.0% | 1.5% | |||
20Δ
- Pseudo strike
- 6.97
- IV
- 118.6%
- B/E move
- 33.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.79
- IV
- 113.7%
- B/E move
- 30.6%
- Pseudo strike
- 5.27
- IV
- 56.8%
- B/E move
- 6.3%
30Δ
- Pseudo strike
- 6.60
- IV
- 108.8%
- B/E move
- 27.6%
- Pseudo strike
- 5.59
- IV
- 65.7%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 6.42
- IV
- 103.9%
- B/E move
- 24.6%
- Pseudo strike
- 5.92
- IV
- 74.6%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 6.23
- IV
- 99.0%
- B/E move
- 21.6%
- Pseudo strike
- 6.24
- IV
- 83.5%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 6.05
- IV
- 94.1%
- B/E move
- 18.7%
- Pseudo strike
- 6.57
- IV
- 92.5%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 5.86
- IV
- 89.2%
- B/E move
- 15.7%
- Pseudo strike
- 6.89
- IV
- 101.4%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 5.68
- IV
- 84.3%
- B/E move
- 12.7%
- Pseudo strike
- 7.21
- IV
- 110.3%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 5.49
- IV
- 79.4%
- B/E move
- 9.8%
- Pseudo strike
- 7.54
- IV
- 119.2%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 5.31
- IV
- 74.5%
- B/E move
- 6.8%
- Pseudo strike
- 7.86
- IV
- 128.2%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- 5.12
- IV
- 69.6%
- B/E move
- 3.8%
- Pseudo strike
- 8.19
- IV
- 137.1%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.51
- IV
- 146.0%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.84
- IV
- 155.0%
- B/E move
- 1.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 51.44% | |
| 58.10% | |
| 37.08% | |
| 40.40% | |
| 59.74% | |
| 44.14% | |
| 54.16% | |
| 48.69% | |
| 71.60% | |
| 64.67% |
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