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Aduro Clean Technologies Inc. Common Stock ADUR

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Market datapartial · fetched 2026-10-23T17:32:06.544Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T17:31:37.856687156Z

FundamentalsAlpha Vantage · unavailable

Share price$9.82
1D-2.5%
$9.61$9.73$9.86$9.98$10.105:30 AM6:30 AM9:00 AM1:00 PMADUR
Sold putSold call

Aduro Clean Technologies Inc. Common Stock options

Live interpolated ADUR call and put midpoint premiums by absolute delta.Aduro Clean Technologies Inc. Common Stock$0.45$0.97$1.49$2.01$2.53$5.91$7.88$9.86$11.83$13.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADUR spot · $9.81ADUR PRICE$0.50$0.53$0.56$0.59$0.62$0.64$0.67$0.92$1.20$1.48$1.76$2.03$2.31$0.52$0.59$0.65$0.72$0.78$0.85$0.95$1.19$1.43$1.67$1.90$2.14$2.38
PutsCheap0.91×
CallsExpensive1.07×
SkewBullish-13.27 pp
Implied moveBearish±$1.63
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.85217.1%107.4%6.38196.4%40.3%
25Δ18.24192.8%91.2%7.01175.4%34.6%
30Δ16.62168.5%75.1%7.64154.4%28.8%
35Δ15.01144.2%58.9%8.26133.4%23.1%
40Δ13.39119.8%42.7%8.89112.4%17.4%
45Δ11.7895.5%26.6%9.5291.4%11.7%
50Δ10.1671.2%10.4%10.0775.0%7.1%
55Δ9.6874.0%8.0%10.3974.1%6.2%
60Δ9.3279.9%7.2%10.7173.2%5.4%
65Δ8.9685.9%6.3%11.0372.3%4.5%
70Δ8.6091.8%5.5%11.3671.4%3.7%
75Δ8.2497.7%4.6%11.6870.5%2.8%
80Δ7.88103.6%3.8%12.0069.6%2.0%

20Δ

Calls
Pseudo strike
19.85
IV
217.1%
B/E move
107.4%
Puts
Pseudo strike
6.38
IV
196.4%
B/E move
40.3%

25Δ

Calls
Pseudo strike
18.24
IV
192.8%
B/E move
91.2%
Puts
Pseudo strike
7.01
IV
175.4%
B/E move
34.6%

30Δ

Calls
Pseudo strike
16.62
IV
168.5%
B/E move
75.1%
Puts
Pseudo strike
7.64
IV
154.4%
B/E move
28.8%

35Δ

Calls
Pseudo strike
15.01
IV
144.2%
B/E move
58.9%
Puts
Pseudo strike
8.26
IV
133.4%
B/E move
23.1%

40Δ

Calls
Pseudo strike
13.39
IV
119.8%
B/E move
42.7%
Puts
Pseudo strike
8.89
IV
112.4%
B/E move
17.4%

45Δ

Calls
Pseudo strike
11.78
IV
95.5%
B/E move
26.6%
Puts
Pseudo strike
9.52
IV
91.4%
B/E move
11.7%

50Δ

Calls
Pseudo strike
10.16
IV
71.2%
B/E move
10.4%
Puts
Pseudo strike
10.07
IV
75.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
9.68
IV
74.0%
B/E move
8.0%
Puts
Pseudo strike
10.39
IV
74.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
9.32
IV
79.9%
B/E move
7.2%
Puts
Pseudo strike
10.71
IV
73.2%
B/E move
5.4%

65Δ

Calls
Pseudo strike
8.96
IV
85.9%
B/E move
6.3%
Puts
Pseudo strike
11.03
IV
72.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
8.60
IV
91.8%
B/E move
5.5%
Puts
Pseudo strike
11.36
IV
71.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.24
IV
97.7%
B/E move
4.6%
Puts
Pseudo strike
11.68
IV
70.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
7.88
IV
103.6%
B/E move
3.8%
Puts
Pseudo strike
12.00
IV
69.6%
B/E move
2.0%

Options history

ADUR78.5285.2792.022026-10-20: 91.09%2026-10-21: 85.76%2026-10-22: 79.45%Oct 20Oct 22
Table
DateIV
91.09%
85.76%
79.45%