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Aduro Clean Technologies Inc. Common Stock ADUR

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-13T01:26:08.693Z

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 · 2026-11-12T23:48:59.137547867Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-13T01:26:08.151237+00:00

Share price$10.10
1D-2.3%
AH$10.01$10.15$10.30$10.44$10.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADUR
Sold putSold callAH

Aduro Clean Technologies Inc. Common Stock options

Live interpolated ADUR call and put midpoint premiums by absolute delta.Aduro Clean Technologies Inc. Common Stock$0.00$2.91$5.82$8.72$11.63$7.96$9.06$10.15$11.25$12.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADUR spot · $10.10ADUR PRICE$0.18$0.24$0.29$0.35$0.40$0.46$0.51$0.57$0.86$1.20$1.55$1.89$2.24$0.77$2.20$3.62$5.05$6.48$7.91$9.34$10.78
Puts——
CallsCheap0.88×
Skew——
Implied moveBearish±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8795.6%19.4%
25Δ11.6194.5%17.3%
30Δ11.3593.4%15.3%
35Δ11.0992.2%13.2%
40Δ10.8391.1%11.2%
45Δ10.5790.0%9.2%10.24105.3%6.2%
50Δ10.3188.8%7.1%11.68151.8%6.1%
55Δ10.0587.7%5.1%13.12198.2%6.0%
60Δ9.68101.4%4.4%14.56244.6%5.8%
65Δ9.29118.4%3.9%16.00291.0%5.7%
70Δ8.91135.3%3.5%17.44337.4%5.6%
75Δ8.52152.2%3.1%18.88383.8%5.5%
80Δ8.13169.1%2.7%20.37416.3%5.1%

20Δ

Calls
Pseudo strike
11.87
IV
95.6%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.61
IV
94.5%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.35
IV
93.4%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.09
IV
92.2%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.83
IV
91.1%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.57
IV
90.0%
B/E move
9.2%
Puts
Pseudo strike
10.24
IV
105.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
10.31
IV
88.8%
B/E move
7.1%
Puts
Pseudo strike
11.68
IV
151.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
10.05
IV
87.7%
B/E move
5.1%
Puts
Pseudo strike
13.12
IV
198.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
9.68
IV
101.4%
B/E move
4.4%
Puts
Pseudo strike
14.56
IV
244.6%
B/E move
5.8%

65Δ

Calls
Pseudo strike
9.29
IV
118.4%
B/E move
3.9%
Puts
Pseudo strike
16.00
IV
291.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.91
IV
135.3%
B/E move
3.5%
Puts
Pseudo strike
17.44
IV
337.4%
B/E move
5.6%

75Δ

Calls
Pseudo strike
8.52
IV
152.2%
B/E move
3.1%
Puts
Pseudo strike
18.88
IV
383.8%
B/E move
5.5%

80Δ

Calls
Pseudo strike
8.13
IV
169.1%
B/E move
2.7%
Puts
Pseudo strike
20.37
IV
416.3%
B/E move
5.1%

Options history

IV · four-Friday blend86.05%
Daily close
ADUR75.7%98.7%121.7%2026-08-19: 115.66%2026-08-21: 90.46%2026-08-24: 86.62%2026-08-25: 90.62%2026-08-26: 92.92%2026-08-27: 84.67%2026-08-28: 83.70%2026-08-31: 89.42%2026-09-01: 88.43%2026-09-02: 90.51%2026-09-03: 83.10%2026-09-04: 83.33%2026-09-10: 98.87%2026-09-14: 118.57%2026-09-15: 87.50%2026-09-17: 115.46%2026-09-18: 86.73%2026-09-21: 82.52%2026-09-22: 85.19%2026-09-23: 83.40%2026-09-24: 81.68%2026-09-25: 81.49%2026-09-28: 82.24%2026-09-29: 80.46%2026-09-30: 82.33%2026-10-01: 84.32%2026-10-02: 81.65%2026-10-05: 85.80%2026-10-14: 90.58%2026-10-15: 104.88%2026-10-16: 82.47%2026-10-19: 90.06%2026-10-20: 90.78%2026-10-21: 85.65%2026-10-22: 78.88%2026-10-23: 78.88%2026-10-26: 81.55%2026-10-27: 79.96%2026-10-28: 84.42%2026-10-29: 86.15%2026-10-30: 86.05%Aug 19Sep 24Oct 30
41 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
115.66%
90.46%
86.62%
90.62%
92.92%
84.67%
83.70%
89.42%
88.43%
90.51%
83.10%
83.33%
98.87%
118.57%
87.50%
115.46%
86.73%
82.52%
85.19%
83.40%
81.68%
81.49%
82.24%
80.46%
82.33%
84.32%
81.65%
85.80%
90.58%
104.88%
82.47%
90.06%
90.78%
85.65%
78.88%
78.88%
81.55%
79.96%
84.42%
86.15%
86.05%