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Aduro Clean Technologies Inc. Common Stock ADUR

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-10-23T18:19:47.283Z

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 · 2026-10-23T18:17:11.319943807Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-23T18:15:35.230901+00:00

Share price$9.77
1D-3.0%
$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$2.52$5.87$7.86$9.84$11.83$13.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADUR spot · $9.77ADUR PRICE$0.50$0.53$0.56$0.59$0.62$0.65$0.69$0.97$1.25$1.53$1.81$2.09$2.37$0.90$1.12$1.35$1.57$1.79$2.01$2.23
PutsCheap0.59×
CallsExpensive1.09×
SkewBullish-52.76 pp
Implied moveBearish±$1.59
TiltBullish12.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.85218.4%108.3%
25Δ18.20193.7%91.7%
30Δ16.54168.9%75.1%
35Δ14.89144.1%58.4%
40Δ13.24119.3%41.8%
45Δ11.5894.5%25.2%
50Δ9.9871.1%9.2%10.0073.1%6.8%
55Δ9.6277.6%8.4%10.3071.5%6.1%
60Δ9.2584.2%7.5%10.6069.9%5.3%
65Δ8.8990.8%6.6%10.9068.3%4.5%
70Δ8.5297.3%5.8%11.2066.8%3.7%
75Δ8.16103.9%4.9%11.5065.2%2.9%
80Δ7.79110.5%4.1%11.8063.6%2.1%

20Δ

Calls
Pseudo strike
19.85
IV
218.4%
B/E move
108.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
18.20
IV
193.7%
B/E move
91.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.54
IV
168.9%
B/E move
75.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.89
IV
144.1%
B/E move
58.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.24
IV
119.3%
B/E move
41.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.58
IV
94.5%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.98
IV
71.1%
B/E move
9.2%
Puts
Pseudo strike
10.00
IV
73.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
9.62
IV
77.6%
B/E move
8.4%
Puts
Pseudo strike
10.30
IV
71.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
9.25
IV
84.2%
B/E move
7.5%
Puts
Pseudo strike
10.60
IV
69.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
8.89
IV
90.8%
B/E move
6.6%
Puts
Pseudo strike
10.90
IV
68.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
8.52
IV
97.3%
B/E move
5.8%
Puts
Pseudo strike
11.20
IV
66.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.16
IV
103.9%
B/E move
4.9%
Puts
Pseudo strike
11.50
IV
65.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
7.79
IV
110.5%
B/E move
4.1%
Puts
Pseudo strike
11.80
IV
63.6%
B/E move
2.1%

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%