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Arq, Inc. Common Stock ARQ

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-07T21:12:23.390Z

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 · 2026-11-07T00:26:46.168570735Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:12:22.956755+00:00

Share price$2.49
1D+8.9%
AH$2.29$2.39$2.49$2.58$2.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARQ
Sold putSold callAH

Arq, Inc. Common Stock options

Live interpolated ARQ call and put midpoint premiums by absolute delta.Arq, Inc. Common Stock$0.02$0.71$1.40$2.09$2.78$1.50$2.03$2.55$3.08$3.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARQ spot · $2.49ARQ PRICE$0.09$0.10$0.11$0.12$0.40$0.71$1.02$1.33$1.65$1.96$2.27$2.58
Puts——
Calls——
Skew——
Implied moveBearish±$0.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.52142.3%45.2%
40Δ3.22120.3%33.4%
45Δ2.9198.3%21.6%2.58176.9%12.4%
50Δ2.6176.3%9.7%2.92196.5%11.3%
55Δ3.26216.0%10.2%
60Δ3.60235.5%9.1%
65Δ3.94255.0%8.0%
70Δ4.27274.6%6.9%
75Δ4.61294.1%5.9%
80Δ4.95313.6%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.52
IV
142.3%
B/E move
45.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.22
IV
120.3%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.91
IV
98.3%
B/E move
21.6%
Puts
Pseudo strike
2.58
IV
176.9%
B/E move
12.4%

50Δ

Calls
Pseudo strike
2.61
IV
76.3%
B/E move
9.7%
Puts
Pseudo strike
2.92
IV
196.5%
B/E move
11.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
216.0%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.60
IV
235.5%
B/E move
9.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.94
IV
255.0%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
274.6%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
294.1%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
313.6%
B/E move
4.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations