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Ballard Power Systems, Inc. Common Shares BLDP

i

Market datapartial · fetched 2026-11-11T14:00:50.646Z

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 · 2026-11-11T13:54:12.913343691Z

FundamentalsAlpha Vantage · unavailable

Share price$1.51
1D-0.7%
$1.51$1.51$1.52$1.52$1.535:30 AM6:30 AM9:00 AM1:00 PMBLDP
Sold putSold call

Ballard Power Systems, Inc. Common Shares options

Live interpolated BLDP call and put midpoint premiums by absolute delta.Ballard Power Systems, Inc. Common Shares$0.03$0.12$0.22$0.31$0.41$1.15$1.34$1.54$1.73$1.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BLDP spot · $1.51BLDP PRICE$0.04$0.05$0.06$0.07$0.09$0.10$0.11$0.12$0.17$0.22$0.28$0.33$0.38$0.06$0.07$0.08$0.10$0.11$0.13$0.17$0.21$0.25$0.29$0.33$0.37
Puts——
CallsExpensive1.22×
Skew——
Implied moveBearish±$0.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.94147.5%30.7%1.16194.3%27.1%
25Δ1.87144.6%27.5%1.23182.9%23.3%
30Δ1.81141.6%24.2%1.30171.5%19.6%
35Δ1.75138.7%21.0%1.37160.1%15.9%
40Δ1.69135.8%17.7%1.44148.7%12.1%
45Δ1.63132.8%14.4%1.51138.7%8.8%
50Δ1.57129.9%11.2%1.56137.1%7.9%
55Δ1.51127.0%7.9%1.62135.5%7.0%
60Δ1.44133.9%6.8%1.67133.9%6.1%
65Δ1.38141.8%6.0%1.72132.4%5.2%
70Δ1.31149.7%5.1%1.78130.8%4.3%
75Δ1.24157.6%4.2%1.83129.2%3.4%
80Δ1.18165.5%3.4%

20Δ

Calls
Pseudo strike
1.94
IV
147.5%
B/E move
30.7%
Puts
Pseudo strike
1.16
IV
194.3%
B/E move
27.1%

25Δ

Calls
Pseudo strike
1.87
IV
144.6%
B/E move
27.5%
Puts
Pseudo strike
1.23
IV
182.9%
B/E move
23.3%

30Δ

Calls
Pseudo strike
1.81
IV
141.6%
B/E move
24.2%
Puts
Pseudo strike
1.30
IV
171.5%
B/E move
19.6%

35Δ

Calls
Pseudo strike
1.75
IV
138.7%
B/E move
21.0%
Puts
Pseudo strike
1.37
IV
160.1%
B/E move
15.9%

40Δ

Calls
Pseudo strike
1.69
IV
135.8%
B/E move
17.7%
Puts
Pseudo strike
1.44
IV
148.7%
B/E move
12.1%

45Δ

Calls
Pseudo strike
1.63
IV
132.8%
B/E move
14.4%
Puts
Pseudo strike
1.51
IV
138.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
1.57
IV
129.9%
B/E move
11.2%
Puts
Pseudo strike
1.56
IV
137.1%
B/E move
7.9%

55Δ

Calls
Pseudo strike
1.51
IV
127.0%
B/E move
7.9%
Puts
Pseudo strike
1.62
IV
135.5%
B/E move
7.0%

60Δ

Calls
Pseudo strike
1.44
IV
133.9%
B/E move
6.8%
Puts
Pseudo strike
1.67
IV
133.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
1.38
IV
141.8%
B/E move
6.0%
Puts
Pseudo strike
1.72
IV
132.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
1.31
IV
149.7%
B/E move
5.1%
Puts
Pseudo strike
1.78
IV
130.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
1.24
IV
157.6%
B/E move
4.2%
Puts
Pseudo strike
1.83
IV
129.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
1.18
IV
165.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.14%
Daily EOD
BLDP76.4%89.1%101.9%2026-10-19: 97.92%2026-10-20: 83.99%2026-10-21: 86.74%2026-10-22: 79.80%2026-10-23: 78.12%2026-10-26: 82.68%2026-10-27: 89.40%2026-10-28: 89.63%2026-10-30: 100.14%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
97.92%
83.99%
86.74%
79.80%
78.12%
82.68%
89.40%
89.63%
100.14%