Share price$1.53
1D-0.7%
Sold putSold callAH
Ballard Power Systems, Inc. Common Shares BLDP
i
Market datapartial · fetched 2026-10-22T04:21:18.574Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:04:53.257155757Z
FundamentalsAlpha Vantage · unavailable
Ballard Power Systems, Inc. Common Shares options
PutsExpensive2.81×
CallsExpensive2.53×
SkewBearish+45.77 pp
Implied moveBearish±$2.15
TiltBearish86.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.66 | 346.8% | 342.2% | |||
| 25Δ | 6.00 | 310.0% | 298.7% | |||
| 30Δ | 5.33 | 273.3% | 255.2% | |||
| 35Δ | 4.66 | 236.5% | 211.7% | |||
| 40Δ | 3.99 | 199.8% | 168.2% | |||
| 45Δ | 3.32 | 163.0% | 124.8% | 2.30 | 95.1% | 8.0% |
| 50Δ | 2.65 | 126.3% | 81.3% | 3.45 | 132.8% | 7.3% |
| 55Δ | 1.99 | 89.5% | 37.8% | 4.59 | 170.5% | 6.6% |
| 60Δ | 1.46 | 70.0% | 6.0% | 5.73 | 208.1% | 5.9% |
| 65Δ | 1.33 | 96.0% | 5.4% | 6.87 | 245.8% | 5.2% |
| 70Δ | 1.20 | 122.0% | 4.8% | 8.02 | 283.4% | 4.4% |
| 75Δ | 1.07 | 148.0% | 4.1% | 9.16 | 321.1% | 3.7% |
| 80Δ | 0.94 | 174.0% | 3.5% | 10.30 | 358.8% | 3.0% |
20Δ
- Pseudo strike
- 6.66
- IV
- 346.8%
- B/E move
- 342.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.00
- IV
- 310.0%
- B/E move
- 298.7%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.33
- IV
- 273.3%
- B/E move
- 255.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.66
- IV
- 236.5%
- B/E move
- 211.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 3.99
- IV
- 199.8%
- B/E move
- 168.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.32
- IV
- 163.0%
- B/E move
- 124.8%
- Pseudo strike
- 2.30
- IV
- 95.1%
- B/E move
- 8.0%
50Δ
- Pseudo strike
- 2.65
- IV
- 126.3%
- B/E move
- 81.3%
- Pseudo strike
- 3.45
- IV
- 132.8%
- B/E move
- 7.3%
55Δ
- Pseudo strike
- 1.99
- IV
- 89.5%
- B/E move
- 37.8%
- Pseudo strike
- 4.59
- IV
- 170.5%
- B/E move
- 6.6%
60Δ
- Pseudo strike
- 1.46
- IV
- 70.0%
- B/E move
- 6.0%
- Pseudo strike
- 5.73
- IV
- 208.1%
- B/E move
- 5.9%
65Δ
- Pseudo strike
- 1.33
- IV
- 96.0%
- B/E move
- 5.4%
- Pseudo strike
- 6.87
- IV
- 245.8%
- B/E move
- 5.2%
70Δ
- Pseudo strike
- 1.20
- IV
- 122.0%
- B/E move
- 4.8%
- Pseudo strike
- 8.02
- IV
- 283.4%
- B/E move
- 4.4%
75Δ
- Pseudo strike
- 1.07
- IV
- 148.0%
- B/E move
- 4.1%
- Pseudo strike
- 9.16
- IV
- 321.1%
- B/E move
- 3.7%
80Δ
- Pseudo strike
- 0.94
- IV
- 174.0%
- B/E move
- 3.5%
- Pseudo strike
- 10.30
- IV
- 358.8%
- B/E move
- 3.0%
Options history
No recorded observations