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3D Systems Corporation DDD

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-12T02:59:10.514Z

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 · 2026-11-12T00:31:08.287710517Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:59:10.010187+00:00

Share price$1.82
1D-3.7%
AH$1.79$1.83$1.86$1.90$1.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDDD
Sold putSold callAH

3D Systems Corporation options

Live interpolated DDD call and put midpoint premiums by absolute delta.3D Systems Corporation$0.04$0.13$0.22$0.30$0.39$1.07$1.56$2.05$2.55$3.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DDD spot · $1.82DDD PRICE$0.05$0.06$0.07$0.08$0.11$0.14$0.17$0.20$0.24$0.27$0.30$0.33$0.37$0.05$0.07$0.08$0.09$0.10$0.12$0.13$0.14$0.15$0.16$0.18$0.19
Puts——
CallsExpensive1.12×
Skew——
Implied moveBullish±$0.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.46191.6%38.2%1.52156.7%19.7%
25Δ2.31168.9%30.2%1.56149.3%18.2%
30Δ2.15146.2%22.1%1.60141.8%16.6%
35Δ2.00123.6%14.0%1.64134.4%15.0%
40Δ1.95128.0%12.9%1.68126.9%13.4%
45Δ1.89132.5%11.7%1.72119.5%11.9%
50Δ1.84136.9%10.5%1.76112.0%10.3%
55Δ1.78141.4%9.3%1.80104.5%8.7%
60Δ1.73145.8%8.1%1.8497.1%7.2%
65Δ1.68150.3%6.9%1.8889.6%5.6%
70Δ1.62154.7%5.7%1.9282.2%4.0%
75Δ1.57159.2%4.5%1.9674.7%2.5%
80Δ1.51163.7%3.4%

20Δ

Calls
Pseudo strike
2.46
IV
191.6%
B/E move
38.2%
Puts
Pseudo strike
1.52
IV
156.7%
B/E move
19.7%

25Δ

Calls
Pseudo strike
2.31
IV
168.9%
B/E move
30.2%
Puts
Pseudo strike
1.56
IV
149.3%
B/E move
18.2%

30Δ

Calls
Pseudo strike
2.15
IV
146.2%
B/E move
22.1%
Puts
Pseudo strike
1.60
IV
141.8%
B/E move
16.6%

35Δ

Calls
Pseudo strike
2.00
IV
123.6%
B/E move
14.0%
Puts
Pseudo strike
1.64
IV
134.4%
B/E move
15.0%

40Δ

Calls
Pseudo strike
1.95
IV
128.0%
B/E move
12.9%
Puts
Pseudo strike
1.68
IV
126.9%
B/E move
13.4%

45Δ

Calls
Pseudo strike
1.89
IV
132.5%
B/E move
11.7%
Puts
Pseudo strike
1.72
IV
119.5%
B/E move
11.9%

50Δ

Calls
Pseudo strike
1.84
IV
136.9%
B/E move
10.5%
Puts
Pseudo strike
1.76
IV
112.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
1.78
IV
141.4%
B/E move
9.3%
Puts
Pseudo strike
1.80
IV
104.5%
B/E move
8.7%

60Δ

Calls
Pseudo strike
1.73
IV
145.8%
B/E move
8.1%
Puts
Pseudo strike
1.84
IV
97.1%
B/E move
7.2%

65Δ

Calls
Pseudo strike
1.68
IV
150.3%
B/E move
6.9%
Puts
Pseudo strike
1.88
IV
89.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
1.62
IV
154.7%
B/E move
5.7%
Puts
Pseudo strike
1.92
IV
82.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
1.57
IV
159.2%
B/E move
4.5%
Puts
Pseudo strike
1.96
IV
74.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
1.51
IV
163.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend102.49%
Daily EOD
DDD86.4%95.0%103.7%2026-10-19: 88.66%2026-10-20: 87.61%2026-10-21: 90.24%2026-10-22: 89.81%2026-10-23: 89.03%2026-10-26: 90.83%2026-10-27: 92.52%2026-10-28: 91.37%2026-10-29: 94.08%2026-10-30: 102.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.66%
87.61%
90.24%
89.81%
89.03%
90.83%
92.52%
91.37%
94.08%
102.49%