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Hudson Technologies, Inc. Common Stock HDSN

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T03:21:39.505Z

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 · 2026-11-11T23:01:03.073237922Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:39.100855+00:00

Share price$4.50
1D+0.2%
AH$4.41$4.44$4.46$4.49$4.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDSN
Sold putSold callAH

Hudson Technologies, Inc. Common Stock options

Live interpolated HDSN call and put midpoint premiums by absolute delta.Hudson Technologies, Inc. Common Stock$0.03$0.54$1.04$1.54$2.04$3.33$3.78$4.23$4.68$5.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HDSN spot · $4.50HDSN PRICE$0.16$0.19$0.22$0.26$0.29$0.32$0.36$0.39$0.42$0.46$0.09$0.16$0.24$0.31$0.38$0.46$0.53$0.60$0.68$0.88$1.32$1.73$1.90
PutsExpensive2.61×
Calls——
Skew——
Implied moveBearish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.0296.8%12.6%
25Δ4.13102.5%11.7%
30Δ4.25108.2%10.9%
35Δ4.8791.3%11.6%4.36113.9%10.0%
40Δ4.7988.6%10.6%4.47119.6%9.1%
45Δ4.7185.8%9.6%4.59125.3%8.2%
50Δ4.6383.1%8.6%4.70130.9%7.3%
55Δ4.5580.3%7.6%4.81136.6%6.5%
60Δ4.4777.6%6.6%4.93142.3%5.6%
65Δ4.3974.9%5.6%5.15158.3%4.9%
70Δ4.3272.1%4.6%5.61194.5%4.7%
75Δ4.2469.4%3.6%6.03221.9%4.3%
80Δ4.1666.6%2.6%6.25202.9%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
96.8%
B/E move
12.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
102.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
108.2%
B/E move
10.9%

35Δ

Calls
Pseudo strike
4.87
IV
91.3%
B/E move
11.6%
Puts
Pseudo strike
4.36
IV
113.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
4.79
IV
88.6%
B/E move
10.6%
Puts
Pseudo strike
4.47
IV
119.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
4.71
IV
85.8%
B/E move
9.6%
Puts
Pseudo strike
4.59
IV
125.3%
B/E move
8.2%

50Δ

Calls
Pseudo strike
4.63
IV
83.1%
B/E move
8.6%
Puts
Pseudo strike
4.70
IV
130.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
4.55
IV
80.3%
B/E move
7.6%
Puts
Pseudo strike
4.81
IV
136.6%
B/E move
6.5%

60Δ

Calls
Pseudo strike
4.47
IV
77.6%
B/E move
6.6%
Puts
Pseudo strike
4.93
IV
142.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
4.39
IV
74.9%
B/E move
5.6%
Puts
Pseudo strike
5.15
IV
158.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
4.32
IV
72.1%
B/E move
4.6%
Puts
Pseudo strike
5.61
IV
194.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
4.24
IV
69.4%
B/E move
3.6%
Puts
Pseudo strike
6.03
IV
221.9%
B/E move
4.3%

80Δ

Calls
Pseudo strike
4.16
IV
66.6%
B/E move
2.6%
Puts
Pseudo strike
6.25
IV
202.9%
B/E move
3.3%

Options history

IV · four-Friday blend153.30%
Daily close
HDSN43.4%102.4%161.4%2026-08-25: 51.56%2026-09-24: 68.91%2026-10-07: 76.21%2026-10-08: 87.20%2026-10-16: 66.33%2026-10-19: 67.29%2026-10-20: 59.49%2026-10-21: 67.95%2026-10-22: 72.35%2026-10-23: 65.22%2026-10-26: 71.68%2026-10-27: 78.01%2026-10-28: 79.29%2026-10-29: 153.30%Aug 25Oct 20Oct 29
14 observations2026-08-25 — 2026-10-29
Table
DateIV (%)
51.56%
68.91%
76.21%
87.20%
66.33%
67.29%
59.49%
67.95%
72.35%
65.22%
71.68%
78.01%
79.29%
153.30%