Hudson Technologies Inc HDSN
BASIC MATERIALS · SPECIALTY CHEMICALSi
Market dataready · fetched 2026-10-23T02:42:20.758Z
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 · 2026-10-22T20:00:00.811110629Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:39:25.823074+00:00
Share price$5.36
1D+1.5%
Sold putSold callAH
Hudson Technologies Inc options
PutsExpensive2.25×
CallsExpensive2.42×
SkewBullish-23.63 pp
Implied moveBearish±$1.14
TiltBearish23.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.12 | 223.3% | 113.0% | 3.74 | 216.2% | 37.4% |
| 25Δ | 9.28 | 203.0% | 79.8% | 4.29 | 150.7% | 25.9% |
| 30Δ | 9.10 | 207.5% | 77.8% | 4.84 | 85.2% | 14.3% |
| 35Δ | 6.91 | 144.3% | 36.6% | 5.11 | 68.7% | 10.3% |
| 40Δ | 6.63 | 132.7% | 31.8% | 5.28 | 72.2% | 9.4% |
| 45Δ | 6.34 | 121.0% | 27.0% | 5.44 | 75.8% | 8.5% |
| 50Δ | 6.06 | 109.3% | 22.2% | 5.60 | 79.3% | 7.6% |
| 55Δ | 5.77 | 97.7% | 17.5% | 5.76 | 82.9% | 6.7% |
| 60Δ | 5.49 | 86.0% | 12.7% | 5.92 | 86.5% | 5.8% |
| 65Δ | 5.20 | 74.3% | 7.9% | 6.17 | 91.1% | 4.9% |
| 70Δ | 4.91 | 71.2% | 4.4% | 6.51 | 96.6% | 4.1% |
| 75Δ | 4.60 | 89.3% | 4.1% | 6.85 | 102.1% | 3.3% |
| 80Δ | 4.29 | 107.4% | 3.8% | 8.56 | 152.7% | 3.3% |
20Δ
- Pseudo strike
- 11.12
- IV
- 223.3%
- B/E move
- 113.0%
- Pseudo strike
- 3.74
- IV
- 216.2%
- B/E move
- 37.4%
25Δ
- Pseudo strike
- 9.28
- IV
- 203.0%
- B/E move
- 79.8%
- Pseudo strike
- 4.29
- IV
- 150.7%
- B/E move
- 25.9%
30Δ
- Pseudo strike
- 9.10
- IV
- 207.5%
- B/E move
- 77.8%
- Pseudo strike
- 4.84
- IV
- 85.2%
- B/E move
- 14.3%
35Δ
- Pseudo strike
- 6.91
- IV
- 144.3%
- B/E move
- 36.6%
- Pseudo strike
- 5.11
- IV
- 68.7%
- B/E move
- 10.3%
40Δ
- Pseudo strike
- 6.63
- IV
- 132.7%
- B/E move
- 31.8%
- Pseudo strike
- 5.28
- IV
- 72.2%
- B/E move
- 9.4%
45Δ
- Pseudo strike
- 6.34
- IV
- 121.0%
- B/E move
- 27.0%
- Pseudo strike
- 5.44
- IV
- 75.8%
- B/E move
- 8.5%
50Δ
- Pseudo strike
- 6.06
- IV
- 109.3%
- B/E move
- 22.2%
- Pseudo strike
- 5.60
- IV
- 79.3%
- B/E move
- 7.6%
55Δ
- Pseudo strike
- 5.77
- IV
- 97.7%
- B/E move
- 17.5%
- Pseudo strike
- 5.76
- IV
- 82.9%
- B/E move
- 6.7%
60Δ
- Pseudo strike
- 5.49
- IV
- 86.0%
- B/E move
- 12.7%
- Pseudo strike
- 5.92
- IV
- 86.5%
- B/E move
- 5.8%
65Δ
- Pseudo strike
- 5.20
- IV
- 74.3%
- B/E move
- 7.9%
- Pseudo strike
- 6.17
- IV
- 91.1%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 4.91
- IV
- 71.2%
- B/E move
- 4.4%
- Pseudo strike
- 6.51
- IV
- 96.6%
- B/E move
- 4.1%
75Δ
- Pseudo strike
- 4.60
- IV
- 89.3%
- B/E move
- 4.1%
- Pseudo strike
- 6.85
- IV
- 102.1%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- 4.29
- IV
- 107.4%
- B/E move
- 3.8%
- Pseudo strike
- 8.56
- IV
- 152.7%
- B/E move
- 3.3%
Options history
No recorded observations