IntraAlpha
Create free account Start free

Terrestrial Energy Inc. IMSR

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-31T05:20:05.562Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-30T23:07:30.40744722Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T05:20:05.870867+00:00

Research2026-08-31 · 3 entries · 0 trades · 0 option records · 210 price bars

Share price$3.12
1D+1.6%
AH$3.01$3.08$3.14$3.20$3.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMSR
Sold putSold callAH

Terrestrial Energy Inc. options

Live interpolated IMSR call and put midpoint premiums by absolute delta.Terrestrial Energy Inc.$0.00$3.93$7.86$11.79$15.72$-0.78$0.60$1.98$3.36$4.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMSR spot · $3.12IMSR PRICE$0.13$0.18$0.23$0.28$0.34$0.39$0.44$0.49$0.54$0.59$0.64$0.69$0.74$0.69$2.06$3.43$4.80$6.17$7.54$8.91$11.14$14.57$13.73$12.89$10.71$4.84
PutsExpensive3.78×
CallsExpensive1.16×
SkewBearish+308.26 pp
Implied moveBearish±$9.35
TiltBearish89.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.79156.5%57.8%3.08153.8%23.3%
25Δ4.60154.7%53.4%4.44225.6%23.7%
30Δ4.41153.0%49.0%5.79297.5%24.1%
35Δ4.23151.3%44.5%7.15369.3%24.6%
40Δ4.04149.6%40.1%8.51441.2%25.0%
45Δ3.85147.9%35.7%9.86513.0%25.4%
50Δ3.66146.1%31.3%11.22584.9%25.9%
55Δ3.47144.4%26.8%13.44664.9%26.3%
60Δ3.28142.7%22.4%16.96676.2%23.2%
65Δ3.09141.0%18.0%16.25621.1%19.1%
70Δ2.90139.3%13.6%15.54565.9%15.0%
75Δ2.71137.5%9.1%13.50480.5%10.6%
80Δ2.52135.8%4.7%7.79313.6%5.4%

20Δ

Calls
Pseudo strike
4.79
IV
156.5%
B/E move
57.8%
Puts
Pseudo strike
3.08
IV
153.8%
B/E move
23.3%

25Δ

Calls
Pseudo strike
4.60
IV
154.7%
B/E move
53.4%
Puts
Pseudo strike
4.44
IV
225.6%
B/E move
23.7%

30Δ

Calls
Pseudo strike
4.41
IV
153.0%
B/E move
49.0%
Puts
Pseudo strike
5.79
IV
297.5%
B/E move
24.1%

35Δ

Calls
Pseudo strike
4.23
IV
151.3%
B/E move
44.5%
Puts
Pseudo strike
7.15
IV
369.3%
B/E move
24.6%

40Δ

Calls
Pseudo strike
4.04
IV
149.6%
B/E move
40.1%
Puts
Pseudo strike
8.51
IV
441.2%
B/E move
25.0%

45Δ

Calls
Pseudo strike
3.85
IV
147.9%
B/E move
35.7%
Puts
Pseudo strike
9.86
IV
513.0%
B/E move
25.4%

50Δ

Calls
Pseudo strike
3.66
IV
146.1%
B/E move
31.3%
Puts
Pseudo strike
11.22
IV
584.9%
B/E move
25.9%

55Δ

Calls
Pseudo strike
3.47
IV
144.4%
B/E move
26.8%
Puts
Pseudo strike
13.44
IV
664.9%
B/E move
26.3%

60Δ

Calls
Pseudo strike
3.28
IV
142.7%
B/E move
22.4%
Puts
Pseudo strike
16.96
IV
676.2%
B/E move
23.2%

65Δ

Calls
Pseudo strike
3.09
IV
141.0%
B/E move
18.0%
Puts
Pseudo strike
16.25
IV
621.1%
B/E move
19.1%

70Δ

Calls
Pseudo strike
2.90
IV
139.3%
B/E move
13.6%
Puts
Pseudo strike
15.54
IV
565.9%
B/E move
15.0%

75Δ

Calls
Pseudo strike
2.71
IV
137.5%
B/E move
9.1%
Puts
Pseudo strike
13.50
IV
480.5%
B/E move
10.6%

80Δ

Calls
Pseudo strike
2.52
IV
135.8%
B/E move
4.7%
Puts
Pseudo strike
7.79
IV
313.6%
B/E move
5.4%

Options history

IMSR102.29115.78129.282026-08-03: 127.41%2026-08-04: 126.22%2026-09-01: 104.15%Aug 3Sep 1
Table
DateIV
127.41%
126.22%
104.15%

Company coverage

Moat

Wide

First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features including temperatu…

Physical assets

Strong (Developing)

Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear reactors are location-s…

Software / hardware

Software10%
Hardware90%

Growth. First NRC-approved molten salt reactor design enters pilot deployment (TETRA, July 2026 criticality target), positioning IMSR to capture the $100B+ advanced reactor market. Primary assets. NRC Safety Eval approval (first molten salt reactor)…

Latest entries
  1. manual · sw-hw

    Growth. First NRC-approved molten salt reactor design enters pilot deployment (TETRA, July 2026 criticality target), positioning IMSR to capture the $100B+ advanced reactor market. Primary assets. NRC Safety Eval approval (first…

  2. manual · physical-assets

    Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear rea…

  3. manual · moat

    First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features…

Recent records
Action Type Relative size

Notes

Full portfolio moat / asset analysis

First-ever NRC Safety Evaluation approval for a commercial molten salt reactor design, establishing regulatory precedent. Canadian CNSC completed Vendor Design Review with "no fundamental barriers to licensing." Patented features including temperature as inherent power control mechanism. Decade-plus of engineering development, DOE partnership (Project TETRA…

Full portfolio moat / asset analysis

Project TETRA (full-scale pilot reactor, target criticality July 2026) and Project Tefla (dedicated fuel salt production pilot facility). Once commercialized, IMSR plants represent uniquely defensible infrastructure — nuclear reactors are location-specific, capital-intensive, 40+ year productive assets.