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Terrestrial Energy Inc IMSR

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-16T01:52:57.160Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:14.824154647Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:52:56.253914+00:00

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

Share price$3.26
1D+10.4%
AH$2.78$2.90$3.03$3.15$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$0.01$1.19$2.37$3.56$4.74$1.52$2.61$3.69$4.77$5.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMSR spot · $3.26IMSR PRICE$0.13$0.18$0.22$0.26$0.30$0.34$0.39$0.43$0.47$0.51$0.56$0.60$0.64$0.22$0.36$0.51$0.65$0.80$0.94$1.09$1.23$1.37$1.52$1.66$1.81$4.40
PutsExpensive1.20×
CallsCheap0.72×
SkewBearish+59.98 pp
Implied moveBearish±$1.47
TiltBearish53.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6480.1%46.6%2.67103.8%24.8%
25Δ4.5078.3%43.5%2.87107.0%23.0%
30Δ4.3676.4%40.5%3.08110.1%21.2%
35Δ4.2274.5%37.5%3.28113.2%19.3%
40Δ4.0772.6%34.4%3.48116.3%17.5%
45Δ3.9370.7%31.4%3.69119.5%15.7%
50Δ3.7968.9%28.4%3.89122.6%13.9%
55Δ3.6567.0%25.4%4.09125.7%12.1%
60Δ3.5165.1%22.3%4.29128.8%10.3%
65Δ3.3763.2%19.3%4.50132.0%8.5%
70Δ3.2361.3%16.3%4.70135.1%6.7%
75Δ3.0959.5%13.2%4.90138.2%4.9%
80Δ2.9557.6%10.2%7.50222.7%4.8%

20Δ

Calls
Pseudo strike
4.64
IV
80.1%
B/E move
46.6%
Puts
Pseudo strike
2.67
IV
103.8%
B/E move
24.8%

25Δ

Calls
Pseudo strike
4.50
IV
78.3%
B/E move
43.5%
Puts
Pseudo strike
2.87
IV
107.0%
B/E move
23.0%

30Δ

Calls
Pseudo strike
4.36
IV
76.4%
B/E move
40.5%
Puts
Pseudo strike
3.08
IV
110.1%
B/E move
21.2%

35Δ

Calls
Pseudo strike
4.22
IV
74.5%
B/E move
37.5%
Puts
Pseudo strike
3.28
IV
113.2%
B/E move
19.3%

40Δ

Calls
Pseudo strike
4.07
IV
72.6%
B/E move
34.4%
Puts
Pseudo strike
3.48
IV
116.3%
B/E move
17.5%

45Δ

Calls
Pseudo strike
3.93
IV
70.7%
B/E move
31.4%
Puts
Pseudo strike
3.69
IV
119.5%
B/E move
15.7%

50Δ

Calls
Pseudo strike
3.79
IV
68.9%
B/E move
28.4%
Puts
Pseudo strike
3.89
IV
122.6%
B/E move
13.9%

55Δ

Calls
Pseudo strike
3.65
IV
67.0%
B/E move
25.4%
Puts
Pseudo strike
4.09
IV
125.7%
B/E move
12.1%

60Δ

Calls
Pseudo strike
3.51
IV
65.1%
B/E move
22.3%
Puts
Pseudo strike
4.29
IV
128.8%
B/E move
10.3%

65Δ

Calls
Pseudo strike
3.37
IV
63.2%
B/E move
19.3%
Puts
Pseudo strike
4.50
IV
132.0%
B/E move
8.5%

70Δ

Calls
Pseudo strike
3.23
IV
61.3%
B/E move
16.3%
Puts
Pseudo strike
4.70
IV
135.1%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.09
IV
59.5%
B/E move
13.2%
Puts
Pseudo strike
4.90
IV
138.2%
B/E move
4.9%

80Δ

Calls
Pseudo strike
2.95
IV
57.6%
B/E move
10.2%
Puts
Pseudo strike
7.50
IV
222.7%
B/E move
4.8%

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.