IsoEnergy Ltd. ISOU
ENERGY · URANIUMi
Market dataready · fetched 2026-10-22T16:53:59.116Z
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 · 2026-10-22T16:50:16.62572203Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:57.052155+00:00
Share price$8.18
1D-1.4%
Sold putSold call
IsoEnergy Ltd. options
PutsExpensive1.43×
CallsExpensive1.75×
SkewBullish-33.30 pp
Implied moveBearish±$2.94
TiltBearish25.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.81 | 192.7% | 36.1% | |||
| 25Δ | 18.67 | 252.6% | 136.1% | 6.45 | 165.7% | 29.0% |
| 30Δ | 16.84 | 276.2% | 116.2% | 7.09 | 138.7% | 22.0% |
| 35Δ | 14.24 | 239.6% | 85.2% | 7.66 | 122.8% | 16.9% |
| 40Δ | 13.19 | 220.5% | 73.3% | 8.10 | 126.3% | 15.3% |
| 45Δ | 12.13 | 201.4% | 61.4% | 8.54 | 129.9% | 13.7% |
| 50Δ | 11.08 | 182.3% | 49.5% | 8.98 | 133.5% | 12.0% |
| 55Δ | 10.02 | 163.2% | 37.6% | 9.43 | 137.0% | 10.4% |
| 60Δ | 8.96 | 144.1% | 25.6% | 9.87 | 140.6% | 8.8% |
| 65Δ | 7.91 | 125.1% | 13.7% | 10.86 | 154.6% | 7.7% |
| 70Δ | 7.14 | 128.2% | 8.4% | 12.08 | 173.2% | 6.8% |
| 75Δ | 6.55 | 145.4% | 7.3% | 15.59 | 226.6% | 6.5% |
| 80Δ | 5.97 | 162.6% | 6.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.81
- IV
- 192.7%
- B/E move
- 36.1%
25Δ
- Pseudo strike
- 18.67
- IV
- 252.6%
- B/E move
- 136.1%
- Pseudo strike
- 6.45
- IV
- 165.7%
- B/E move
- 29.0%
30Δ
- Pseudo strike
- 16.84
- IV
- 276.2%
- B/E move
- 116.2%
- Pseudo strike
- 7.09
- IV
- 138.7%
- B/E move
- 22.0%
35Δ
- Pseudo strike
- 14.24
- IV
- 239.6%
- B/E move
- 85.2%
- Pseudo strike
- 7.66
- IV
- 122.8%
- B/E move
- 16.9%
40Δ
- Pseudo strike
- 13.19
- IV
- 220.5%
- B/E move
- 73.3%
- Pseudo strike
- 8.10
- IV
- 126.3%
- B/E move
- 15.3%
45Δ
- Pseudo strike
- 12.13
- IV
- 201.4%
- B/E move
- 61.4%
- Pseudo strike
- 8.54
- IV
- 129.9%
- B/E move
- 13.7%
50Δ
- Pseudo strike
- 11.08
- IV
- 182.3%
- B/E move
- 49.5%
- Pseudo strike
- 8.98
- IV
- 133.5%
- B/E move
- 12.0%
55Δ
- Pseudo strike
- 10.02
- IV
- 163.2%
- B/E move
- 37.6%
- Pseudo strike
- 9.43
- IV
- 137.0%
- B/E move
- 10.4%
60Δ
- Pseudo strike
- 8.96
- IV
- 144.1%
- B/E move
- 25.6%
- Pseudo strike
- 9.87
- IV
- 140.6%
- B/E move
- 8.8%
65Δ
- Pseudo strike
- 7.91
- IV
- 125.1%
- B/E move
- 13.7%
- Pseudo strike
- 10.86
- IV
- 154.6%
- B/E move
- 7.7%
70Δ
- Pseudo strike
- 7.14
- IV
- 128.2%
- B/E move
- 8.4%
- Pseudo strike
- 12.08
- IV
- 173.2%
- B/E move
- 6.8%
75Δ
- Pseudo strike
- 6.55
- IV
- 145.4%
- B/E move
- 7.3%
- Pseudo strike
- 15.59
- IV
- 226.6%
- B/E move
- 6.5%
80Δ
- Pseudo strike
- 5.97
- IV
- 162.6%
- B/E move
- 6.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations