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908 Devices Inc. Common Stock MASS

i

Market dataready · fetched 2026-11-11T14:02:44.684Z

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 · 2026-11-10T21:00:00.734308264Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:02:44.313991+00:00

Share price$9.99
1D-11.9%
AH$9.71$10.15$10.59$11.02$11.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMASS
Sold putSold callAH

908 Devices Inc. Common Stock options

Live interpolated MASS call and put midpoint premiums by absolute delta.908 Devices Inc. Common Stock$0.19$1.92$3.64$5.37$7.10$6.19$8.24$10.30$12.35$14.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MASS spot · $9.98MASS PRICE$0.38$0.38$0.53$0.70$0.88$1.05$1.22$1.39$1.65$2.00$2.34$2.68$3.02$0.41$0.43$0.44$0.46$0.48$0.49$0.94$1.88$2.83$3.77$4.71$5.66$6.60
PutsExpensive1.60×
CallsExpensive2.24×
SkewBullish-39.14 pp
Implied moveBullish±$2.16
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.32253.4%57.2%6.45326.8%39.6%
25Δ12.75182.7%31.4%7.09282.2%33.3%
30Δ12.15183.7%27.0%7.73237.5%27.0%
35Δ11.76192.8%24.8%8.37192.8%20.8%
40Δ11.36202.0%22.6%9.01148.1%14.5%
45Δ10.97211.1%20.4%9.66103.5%8.2%
50Δ10.58220.2%18.2%10.4591.0%4.7%
55Δ10.19229.4%16.0%11.43115.8%4.4%
60Δ9.72238.4%13.9%12.41140.6%4.1%
65Δ9.19247.5%12.0%13.38165.4%3.7%
70Δ8.66256.5%10.1%14.36190.2%3.4%
75Δ8.12265.5%8.2%15.33215.0%3.1%
80Δ7.59274.5%6.2%16.31239.8%2.8%

20Δ

Calls
Pseudo strike
15.32
IV
253.4%
B/E move
57.2%
Puts
Pseudo strike
6.45
IV
326.8%
B/E move
39.6%

25Δ

Calls
Pseudo strike
12.75
IV
182.7%
B/E move
31.4%
Puts
Pseudo strike
7.09
IV
282.2%
B/E move
33.3%

30Δ

Calls
Pseudo strike
12.15
IV
183.7%
B/E move
27.0%
Puts
Pseudo strike
7.73
IV
237.5%
B/E move
27.0%

35Δ

Calls
Pseudo strike
11.76
IV
192.8%
B/E move
24.8%
Puts
Pseudo strike
8.37
IV
192.8%
B/E move
20.8%

40Δ

Calls
Pseudo strike
11.36
IV
202.0%
B/E move
22.6%
Puts
Pseudo strike
9.01
IV
148.1%
B/E move
14.5%

45Δ

Calls
Pseudo strike
10.97
IV
211.1%
B/E move
20.4%
Puts
Pseudo strike
9.66
IV
103.5%
B/E move
8.2%

50Δ

Calls
Pseudo strike
10.58
IV
220.2%
B/E move
18.2%
Puts
Pseudo strike
10.45
IV
91.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
10.19
IV
229.4%
B/E move
16.0%
Puts
Pseudo strike
11.43
IV
115.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
9.72
IV
238.4%
B/E move
13.9%
Puts
Pseudo strike
12.41
IV
140.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
9.19
IV
247.5%
B/E move
12.0%
Puts
Pseudo strike
13.38
IV
165.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
8.66
IV
256.5%
B/E move
10.1%
Puts
Pseudo strike
14.36
IV
190.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
8.12
IV
265.5%
B/E move
8.2%
Puts
Pseudo strike
15.33
IV
215.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.59
IV
274.5%
B/E move
6.2%
Puts
Pseudo strike
16.31
IV
239.8%
B/E move
2.8%

Options history

IV · four-Friday blend92.42%
Daily EOD
MASS66.5%80.4%94.3%2026-10-19: 80.95%2026-10-20: 68.42%2026-10-21: 72.53%2026-10-22: 77.10%2026-10-23: 74.07%2026-10-26: 76.31%2026-10-27: 79.94%2026-10-28: 72.12%2026-10-29: 71.87%2026-10-30: 92.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.95%
68.42%
72.53%
77.10%
74.07%
76.31%
79.94%
72.12%
71.87%
92.42%