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MDA Space Ltd. MDA

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T14:02:51.615Z

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 · 2026-11-11T13:37:34.338565061Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:51.220704+00:00

Share price$31.60
1D+0.0%
$31.58$31.59$31.60$31.61$31.625:30 AM6:30 AM9:00 AM1:00 PMMDA
Sold putSold call

MDA Space Ltd. options

Live interpolated MDA call and put midpoint premiums by absolute delta.MDA Space Ltd.$0.07$2.56$5.04$7.53$10.02$24.35$27.99$31.64$35.29$38.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MDA spot · $31.60MDA PRICE$0.34$0.44$0.54$0.65$0.75$0.85$0.96$1.06$1.16$1.26$1.37$1.47$1.57$1.24$1.78$2.31$2.85$3.38$3.92$4.45$6.56$9.30
Puts——
CallsCheap0.41×
Skew——
Implied moveBearish±$3.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7862.6%11.1%
25Δ34.4360.2%10.3%
30Δ34.0757.8%9.5%
35Δ33.7255.4%8.7%30.5384.0%7.3%
40Δ33.3652.9%8.0%31.2490.3%6.8%
45Δ33.0150.5%7.2%31.9596.6%6.2%
50Δ32.6548.1%6.4%32.66103.0%5.6%
55Δ32.3045.7%5.6%33.37109.3%5.1%
60Δ31.9443.3%4.8%34.09115.6%4.5%
65Δ31.5940.9%4.0%34.80122.0%4.0%
70Δ31.2338.5%3.2%37.00145.4%3.7%
75Δ30.8836.1%2.4%39.80175.5%3.5%
80Δ30.5233.7%1.6%

20Δ

Calls
Pseudo strike
34.78
IV
62.6%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.43
IV
60.2%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.07
IV
57.8%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.72
IV
55.4%
B/E move
8.7%
Puts
Pseudo strike
30.53
IV
84.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
33.36
IV
52.9%
B/E move
8.0%
Puts
Pseudo strike
31.24
IV
90.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
33.01
IV
50.5%
B/E move
7.2%
Puts
Pseudo strike
31.95
IV
96.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
32.65
IV
48.1%
B/E move
6.4%
Puts
Pseudo strike
32.66
IV
103.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
32.30
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
33.37
IV
109.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
31.94
IV
43.3%
B/E move
4.8%
Puts
Pseudo strike
34.09
IV
115.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
31.59
IV
40.9%
B/E move
4.0%
Puts
Pseudo strike
34.80
IV
122.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
31.23
IV
38.5%
B/E move
3.2%
Puts
Pseudo strike
37.00
IV
145.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
30.88
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
39.80
IV
175.5%
B/E move
3.5%

80Δ

Calls
Pseudo strike
30.52
IV
33.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.79%
Daily EOD
MDA58.3%60.8%63.3%2026-10-19: 61.91%2026-10-20: 58.62%2026-10-21: 60.22%2026-10-22: 62.96%2026-10-23: 62.08%2026-10-26: 61.99%2026-10-27: 61.83%2026-10-28: 58.92%2026-10-29: 59.42%2026-10-30: 62.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.91%
58.62%
60.22%
62.96%
62.08%
61.99%
61.83%
58.92%
59.42%
62.79%