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MDA Space Ltd. MDA

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-22T11:50:40.001Z

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 · 2026-10-22T11:23:08.800550551Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:50:38.298914+00:00

Share price$28.03
1D
Price history unavailable.

MDA Space Ltd. options

Live interpolated MDA call and put midpoint premiums by absolute delta.MDA Space Ltd.$0.48$1.88$3.28$4.68$6.08$21.13$24.73$28.33$31.93$35.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDA spot · $28.03MDA PRICE$0.64$0.87$1.11$1.34$1.58$1.89$2.29$2.69$3.08$3.48$3.88$4.45$5.68$0.82$0.81$1.06$1.31$1.57$1.82$2.08$2.33$2.58
PutsCheap0.86×
CallsExpensive1.15×
SkewBullish-16.89 pp
Implied moveBullish±$4.36
TiltBullish39.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8067.0%22.9%23.4888.1%19.2%
25Δ32.9669.4%20.7%25.3759.7%12.4%
30Δ32.1271.8%18.5%25.9658.8%11.2%
35Δ31.2874.2%16.4%26.5557.8%10.0%
40Δ30.4476.5%14.2%27.1456.9%8.8%
45Δ29.6277.8%12.4%27.7355.9%7.6%
50Δ28.8277.9%11.0%28.3155.0%6.4%
55Δ28.0378.0%9.6%28.9054.0%5.2%
60Δ27.2378.1%8.2%29.4953.0%4.0%
65Δ26.4378.1%6.7%
70Δ25.6478.2%5.3%
75Δ24.7280.4%4.1%
80Δ23.3290.9%3.5%

20Δ

Calls
Pseudo strike
33.80
IV
67.0%
B/E move
22.9%
Puts
Pseudo strike
23.48
IV
88.1%
B/E move
19.2%

25Δ

Calls
Pseudo strike
32.96
IV
69.4%
B/E move
20.7%
Puts
Pseudo strike
25.37
IV
59.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
32.12
IV
71.8%
B/E move
18.5%
Puts
Pseudo strike
25.96
IV
58.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
31.28
IV
74.2%
B/E move
16.4%
Puts
Pseudo strike
26.55
IV
57.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
30.44
IV
76.5%
B/E move
14.2%
Puts
Pseudo strike
27.14
IV
56.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
29.62
IV
77.8%
B/E move
12.4%
Puts
Pseudo strike
27.73
IV
55.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
28.82
IV
77.9%
B/E move
11.0%
Puts
Pseudo strike
28.31
IV
55.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
28.03
IV
78.0%
B/E move
9.6%
Puts
Pseudo strike
28.90
IV
54.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
27.23
IV
78.1%
B/E move
8.2%
Puts
Pseudo strike
29.49
IV
53.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.43
IV
78.1%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.64
IV
78.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.72
IV
80.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.32
IV
90.9%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations