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MDA Space Ltd. MDA

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-22T23:07:01.571Z

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 · 2026-10-22T23:00:00.00189747Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:59:05.679828+00:00

Share price$26.80
1D-3.6%
AH$26.12$26.73$27.34$27.95$28.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDA
Sold putSold callAH

MDA Space Ltd. options

Live interpolated MDA call and put midpoint premiums by absolute delta.MDA Space Ltd.$0.50$3.67$6.84$10.01$13.18$19.34$23.35$27.35$31.36$35.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDA spot · $26.80MDA PRICE$0.85$1.08$1.31$1.55$1.78$2.07$2.35$2.64$2.93$3.21$3.75$4.47$5.19$1.34$1.79$0.88$1.29$1.70$2.11$2.53$2.94$3.35$3.76$5.15$8.71$12.27
PutsExpensive1.18×
CallsExpensive1.46×
SkewBullish-14.67 pp
Implied moveBearish±$4.88
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.21116.0%45.7%21.10129.7%26.3%
25Δ36.10110.9%38.7%22.46130.3%22.9%
30Δ33.98105.8%31.7%25.2351.7%9.1%
35Δ31.86100.7%24.7%25.8553.7%8.4%
40Δ29.8995.8%18.2%26.4755.8%7.6%
45Δ28.9992.5%15.9%27.0957.9%6.8%
50Δ28.0889.2%13.6%27.7159.9%6.0%
55Δ27.1785.9%11.2%28.3362.0%5.3%
60Δ26.2782.6%8.9%28.9564.1%4.5%
65Δ25.3679.3%6.6%29.5766.1%3.7%
70Δ24.4380.2%5.2%31.1274.3%3.1%
75Δ23.4783.8%4.3%34.7596.2%2.8%
80Δ22.5287.5%3.4%38.39118.1%2.5%

20Δ

Calls
Pseudo strike
38.21
IV
116.0%
B/E move
45.7%
Puts
Pseudo strike
21.10
IV
129.7%
B/E move
26.3%

25Δ

Calls
Pseudo strike
36.10
IV
110.9%
B/E move
38.7%
Puts
Pseudo strike
22.46
IV
130.3%
B/E move
22.9%

30Δ

Calls
Pseudo strike
33.98
IV
105.8%
B/E move
31.7%
Puts
Pseudo strike
25.23
IV
51.7%
B/E move
9.1%

35Δ

Calls
Pseudo strike
31.86
IV
100.7%
B/E move
24.7%
Puts
Pseudo strike
25.85
IV
53.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
29.89
IV
95.8%
B/E move
18.2%
Puts
Pseudo strike
26.47
IV
55.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
28.99
IV
92.5%
B/E move
15.9%
Puts
Pseudo strike
27.09
IV
57.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
28.08
IV
89.2%
B/E move
13.6%
Puts
Pseudo strike
27.71
IV
59.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
27.17
IV
85.9%
B/E move
11.2%
Puts
Pseudo strike
28.33
IV
62.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
26.27
IV
82.6%
B/E move
8.9%
Puts
Pseudo strike
28.95
IV
64.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
25.36
IV
79.3%
B/E move
6.6%
Puts
Pseudo strike
29.57
IV
66.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
24.43
IV
80.2%
B/E move
5.2%
Puts
Pseudo strike
31.12
IV
74.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
23.47
IV
83.8%
B/E move
4.3%
Puts
Pseudo strike
34.75
IV
96.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
22.52
IV
87.5%
B/E move
3.4%
Puts
Pseudo strike
38.39
IV
118.1%
B/E move
2.5%

Options history

No recorded observations