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Everspin Technologies, Inc. Common Stock MRAM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-12T02:11:47.659Z

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 · 2026-11-11T23:53:01.445908342Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:11:47.281976+00:00

Share price$13.23
1D-2.5%
AH$13.11$13.29$13.47$13.64$13.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRAM
Sold putSold callAH

Everspin Technologies, Inc. Common Stock options

Live interpolated MRAM call and put midpoint premiums by absolute delta.Everspin Technologies, Inc. Common Stock$0.16$0.83$1.51$2.19$2.86$8.95$11.00$13.05$15.10$17.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAM spot · $13.23MRAM PRICE$0.23$0.30$0.41$0.52$0.63$0.79$0.98$1.17$1.35$1.56$1.93$2.30$2.67$0.27$0.35$0.43$0.52$0.61$0.69$0.78$0.87$0.96$1.05$1.26$1.51$1.76
PutsCheap0.51×
CallsCheap0.85×
SkewBullish-41.89 pp
Implied moveBullish±$1.76
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.47105.0%18.7%11.62101.6%14.2%
25Δ15.00104.8%15.6%11.97100.3%12.2%
30Δ14.70108.9%14.2%12.3299.0%10.2%
35Δ14.41112.9%12.8%12.6196.6%8.6%
40Δ14.11117.0%11.4%12.8392.9%7.6%
45Δ13.79121.3%10.2%13.0589.2%6.6%
50Δ13.46125.7%9.2%13.2785.5%5.6%
55Δ13.13130.2%8.1%13.4981.9%4.6%
60Δ12.80134.6%7.0%13.7178.2%3.6%
65Δ12.46139.5%5.9%13.9474.5%2.6%
70Δ11.98148.7%5.1%14.2274.7%2.0%
75Δ11.49157.9%4.2%14.5376.4%1.6%
80Δ11.01167.0%3.4%14.8478.2%1.2%

20Δ

Calls
Pseudo strike
15.47
IV
105.0%
B/E move
18.7%
Puts
Pseudo strike
11.62
IV
101.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
15.00
IV
104.8%
B/E move
15.6%
Puts
Pseudo strike
11.97
IV
100.3%
B/E move
12.2%

30Δ

Calls
Pseudo strike
14.70
IV
108.9%
B/E move
14.2%
Puts
Pseudo strike
12.32
IV
99.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
14.41
IV
112.9%
B/E move
12.8%
Puts
Pseudo strike
12.61
IV
96.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
14.11
IV
117.0%
B/E move
11.4%
Puts
Pseudo strike
12.83
IV
92.9%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.79
IV
121.3%
B/E move
10.2%
Puts
Pseudo strike
13.05
IV
89.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
13.46
IV
125.7%
B/E move
9.2%
Puts
Pseudo strike
13.27
IV
85.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
13.13
IV
130.2%
B/E move
8.1%
Puts
Pseudo strike
13.49
IV
81.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
12.80
IV
134.6%
B/E move
7.0%
Puts
Pseudo strike
13.71
IV
78.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
12.46
IV
139.5%
B/E move
5.9%
Puts
Pseudo strike
13.94
IV
74.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
11.98
IV
148.7%
B/E move
5.1%
Puts
Pseudo strike
14.22
IV
74.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
11.49
IV
157.9%
B/E move
4.2%
Puts
Pseudo strike
14.53
IV
76.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
11.01
IV
167.0%
B/E move
3.4%
Puts
Pseudo strike
14.84
IV
78.2%
B/E move
1.2%

Options history

IV · four-Friday blend86.73%
Daily EOD
MRAM86.1%90.9%95.8%2026-10-19: 91.21%2026-10-20: 92.20%2026-10-21: 90.66%2026-10-22: 93.03%2026-10-23: 92.60%2026-10-26: 95.12%2026-10-27: 94.19%2026-10-28: 93.09%2026-10-29: 88.78%2026-10-30: 86.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
91.21%
92.20%
90.66%
93.03%
92.60%
95.12%
94.19%
93.09%
88.78%
86.73%