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Everspin Technologies, Inc. Common Stock MRAM

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Market datapartial · fetched 2026-10-22T16:01:47.216Z

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 · 2026-10-22T16:01:20.095184481Z

FundamentalsAlpha Vantage · unavailable

Share price$12.61
1D-2.4%
$12.34$12.51$12.67$12.84$13.005:30 AM6:30 AM9:00 AM1:00 PMMRAM
Sold putSold call

Everspin Technologies, Inc. Common Stock options

Live interpolated MRAM call and put midpoint premiums by absolute delta.Everspin Technologies, Inc. Common Stock$0.23$1.40$2.57$3.74$4.91$7.65$10.97$14.28$17.60$20.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAM spot · $12.61MRAM PRICE$0.36$0.47$0.59$0.73$0.90$1.07$1.23$1.40$1.79$2.36$2.93$3.50$4.04$0.50$0.69$0.89$1.08$1.27$1.53$1.86$2.18$2.51$2.83$3.30$3.94$4.58
PutsFair0.99×
CallsExpensive1.14×
SkewBullish-13.88 pp
Implied moveBearish±$3.09
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.89101.2%36.8%10.31102.3%22.2%
25Δ16.09100.0%31.3%10.79102.5%19.9%
30Δ15.2898.9%25.8%11.28102.6%17.6%
35Δ14.6898.6%22.2%11.76102.8%15.3%
40Δ14.1998.8%19.7%12.25103.0%13.0%
45Δ13.7099.1%17.1%12.74102.9%11.1%
50Δ13.2199.3%14.5%13.24102.5%9.7%
55Δ12.7299.5%12.0%13.74102.0%8.3%
60Δ12.15109.5%10.5%14.24101.6%6.9%
65Δ11.51127.4%10.0%14.74101.2%5.6%
70Δ10.87145.4%9.4%15.36100.9%4.4%
75Δ10.22163.3%8.8%16.12100.9%3.4%
80Δ9.49165.6%7.3%16.88100.9%2.5%

20Δ

Calls
Pseudo strike
16.89
IV
101.2%
B/E move
36.8%
Puts
Pseudo strike
10.31
IV
102.3%
B/E move
22.2%

25Δ

Calls
Pseudo strike
16.09
IV
100.0%
B/E move
31.3%
Puts
Pseudo strike
10.79
IV
102.5%
B/E move
19.9%

30Δ

Calls
Pseudo strike
15.28
IV
98.9%
B/E move
25.8%
Puts
Pseudo strike
11.28
IV
102.6%
B/E move
17.6%

35Δ

Calls
Pseudo strike
14.68
IV
98.6%
B/E move
22.2%
Puts
Pseudo strike
11.76
IV
102.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
14.19
IV
98.8%
B/E move
19.7%
Puts
Pseudo strike
12.25
IV
103.0%
B/E move
13.0%

45Δ

Calls
Pseudo strike
13.70
IV
99.1%
B/E move
17.1%
Puts
Pseudo strike
12.74
IV
102.9%
B/E move
11.1%

50Δ

Calls
Pseudo strike
13.21
IV
99.3%
B/E move
14.5%
Puts
Pseudo strike
13.24
IV
102.5%
B/E move
9.7%

55Δ

Calls
Pseudo strike
12.72
IV
99.5%
B/E move
12.0%
Puts
Pseudo strike
13.74
IV
102.0%
B/E move
8.3%

60Δ

Calls
Pseudo strike
12.15
IV
109.5%
B/E move
10.5%
Puts
Pseudo strike
14.24
IV
101.6%
B/E move
6.9%

65Δ

Calls
Pseudo strike
11.51
IV
127.4%
B/E move
10.0%
Puts
Pseudo strike
14.74
IV
101.2%
B/E move
5.6%

70Δ

Calls
Pseudo strike
10.87
IV
145.4%
B/E move
9.4%
Puts
Pseudo strike
15.36
IV
100.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.22
IV
163.3%
B/E move
8.8%
Puts
Pseudo strike
16.12
IV
100.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.49
IV
165.6%
B/E move
7.3%
Puts
Pseudo strike
16.88
IV
100.9%
B/E move
2.5%

Options history

No recorded observations