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Everspin Technologies, Inc. Common Stock MRAM

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Market datapartial · fetched 2026-10-22T21:10:11.261Z

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 · 2026-10-22T20:35:40.314444841Z

FundamentalsAlpha Vantage · unavailable

Share price$12.43
1D-3.6%
AH$12.23$12.43$12.62$12.82$13.015:30 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$0.06$2.89$5.73$8.56$11.40$7.56$10.90$14.24$17.58$20.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRAM spot · $12.43MRAM PRICE$0.36$0.47$0.59$0.74$0.90$1.05$1.21$1.37$1.64$1.91$2.18$2.46$2.73$0.48$0.67$0.86$1.05$1.25$1.44$1.70$1.97$2.23$2.49$2.75$4.42$10.58
PutsFair1.00×
CallsFair1.00×
SkewBearish+1.62 pp
Implied moveBearish±$2.91
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.82104.2%38.3%10.19101.4%21.9%
25Δ15.96102.7%32.2%10.65101.4%19.7%
30Δ15.10101.1%26.2%11.12101.3%17.4%
35Δ14.55100.7%23.0%11.59101.2%15.2%
40Δ14.05100.5%20.2%12.06101.1%13.0%
45Δ13.54100.2%17.4%12.53100.9%10.8%
50Δ13.03100.0%14.6%12.9698.4%9.5%
55Δ12.5299.7%11.8%13.3995.8%8.1%
60Δ12.0699.8%10.2%13.8193.3%6.8%
65Δ11.5999.9%8.6%14.2490.8%5.4%
70Δ11.13100.0%7.1%14.6788.3%4.1%
75Δ10.67100.1%5.6%16.4799.8%3.0%
80Δ10.20100.2%4.0%22.65156.4%2.9%

20Δ

Calls
Pseudo strike
16.82
IV
104.2%
B/E move
38.3%
Puts
Pseudo strike
10.19
IV
101.4%
B/E move
21.9%

25Δ

Calls
Pseudo strike
15.96
IV
102.7%
B/E move
32.2%
Puts
Pseudo strike
10.65
IV
101.4%
B/E move
19.7%

30Δ

Calls
Pseudo strike
15.10
IV
101.1%
B/E move
26.2%
Puts
Pseudo strike
11.12
IV
101.3%
B/E move
17.4%

35Δ

Calls
Pseudo strike
14.55
IV
100.7%
B/E move
23.0%
Puts
Pseudo strike
11.59
IV
101.2%
B/E move
15.2%

40Δ

Calls
Pseudo strike
14.05
IV
100.5%
B/E move
20.2%
Puts
Pseudo strike
12.06
IV
101.1%
B/E move
13.0%

45Δ

Calls
Pseudo strike
13.54
IV
100.2%
B/E move
17.4%
Puts
Pseudo strike
12.53
IV
100.9%
B/E move
10.8%

50Δ

Calls
Pseudo strike
13.03
IV
100.0%
B/E move
14.6%
Puts
Pseudo strike
12.96
IV
98.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
12.52
IV
99.7%
B/E move
11.8%
Puts
Pseudo strike
13.39
IV
95.8%
B/E move
8.1%

60Δ

Calls
Pseudo strike
12.06
IV
99.8%
B/E move
10.2%
Puts
Pseudo strike
13.81
IV
93.3%
B/E move
6.8%

65Δ

Calls
Pseudo strike
11.59
IV
99.9%
B/E move
8.6%
Puts
Pseudo strike
14.24
IV
90.8%
B/E move
5.4%

70Δ

Calls
Pseudo strike
11.13
IV
100.0%
B/E move
7.1%
Puts
Pseudo strike
14.67
IV
88.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.67
IV
100.1%
B/E move
5.6%
Puts
Pseudo strike
16.47
IV
99.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
10.20
IV
100.2%
B/E move
4.0%
Puts
Pseudo strike
22.65
IV
156.4%
B/E move
2.9%

Options history

No recorded observations