IntraAlpha
Create free account Start free

Materialise NV American Depositary Shares MTLS

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T00:50:42.407Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.80977539Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:45:10.688400+00:00

Share price$7.00
1D+0.4%
AH$6.84$6.89$6.95$7.00$7.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTLS
Sold putSold callAH

Materialise NV American Depositary Shares options

Live interpolated MTLS call and put midpoint premiums by absolute delta.Materialise NV American Depositary Shares$0.18$1.51$2.83$4.15$5.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMTLS PRICE$0.38$0.33$0.34$0.36$0.37$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.66$0.70$1.12$2.44$3.77$5.09
PutsExpensive1.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.61198.1%114.2%5.19136.5%31.3%
25Δ9.87120.2%45.7%5.45126.4%28.0%
30Δ9.14102.7%35.5%5.72116.3%24.8%
35Δ8.4185.2%25.3%5.98106.3%21.6%
40Δ7.6867.7%15.0%6.2596.2%18.3%
45Δ6.5286.1%15.1%
50Δ6.7876.0%11.9%
55Δ7.0566.0%8.6%
60Δ7.3155.9%5.4%
65Δ7.9154.3%3.0%
70Δ9.2672.5%2.6%
75Δ10.6190.8%2.1%
80Δ11.97109.0%1.7%

20Δ

Calls
Pseudo strike
14.61
IV
198.1%
B/E move
114.2%
Puts
Pseudo strike
5.19
IV
136.5%
B/E move
31.3%

25Δ

Calls
Pseudo strike
9.87
IV
120.2%
B/E move
45.7%
Puts
Pseudo strike
5.45
IV
126.4%
B/E move
28.0%

30Δ

Calls
Pseudo strike
9.14
IV
102.7%
B/E move
35.5%
Puts
Pseudo strike
5.72
IV
116.3%
B/E move
24.8%

35Δ

Calls
Pseudo strike
8.41
IV
85.2%
B/E move
25.3%
Puts
Pseudo strike
5.98
IV
106.3%
B/E move
21.6%

40Δ

Calls
Pseudo strike
7.68
IV
67.7%
B/E move
15.0%
Puts
Pseudo strike
6.25
IV
96.2%
B/E move
18.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.52
IV
86.1%
B/E move
15.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.78
IV
76.0%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.05
IV
66.0%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.31
IV
55.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
54.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
72.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.61
IV
90.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.97
IV
109.0%
B/E move
1.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations