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Plug Power, Inc. Common Stock PLUG

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-10T22:17:08.310Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:16:44.984121676Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:17:07.779605+00:00

Share price$1.37
1D-10.5%
AH$1.35$1.40$1.45$1.49$1.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLUG
Sold putSold callAH

Plug Power, Inc. Common Stock options

Live interpolated PLUG call and put midpoint premiums by absolute delta.Plug Power, Inc. Common Stock$0.01$0.05$0.10$0.14$0.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ 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 PRICEPLUG PRICE$0.01$0.03$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.14$0.17
PutsExpensive1.08×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.50113.5%10.9%1.10194.8%21.9%
25Δ1.14188.0%20.1%
30Δ1.17181.2%18.4%
35Δ1.20174.4%16.6%
40Δ1.24167.6%14.9%
45Δ1.27160.8%13.2%
50Δ1.30153.9%11.4%
55Δ1.34147.1%9.7%
60Δ1.37140.3%7.9%
65Δ1.40133.5%6.2%
70Δ1.44126.7%4.4%
75Δ1.47119.9%2.7%
80Δ1.52122.0%1.1%

20Δ

Calls
Pseudo strike
1.50
IV
113.5%
B/E move
10.9%
Puts
Pseudo strike
1.10
IV
194.8%
B/E move
21.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
188.0%
B/E move
20.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
181.2%
B/E move
18.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.20
IV
174.4%
B/E move
16.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
167.6%
B/E move
14.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
160.8%
B/E move
13.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
153.9%
B/E move
11.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
147.1%
B/E move
9.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
140.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.40
IV
133.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
126.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
119.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
122.0%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations