IntraAlpha
Create free account Start free

Quantum Corporation Common Stock QMCO

i

Market datapartial · fetched 2026-10-22T21:21:52.509Z

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 · 2026-10-22T20:49:36.897449458Z

FundamentalsAlpha Vantage · unavailable

Share price$16.88
1D+0.0%
AH$16.68$16.97$17.26$17.55$17.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQMCO
Sold putSold callAH

Quantum Corporation Common Stock options

Live interpolated QMCO call and put midpoint premiums by absolute delta.Quantum Corporation Common Stock$0.56$2.52$4.47$6.43$8.38$8.21$15.70$23.20$30.69$38.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QMCO spot · $16.88QMCO PRICE$0.78$0.85$1.06$1.31$1.56$1.85$2.16$2.47$2.84$3.20$3.59$4.15$4.70$0.85$1.09$1.33$1.68$2.03$2.38$2.81$3.32$3.82$4.40$5.19$5.98$7.82
PutsFair0.98×
CallsExpensive1.10×
SkewBullish-25.23 pp
Implied moveBearish±$4.97
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.83195.1%105.0%13.18132.2%27.0%
25Δ24.34145.2%49.3%14.09126.6%23.0%
30Δ22.64141.9%40.4%15.01121.0%19.0%
35Δ21.45141.5%34.8%15.72120.0%16.8%
40Δ20.31141.4%29.5%16.44118.9%14.6%
45Δ19.32141.6%25.4%17.16117.9%12.5%
50Δ18.38141.8%21.7%17.90117.0%10.6%
55Δ17.45142.0%18.0%18.66116.3%9.1%
60Δ16.60140.4%15.1%19.43115.5%7.6%
65Δ15.75138.8%12.3%20.25114.9%6.1%
70Δ14.89137.4%9.5%21.24114.8%4.9%
75Δ14.01137.2%7.6%22.23114.7%3.8%
80Δ13.14137.0%5.7%24.22123.6%2.8%

20Δ

Calls
Pseudo strike
33.83
IV
195.1%
B/E move
105.0%
Puts
Pseudo strike
13.18
IV
132.2%
B/E move
27.0%

25Δ

Calls
Pseudo strike
24.34
IV
145.2%
B/E move
49.3%
Puts
Pseudo strike
14.09
IV
126.6%
B/E move
23.0%

30Δ

Calls
Pseudo strike
22.64
IV
141.9%
B/E move
40.4%
Puts
Pseudo strike
15.01
IV
121.0%
B/E move
19.0%

35Δ

Calls
Pseudo strike
21.45
IV
141.5%
B/E move
34.8%
Puts
Pseudo strike
15.72
IV
120.0%
B/E move
16.8%

40Δ

Calls
Pseudo strike
20.31
IV
141.4%
B/E move
29.5%
Puts
Pseudo strike
16.44
IV
118.9%
B/E move
14.6%

45Δ

Calls
Pseudo strike
19.32
IV
141.6%
B/E move
25.4%
Puts
Pseudo strike
17.16
IV
117.9%
B/E move
12.5%

50Δ

Calls
Pseudo strike
18.38
IV
141.8%
B/E move
21.7%
Puts
Pseudo strike
17.90
IV
117.0%
B/E move
10.6%

55Δ

Calls
Pseudo strike
17.45
IV
142.0%
B/E move
18.0%
Puts
Pseudo strike
18.66
IV
116.3%
B/E move
9.1%

60Δ

Calls
Pseudo strike
16.60
IV
140.4%
B/E move
15.1%
Puts
Pseudo strike
19.43
IV
115.5%
B/E move
7.6%

65Δ

Calls
Pseudo strike
15.75
IV
138.8%
B/E move
12.3%
Puts
Pseudo strike
20.25
IV
114.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
14.89
IV
137.4%
B/E move
9.5%
Puts
Pseudo strike
21.24
IV
114.8%
B/E move
4.9%

75Δ

Calls
Pseudo strike
14.01
IV
137.2%
B/E move
7.6%
Puts
Pseudo strike
22.23
IV
114.7%
B/E move
3.8%

80Δ

Calls
Pseudo strike
13.14
IV
137.0%
B/E move
5.7%
Puts
Pseudo strike
24.22
IV
123.6%
B/E move
2.8%

Options history

No recorded observations