Share price$4.27
1D+1.4%
Sold putSold callAH
QuantumScape Corporation Class A Common Stock QS
CONSUMER CYCLICAL · AUTO PARTSi
Market dataready · fetched 2026-11-07T02:32:05.525Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T00:59:04.196553434Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T02:32:04.965501+00:00
QuantumScape Corporation Class A Common Stock options
Puts——
Calls——
Skew——
Implied moveBearish±$0.44
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.81 | 98.0% | 12.4% | |||
| 25Δ | 3.94 | 89.7% | 9.6% | |||
| 30Δ | 4.04 | 86.2% | 8.0% | |||
| 35Δ | 4.10 | 85.8% | 7.2% | |||
| 40Δ | 4.42 | 80.0% | 6.9% | 4.17 | 85.4% | 6.4% |
| 45Δ | 4.36 | 80.3% | 6.1% | 4.24 | 85.0% | 5.6% |
| 50Δ | 4.30 | 80.7% | 5.4% | 4.30 | 84.6% | 4.8% |
| 55Δ | 4.24 | 81.0% | 4.7% | |||
| 60Δ | 4.17 | 81.4% | 4.0% | |||
| 65Δ | 4.11 | 81.7% | 3.3% | |||
| 70Δ | 4.05 | 82.0% | 2.5% | |||
| 75Δ | 3.97 | 83.8% | 1.9% | |||
| 80Δ | 3.83 | 90.1% | 1.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.81
- IV
- 98.0%
- B/E move
- 12.4%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.94
- IV
- 89.7%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.04
- IV
- 86.2%
- B/E move
- 8.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.10
- IV
- 85.8%
- B/E move
- 7.2%
40Δ
- Pseudo strike
- 4.42
- IV
- 80.0%
- B/E move
- 6.9%
- Pseudo strike
- 4.17
- IV
- 85.4%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- 4.36
- IV
- 80.3%
- B/E move
- 6.1%
- Pseudo strike
- 4.24
- IV
- 85.0%
- B/E move
- 5.6%
50Δ
- Pseudo strike
- 4.30
- IV
- 80.7%
- B/E move
- 5.4%
- Pseudo strike
- 4.30
- IV
- 84.6%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- 4.24
- IV
- 81.0%
- B/E move
- 4.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 4.17
- IV
- 81.4%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 4.11
- IV
- 81.7%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 4.05
- IV
- 82.0%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 3.97
- IV
- 83.8%
- B/E move
- 1.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 3.83
- IV
- 90.1%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend230.13%
Daily close
32 observations2026-08-10 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 143.57% | |
| 77.95% | |
| 90.99% | |
| 67.78% | |
| 69.60% | |
| 69.97% | |
| 83.34% | |
| 156.02% | |
| 154.64% | |
| 133.03% | |
| 212.03% | |
| 68.35% | |
| 66.44% | |
| 151.68% | |
| 98.99% | |
| 105.69% | |
| 117.79% | |
| 167.99% | |
| 158.93% | |
| 149.45% | |
| 96.90% | |
| 188.95% | |
| 177.65% | |
| 139.40% | |
| 136.44% | |
| 169.87% | |
| 235.77% | |
| 121.67% | |
| 175.07% | |
| 287.63% | |
| 175.59% | |
| 230.13% |
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