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QuantumScape Corporation Class A Common Stock QS

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-15T20:04:05.295Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:02.711324085Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:12.197440+00:00

Share price$4.22
1D+9.0%
AH$3.77$3.91$4.04$4.18$4.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQS
Sold putSold callAH

QuantumScape Corporation Class A Common Stock options

Live interpolated QS call and put midpoint premiums by absolute delta.QuantumScape Corporation Class A Common Stock$0.00$0.64$1.29$1.93$2.58$3.02$3.54$4.06$4.58$5.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.22OPTION PRICELive QS spot · $4.22QS PRICE$0.03$0.09$0.16$0.23$0.30$0.36$0.43$0.50$0.57$0.64$0.70$0.77$0.84$0.18$0.36$0.54$0.73$0.91$1.10$1.28$1.47$1.65$1.83$2.02$2.20$2.39
PutsExpensive5.67×
CallsExpensive2.26×
SkewBearish+145.28 pp
Implied moveBearish±$1.71
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.52142.4%7.8%4.16149.2%5.6%
25Δ4.43166.0%7.1%4.35199.7%5.4%
30Δ4.34194.1%6.7%4.55250.2%5.3%
35Δ4.26222.2%6.3%4.74300.7%5.1%
40Δ4.18250.4%6.0%4.93351.2%4.9%
45Δ4.10278.5%5.6%5.12401.7%4.8%
50Δ4.01306.6%5.2%5.31452.3%4.6%
55Δ3.93334.7%4.9%5.50502.8%4.4%
60Δ3.85362.9%4.5%5.69553.3%4.2%
65Δ3.76391.0%4.2%5.89603.8%4.1%
70Δ3.68419.1%3.8%6.08654.3%3.9%
75Δ3.60447.2%3.4%6.27704.8%3.7%
80Δ3.51475.4%3.1%6.46755.3%3.5%

20Δ

Calls
Pseudo strike
4.52
IV
142.4%
B/E move
7.8%
Puts
Pseudo strike
4.16
IV
149.2%
B/E move
5.6%

25Δ

Calls
Pseudo strike
4.43
IV
166.0%
B/E move
7.1%
Puts
Pseudo strike
4.35
IV
199.7%
B/E move
5.4%

30Δ

Calls
Pseudo strike
4.34
IV
194.1%
B/E move
6.7%
Puts
Pseudo strike
4.55
IV
250.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
4.26
IV
222.2%
B/E move
6.3%
Puts
Pseudo strike
4.74
IV
300.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
4.18
IV
250.4%
B/E move
6.0%
Puts
Pseudo strike
4.93
IV
351.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
4.10
IV
278.5%
B/E move
5.6%
Puts
Pseudo strike
5.12
IV
401.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
4.01
IV
306.6%
B/E move
5.2%
Puts
Pseudo strike
5.31
IV
452.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
3.93
IV
334.7%
B/E move
4.9%
Puts
Pseudo strike
5.50
IV
502.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.85
IV
362.9%
B/E move
4.5%
Puts
Pseudo strike
5.69
IV
553.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
3.76
IV
391.0%
B/E move
4.2%
Puts
Pseudo strike
5.89
IV
603.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
3.68
IV
419.1%
B/E move
3.8%
Puts
Pseudo strike
6.08
IV
654.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
3.60
IV
447.2%
B/E move
3.4%
Puts
Pseudo strike
6.27
IV
704.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
3.51
IV
475.4%
B/E move
3.1%
Puts
Pseudo strike
6.46
IV
755.3%
B/E move
3.5%