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QuantumScape Corporation Class A Common Stock QS

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-16T00:18:02.249Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:19.696295272Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:01.356257+00:00

Share price$4.24
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$1.13$2.26$3.39$4.53$2.70$3.43$4.17$4.90$5.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QS spot · $4.24QS PRICE$0.12$0.16$0.19$0.24$0.29$0.34$0.39$0.44$0.50$0.55$0.69$0.83$0.96$0.15$0.20$0.24$0.28$0.39$0.49$0.59$0.70$0.80$0.91$1.67$2.93$4.20
PutsExpensive1.45×
CallsExpensive1.37×
SkewBearish+11.73 pp
Implied moveBearish±$0.99
TiltBearish40.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.7391.6%37.9%3.4878.3%21.6%
25Δ5.4388.7%31.5%3.6578.2%18.6%
30Δ5.1285.9%25.2%3.8278.2%15.6%
35Δ4.9184.2%21.2%3.9978.1%12.6%
40Δ4.7683.2%18.8%4.1579.5%11.3%
45Δ4.6082.2%16.5%4.3181.0%10.1%
50Δ4.4581.2%14.1%4.4682.4%8.9%
55Δ4.3080.2%11.7%4.6283.9%7.6%
60Δ4.1579.2%9.4%4.7885.4%6.4%
65Δ3.9978.3%7.1%4.9386.9%5.2%
70Δ3.8179.8%6.0%5.72106.3%4.5%
75Δ3.6381.3%5.0%7.01139.7%4.0%
80Δ3.4582.8%3.9%8.29173.1%3.6%

20Δ

Calls
Pseudo strike
5.73
IV
91.6%
B/E move
37.9%
Puts
Pseudo strike
3.48
IV
78.3%
B/E move
21.6%

25Δ

Calls
Pseudo strike
5.43
IV
88.7%
B/E move
31.5%
Puts
Pseudo strike
3.65
IV
78.2%
B/E move
18.6%

30Δ

Calls
Pseudo strike
5.12
IV
85.9%
B/E move
25.2%
Puts
Pseudo strike
3.82
IV
78.2%
B/E move
15.6%

35Δ

Calls
Pseudo strike
4.91
IV
84.2%
B/E move
21.2%
Puts
Pseudo strike
3.99
IV
78.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
4.76
IV
83.2%
B/E move
18.8%
Puts
Pseudo strike
4.15
IV
79.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
4.60
IV
82.2%
B/E move
16.5%
Puts
Pseudo strike
4.31
IV
81.0%
B/E move
10.1%

50Δ

Calls
Pseudo strike
4.45
IV
81.2%
B/E move
14.1%
Puts
Pseudo strike
4.46
IV
82.4%
B/E move
8.9%

55Δ

Calls
Pseudo strike
4.30
IV
80.2%
B/E move
11.7%
Puts
Pseudo strike
4.62
IV
83.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
4.15
IV
79.2%
B/E move
9.4%
Puts
Pseudo strike
4.78
IV
85.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
3.99
IV
78.3%
B/E move
7.1%
Puts
Pseudo strike
4.93
IV
86.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
3.81
IV
79.8%
B/E move
6.0%
Puts
Pseudo strike
5.72
IV
106.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.63
IV
81.3%
B/E move
5.0%
Puts
Pseudo strike
7.01
IV
139.7%
B/E move
4.0%

80Δ

Calls
Pseudo strike
3.45
IV
82.8%
B/E move
3.9%
Puts
Pseudo strike
8.29
IV
173.1%
B/E move
3.6%