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QuantumSi Inc QSI

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-21T17:01:26.792Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:19.27161225Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:25.325119+00:00

Share price$1.18
1D+2.6%
$1.14$1.16$1.17$1.19$1.205:30 AM6:30 AM9:00 AM1:00 PMQSI
Sold putSold call

QuantumSi Inc options

Live interpolated QSI call and put midpoint premiums by absolute delta.QuantumSi Inc$0.02$0.35$0.68$1.01$1.34$0.23$0.78$1.32$1.87$2.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QSI spot · $1.18QSI PRICE$0.05$0.11$0.16$0.21$0.13$0.19$0.25$0.31$0.37$0.43$0.49$0.55$0.60$0.17$0.27$0.37$0.47$0.57$0.70$0.82$0.94$1.04$1.14$1.24
PutsExpensive1.25×
CallsExpensive1.61×
SkewBullish-83.48 pp
Implied moveBearish±$0.82
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.08177.1%80.7%
25Δ3.01285.3%164.1%
30Δ3.86370.2%240.6%1.10145.5%21.2%
35Δ4.71455.1%317.0%1.20172.8%20.7%
40Δ1.50167.4%37.7%1.31200.0%20.3%
45Δ1.43200.0%37.1%1.42227.3%19.8%
50Δ1.36232.7%36.6%1.53248.8%19.0%
55Δ1.29265.3%36.0%1.68247.3%16.4%
60Δ1.23297.9%35.4%1.84245.9%13.8%
65Δ1.16330.6%34.8%1.99244.5%11.2%
70Δ1.09363.2%34.2%2.12232.8%9.1%
75Δ1.02395.8%33.7%2.24220.4%6.9%
80Δ0.91373.2%27.8%2.36208.0%4.8%

20Δ

Calls
Pseudo strike
2.08
IV
177.1%
B/E move
80.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.01
IV
285.3%
B/E move
164.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.86
IV
370.2%
B/E move
240.6%
Puts
Pseudo strike
1.10
IV
145.5%
B/E move
21.2%

35Δ

Calls
Pseudo strike
4.71
IV
455.1%
B/E move
317.0%
Puts
Pseudo strike
1.20
IV
172.8%
B/E move
20.7%

40Δ

Calls
Pseudo strike
1.50
IV
167.4%
B/E move
37.7%
Puts
Pseudo strike
1.31
IV
200.0%
B/E move
20.3%

45Δ

Calls
Pseudo strike
1.43
IV
200.0%
B/E move
37.1%
Puts
Pseudo strike
1.42
IV
227.3%
B/E move
19.8%

50Δ

Calls
Pseudo strike
1.36
IV
232.7%
B/E move
36.6%
Puts
Pseudo strike
1.53
IV
248.8%
B/E move
19.0%

55Δ

Calls
Pseudo strike
1.29
IV
265.3%
B/E move
36.0%
Puts
Pseudo strike
1.68
IV
247.3%
B/E move
16.4%

60Δ

Calls
Pseudo strike
1.23
IV
297.9%
B/E move
35.4%
Puts
Pseudo strike
1.84
IV
245.9%
B/E move
13.8%

65Δ

Calls
Pseudo strike
1.16
IV
330.6%
B/E move
34.8%
Puts
Pseudo strike
1.99
IV
244.5%
B/E move
11.2%

70Δ

Calls
Pseudo strike
1.09
IV
363.2%
B/E move
34.2%
Puts
Pseudo strike
2.12
IV
232.8%
B/E move
9.1%

75Δ

Calls
Pseudo strike
1.02
IV
395.8%
B/E move
33.7%
Puts
Pseudo strike
2.24
IV
220.4%
B/E move
6.9%

80Δ

Calls
Pseudo strike
0.91
IV
373.2%
B/E move
27.8%
Puts
Pseudo strike
2.36
IV
208.0%
B/E move
4.8%

Options history

No recorded observations