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SES AI Corporation SES

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T01:59:02.475Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T00:47:03.073537952Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:59:01.939470+00:00

Share price$0.87
1D-2.2%
AH$0.83$0.86$0.88$0.90$0.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSES
Sold putSold callAH

SES AI Corporation options

Live interpolated SES call and put midpoint premiums by absolute delta.SES AI Corporation$0.05$0.31$0.56$0.81$1.06$0.59$0.74$0.89$1.04$1.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SES spot · $0.87SES PRICE$0.09$0.10$0.13$0.16$0.20$0.23$0.26$0.30$0.33$0.08$0.10$0.12$0.14$0.16$0.19$0.21$0.24$0.42$0.61$0.80$0.98
Puts——
Calls——
Skew——
Implied moveBearish±$0.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.59405.7%41.7%
25Δ0.65385.4%37.3%
30Δ0.71365.0%32.9%
35Δ0.77344.7%28.5%
40Δ1.17284.1%43.7%0.83324.3%24.1%
45Δ1.02268.2%27.6%0.89303.9%19.7%
50Δ0.95274.4%23.7%0.95283.6%15.3%
55Δ0.89283.1%21.2%1.01267.2%11.1%
60Δ0.84291.8%18.6%1.21303.0%10.0%
65Δ0.78300.4%16.1%1.41338.9%8.9%
70Δ0.73309.1%13.5%1.60374.8%7.8%
75Δ0.67317.8%11.0%1.80410.7%6.6%
80Δ0.62326.5%8.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
405.7%
B/E move
41.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.65
IV
385.4%
B/E move
37.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.71
IV
365.0%
B/E move
32.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
344.7%
B/E move
28.5%

40Δ

Calls
Pseudo strike
1.17
IV
284.1%
B/E move
43.7%
Puts
Pseudo strike
0.83
IV
324.3%
B/E move
24.1%

45Δ

Calls
Pseudo strike
1.02
IV
268.2%
B/E move
27.6%
Puts
Pseudo strike
0.89
IV
303.9%
B/E move
19.7%

50Δ

Calls
Pseudo strike
0.95
IV
274.4%
B/E move
23.7%
Puts
Pseudo strike
0.95
IV
283.6%
B/E move
15.3%

55Δ

Calls
Pseudo strike
0.89
IV
283.1%
B/E move
21.2%
Puts
Pseudo strike
1.01
IV
267.2%
B/E move
11.1%

60Δ

Calls
Pseudo strike
0.84
IV
291.8%
B/E move
18.6%
Puts
Pseudo strike
1.21
IV
303.0%
B/E move
10.0%

65Δ

Calls
Pseudo strike
0.78
IV
300.4%
B/E move
16.1%
Puts
Pseudo strike
1.41
IV
338.9%
B/E move
8.9%

70Δ

Calls
Pseudo strike
0.73
IV
309.1%
B/E move
13.5%
Puts
Pseudo strike
1.60
IV
374.8%
B/E move
7.8%

75Δ

Calls
Pseudo strike
0.67
IV
317.8%
B/E move
11.0%
Puts
Pseudo strike
1.80
IV
410.7%
B/E move
6.6%

80Δ

Calls
Pseudo strike
0.62
IV
326.5%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend375.38%
Daily EOD
SES375.0%375.4%375.8%2026-10-22: 375.38%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
375.38%