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SES AI Corporation SES

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Market datapartial · fetched 2026-10-22T22:03:35.806Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:03:23.121055223Z

FundamentalsAlpha Vantage · unavailable

Share price$0.72
1D+20.1%
AH$0.59$0.63$0.67$0.70$0.745:30 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$0.00$1.41$2.82$4.23$5.64$-0.27$0.28$0.83$1.37$1.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SES spot · $0.72SES PRICE$0.04$0.05$0.06$0.07$0.12$0.20$0.28$0.35$0.35$0.35$0.33$0.31$0.29$0.20$0.49$0.79$1.09$1.38$1.68$1.97$2.27$0.77$2.59$5.23$3.79$2.36
PutsExpensive2.38×
CallsExpensive2.73×
SkewBullish-106.50 pp
Implied moveBearish±$2.25
TiltBearish79.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.67244.6%137.7%0.66218.4%36.5%
25Δ1.44237.5%108.0%0.96259.7%34.8%
30Δ1.26218.4%83.5%1.27300.9%33.1%
35Δ1.07199.2%58.9%1.58342.1%31.3%
40Δ2.06299.0%203.4%1.89383.4%29.6%
45Δ3.75470.6%450.0%2.19424.6%27.9%
50Δ5.44642.2%696.6%2.50465.8%26.2%
55Δ6.85800.0%903.0%2.81507.1%24.5%
60Δ5.14800.0%664.9%1.39279.1%13.9%
65Δ3.62789.3%452.2%3.19472.3%16.5%
70Δ3.02675.3%365.8%5.83559.3%15.9%
75Δ2.49553.9%290.1%4.43441.6%11.6%
80Δ1.97432.5%214.3%3.03323.9%7.3%

20Δ

Calls
Pseudo strike
1.67
IV
244.6%
B/E move
137.7%
Puts
Pseudo strike
0.66
IV
218.4%
B/E move
36.5%

25Δ

Calls
Pseudo strike
1.44
IV
237.5%
B/E move
108.0%
Puts
Pseudo strike
0.96
IV
259.7%
B/E move
34.8%

30Δ

Calls
Pseudo strike
1.26
IV
218.4%
B/E move
83.5%
Puts
Pseudo strike
1.27
IV
300.9%
B/E move
33.1%

35Δ

Calls
Pseudo strike
1.07
IV
199.2%
B/E move
58.9%
Puts
Pseudo strike
1.58
IV
342.1%
B/E move
31.3%

40Δ

Calls
Pseudo strike
2.06
IV
299.0%
B/E move
203.4%
Puts
Pseudo strike
1.89
IV
383.4%
B/E move
29.6%

45Δ

Calls
Pseudo strike
3.75
IV
470.6%
B/E move
450.0%
Puts
Pseudo strike
2.19
IV
424.6%
B/E move
27.9%

50Δ

Calls
Pseudo strike
5.44
IV
642.2%
B/E move
696.6%
Puts
Pseudo strike
2.50
IV
465.8%
B/E move
26.2%

55Δ

Calls
Pseudo strike
6.85
IV
800.0%
B/E move
903.0%
Puts
Pseudo strike
2.81
IV
507.1%
B/E move
24.5%

60Δ

Calls
Pseudo strike
5.14
IV
800.0%
B/E move
664.9%
Puts
Pseudo strike
1.39
IV
279.1%
B/E move
13.9%

65Δ

Calls
Pseudo strike
3.62
IV
789.3%
B/E move
452.2%
Puts
Pseudo strike
3.19
IV
472.3%
B/E move
16.5%

70Δ

Calls
Pseudo strike
3.02
IV
675.3%
B/E move
365.8%
Puts
Pseudo strike
5.83
IV
559.3%
B/E move
15.9%

75Δ

Calls
Pseudo strike
2.49
IV
553.9%
B/E move
290.1%
Puts
Pseudo strike
4.43
IV
441.6%
B/E move
11.6%

80Δ

Calls
Pseudo strike
1.97
IV
432.5%
B/E move
214.3%
Puts
Pseudo strike
3.03
IV
323.9%
B/E move
7.3%

Options history

No recorded observations