IntraAlpha
Create free account Start free

SES AI Corporation SES

i

Market datapartial · fetched 2026-10-22T23:28:14.792Z

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 · 2026-10-22T23:28:13.635819703Z

FundamentalsAlpha Vantage · unavailable

Share price$0.73
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$1.29$2.58$3.86$5.15$-0.07$0.40$0.86$1.32$1.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SES spot · $0.73SES PRICE$0.04$0.05$0.06$0.07$0.12$0.20$0.28$0.35$0.35$0.07$0.11$0.16$0.20$0.24$0.28$0.32$0.36$2.16$3.43$4.77$3.15$1.52
PutsExpensive1.87×
CallsExpensive2.40×
SkewBullish-129.76 pp
Implied moveBearish±$0.59
TiltBearish83.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66241.8%134.6%0.54202.5%36.3%
25Δ1.44234.3%105.5%0.60205.8%33.3%
30Δ1.26214.9%81.5%0.66209.0%30.3%
35Δ1.07195.6%57.5%0.72212.3%27.3%
40Δ2.02291.4%194.0%0.79215.5%24.3%
45Δ3.71464.2%437.6%0.85218.8%21.2%
50Δ5.40636.9%681.2%0.91222.0%18.2%
55Δ6.90800.0%897.2%0.98225.3%15.2%
60Δ5.18800.0%661.5%2.73494.3%20.7%
65Δ4.03510.6%17.5%
70Δ5.39531.6%15.6%
75Δ3.80400.1%10.7%
80Δ2.21268.6%5.9%

20Δ

Calls
Pseudo strike
1.66
IV
241.8%
B/E move
134.6%
Puts
Pseudo strike
0.54
IV
202.5%
B/E move
36.3%

25Δ

Calls
Pseudo strike
1.44
IV
234.3%
B/E move
105.5%
Puts
Pseudo strike
0.60
IV
205.8%
B/E move
33.3%

30Δ

Calls
Pseudo strike
1.26
IV
214.9%
B/E move
81.5%
Puts
Pseudo strike
0.66
IV
209.0%
B/E move
30.3%

35Δ

Calls
Pseudo strike
1.07
IV
195.6%
B/E move
57.5%
Puts
Pseudo strike
0.72
IV
212.3%
B/E move
27.3%

40Δ

Calls
Pseudo strike
2.02
IV
291.4%
B/E move
194.0%
Puts
Pseudo strike
0.79
IV
215.5%
B/E move
24.3%

45Δ

Calls
Pseudo strike
3.71
IV
464.2%
B/E move
437.6%
Puts
Pseudo strike
0.85
IV
218.8%
B/E move
21.2%

50Δ

Calls
Pseudo strike
5.40
IV
636.9%
B/E move
681.2%
Puts
Pseudo strike
0.91
IV
222.0%
B/E move
18.2%

55Δ

Calls
Pseudo strike
6.90
IV
800.0%
B/E move
897.2%
Puts
Pseudo strike
0.98
IV
225.3%
B/E move
15.2%

60Δ

Calls
Pseudo strike
5.18
IV
800.0%
B/E move
661.5%
Puts
Pseudo strike
2.73
IV
494.3%
B/E move
20.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.03
IV
510.6%
B/E move
17.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.39
IV
531.6%
B/E move
15.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
400.1%
B/E move
10.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
268.6%
B/E move
5.9%

Options history

No recorded observations