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SCHMID Group N.V. Class A Ordinary Shares SHMD

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T01:36:45.962Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:53:38.334248352Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:36:44.533702+00:00

Share price$2.50
1D-3.0%
AH$2.56$2.62$2.68$2.74$2.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHMD
Sold putSold callAH

SCHMID Group N.V. Class A Ordinary Shares options

Live interpolated SHMD call and put midpoint premiums by absolute delta.SCHMID Group N.V. Class A Ordinary Shares$0.07$0.83$1.59$2.35$3.11$0.91$1.95$2.99$4.02$5.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SHMD spot · $2.50SHMD PRICE$0.15$0.19$0.23$0.27$0.30$0.34$0.38$0.42$1.98$2.13$2.29$2.44$2.59$2.74$2.89
Puts——
Calls——
Skew——
Implied moveBearish±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.07240.8%189.1%2.87629.5%64.4%
25Δ6.49228.2%167.3%3.18586.9%58.1%
30Δ5.91215.6%145.5%3.49544.3%51.8%
35Δ5.33202.9%123.7%3.80501.7%45.5%
40Δ4.74190.3%101.9%4.11459.0%39.1%
45Δ4.16177.6%80.1%4.42416.4%32.8%
50Δ3.58165.0%58.3%4.73373.8%26.5%
55Δ3.00152.4%36.6%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.07
IV
240.8%
B/E move
189.1%
Puts
Pseudo strike
2.87
IV
629.5%
B/E move
64.4%

25Δ

Calls
Pseudo strike
6.49
IV
228.2%
B/E move
167.3%
Puts
Pseudo strike
3.18
IV
586.9%
B/E move
58.1%

30Δ

Calls
Pseudo strike
5.91
IV
215.6%
B/E move
145.5%
Puts
Pseudo strike
3.49
IV
544.3%
B/E move
51.8%

35Δ

Calls
Pseudo strike
5.33
IV
202.9%
B/E move
123.7%
Puts
Pseudo strike
3.80
IV
501.7%
B/E move
45.5%

40Δ

Calls
Pseudo strike
4.74
IV
190.3%
B/E move
101.9%
Puts
Pseudo strike
4.11
IV
459.0%
B/E move
39.1%

45Δ

Calls
Pseudo strike
4.16
IV
177.6%
B/E move
80.1%
Puts
Pseudo strike
4.42
IV
416.4%
B/E move
32.8%

50Δ

Calls
Pseudo strike
3.58
IV
165.0%
B/E move
58.3%
Puts
Pseudo strike
4.73
IV
373.8%
B/E move
26.5%

55Δ

Calls
Pseudo strike
3.00
IV
152.4%
B/E move
36.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend234.11%
Daily EOD
SHMD229.9%251.0%272.0%2026-10-26: 243.30%2026-10-28: 269.13%2026-10-29: 232.81%2026-10-30: 234.11%Oct 26Oct 28Oct 30
4 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
243.30%
269.13%
232.81%
234.11%