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Sidus Space Inc SIDU

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-15T21:09:30.500Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:08:47.956517307Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:09:26.753384+00:00

Share price$1.26
1D+3.3%
AH$1.14$1.17$1.20$1.23$1.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIDU
Sold putSold callAH

Sidus Space Inc options

Live interpolated SIDU call and put midpoint premiums by absolute delta.Sidus Space Inc$0.01$0.17$0.34$0.51$0.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1.26OPTION PRICESIDU PRICE$0.03$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.27$0.63
PutsExpensive3.74×
CallsExpensive3.00×
SkewBearish+76.97 pp
Implied move——
TiltBearish98.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.53387.6%23.2%1.05472.1%20.8%
25Δ1.09467.7%19.1%
30Δ1.13463.3%17.5%
35Δ1.17458.9%15.9%
40Δ1.21454.4%14.3%
45Δ1.25450.0%12.7%
50Δ1.29445.6%11.1%
55Δ1.33441.1%9.5%
60Δ1.37436.7%7.9%
65Δ1.41432.3%6.2%
70Δ1.45427.8%4.6%
75Δ1.49423.4%3.0%
80Δ1.82666.2%5.3%

20Δ

Calls
Pseudo strike
1.53
IV
387.6%
B/E move
23.2%
Puts
Pseudo strike
1.05
IV
472.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
467.7%
B/E move
19.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
463.3%
B/E move
17.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
458.9%
B/E move
15.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
454.4%
B/E move
14.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
450.0%
B/E move
12.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
445.6%
B/E move
11.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.33
IV
441.1%
B/E move
9.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
436.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
432.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.45
IV
427.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
423.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.82
IV
666.2%
B/E move
5.3%