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Sidus Space Inc SIDU

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-16T22:46:29.091Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:37:48.881493395Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:46:28.522376+00:00

Share price$1.21
1D-3.4%
AH$1.18$1.20$1.23$1.26$1.295:30 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$0.00$0.46$0.93$1.39$1.86$0.57$1.01$1.45$1.89$2.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIDU spot · $1.21SIDU PRICE$0.10$0.09$0.08$0.09$0.11$0.13$0.15$0.18$0.20$0.22$0.24$0.27$0.05$0.08$0.12$0.15$0.19$0.23$0.26$0.30$0.34$0.38$0.58$0.78$1.72
PutsExpensive1.38×
CallsExpensive1.85×
SkewBullish-32.07 pp
Implied moveBearish±$0.42
TiltBearish47.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.45419.7%855.6%0.96105.3%24.3%
25Δ7.55298.7%532.2%1.0498.0%20.1%
30Δ3.65177.8%208.9%1.10100.9%18.4%
35Δ1.47110.9%29.1%1.16103.8%16.8%
40Δ1.42110.5%26.3%1.22106.7%15.1%
45Δ1.36110.1%23.5%1.27109.6%13.4%
50Δ1.31109.7%20.7%1.33112.4%11.8%
55Δ1.25109.3%18.0%1.39115.3%10.1%
60Δ1.19108.9%15.2%1.44118.2%8.5%
65Δ1.14108.5%12.4%1.51121.7%6.8%
70Δ1.08108.1%9.6%1.72140.0%6.0%
75Δ1.02107.7%6.8%1.93158.3%5.1%
80Δ2.87229.0%4.8%

20Δ

Calls
Pseudo strike
11.45
IV
419.7%
B/E move
855.6%
Puts
Pseudo strike
0.96
IV
105.3%
B/E move
24.3%

25Δ

Calls
Pseudo strike
7.55
IV
298.7%
B/E move
532.2%
Puts
Pseudo strike
1.04
IV
98.0%
B/E move
20.1%

30Δ

Calls
Pseudo strike
3.65
IV
177.8%
B/E move
208.9%
Puts
Pseudo strike
1.10
IV
100.9%
B/E move
18.4%

35Δ

Calls
Pseudo strike
1.47
IV
110.9%
B/E move
29.1%
Puts
Pseudo strike
1.16
IV
103.8%
B/E move
16.8%

40Δ

Calls
Pseudo strike
1.42
IV
110.5%
B/E move
26.3%
Puts
Pseudo strike
1.22
IV
106.7%
B/E move
15.1%

45Δ

Calls
Pseudo strike
1.36
IV
110.1%
B/E move
23.5%
Puts
Pseudo strike
1.27
IV
109.6%
B/E move
13.4%

50Δ

Calls
Pseudo strike
1.31
IV
109.7%
B/E move
20.7%
Puts
Pseudo strike
1.33
IV
112.4%
B/E move
11.8%

55Δ

Calls
Pseudo strike
1.25
IV
109.3%
B/E move
18.0%
Puts
Pseudo strike
1.39
IV
115.3%
B/E move
10.1%

60Δ

Calls
Pseudo strike
1.19
IV
108.9%
B/E move
15.2%
Puts
Pseudo strike
1.44
IV
118.2%
B/E move
8.5%

65Δ

Calls
Pseudo strike
1.14
IV
108.5%
B/E move
12.4%
Puts
Pseudo strike
1.51
IV
121.7%
B/E move
6.8%

70Δ

Calls
Pseudo strike
1.08
IV
108.1%
B/E move
9.6%
Puts
Pseudo strike
1.72
IV
140.0%
B/E move
6.0%

75Δ

Calls
Pseudo strike
1.02
IV
107.7%
B/E move
6.8%
Puts
Pseudo strike
1.93
IV
158.3%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
229.0%
B/E move
4.8%