IntraAlpha
Create free account Start free

Sidus Space Inc SIDU

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-16T00:17:38.089Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:48.345848495Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:37.448983+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$0.00$3.11$6.21$9.32$12.42$0.26$0.78$1.31$1.83$2.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIDU spot · $1.26SIDU PRICE$0.10$0.11$0.11$0.12$0.12$0.14$0.17$0.20$0.22$0.25$0.27$0.30$0.06$0.10$0.15$0.19$0.23$0.28$0.32$0.36$1.57$3.33$3.90$5.15$11.50
PutsExpensive2.25×
CallsExpensive2.19×
SkewBearish+18.60 pp
Implied moveBearish±$0.49
TiltBearish85.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.51389.4%583.5%1.02105.3%24.2%
25Δ6.89329.5%455.2%1.08110.1%22.3%
30Δ5.27269.5%326.9%1.15114.9%20.5%
35Δ3.64209.6%198.6%1.21119.7%18.7%
40Δ2.02149.6%70.3%1.28124.6%16.8%
45Δ1.46128.9%26.9%1.35129.4%15.0%
50Δ1.39126.8%23.7%1.41134.2%13.1%
55Δ1.32124.6%20.6%1.48139.0%11.3%
60Δ1.26122.5%17.5%2.69215.5%11.2%
65Δ1.19120.3%14.4%4.44325.0%12.0%
70Δ1.13118.2%11.3%5.02362.0%11.2%
75Δ1.06116.1%8.2%6.34289.9%6.0%
80Δ12.70460.9%4.8%

20Δ

Calls
Pseudo strike
8.51
IV
389.4%
B/E move
583.5%
Puts
Pseudo strike
1.02
IV
105.3%
B/E move
24.2%

25Δ

Calls
Pseudo strike
6.89
IV
329.5%
B/E move
455.2%
Puts
Pseudo strike
1.08
IV
110.1%
B/E move
22.3%

30Δ

Calls
Pseudo strike
5.27
IV
269.5%
B/E move
326.9%
Puts
Pseudo strike
1.15
IV
114.9%
B/E move
20.5%

35Δ

Calls
Pseudo strike
3.64
IV
209.6%
B/E move
198.6%
Puts
Pseudo strike
1.21
IV
119.7%
B/E move
18.7%

40Δ

Calls
Pseudo strike
2.02
IV
149.6%
B/E move
70.3%
Puts
Pseudo strike
1.28
IV
124.6%
B/E move
16.8%

45Δ

Calls
Pseudo strike
1.46
IV
128.9%
B/E move
26.9%
Puts
Pseudo strike
1.35
IV
129.4%
B/E move
15.0%

50Δ

Calls
Pseudo strike
1.39
IV
126.8%
B/E move
23.7%
Puts
Pseudo strike
1.41
IV
134.2%
B/E move
13.1%

55Δ

Calls
Pseudo strike
1.32
IV
124.6%
B/E move
20.6%
Puts
Pseudo strike
1.48
IV
139.0%
B/E move
11.3%

60Δ

Calls
Pseudo strike
1.26
IV
122.5%
B/E move
17.5%
Puts
Pseudo strike
2.69
IV
215.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
1.19
IV
120.3%
B/E move
14.4%
Puts
Pseudo strike
4.44
IV
325.0%
B/E move
12.0%

70Δ

Calls
Pseudo strike
1.13
IV
118.2%
B/E move
11.3%
Puts
Pseudo strike
5.02
IV
362.0%
B/E move
11.2%

75Δ

Calls
Pseudo strike
1.06
IV
116.1%
B/E move
8.2%
Puts
Pseudo strike
6.34
IV
289.9%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.70
IV
460.9%
B/E move
4.8%