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Sequans Communications SA SQNS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-24T15:14:44.841Z

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 · 2026-10-23T23:00:00.001994614Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:14:44.671956+00:00

Share price$2.52
1D+3.7%
AH$2.42$2.45$2.48$2.51$2.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSQNS
Sold putSold callAH

Sequans Communications SA options

Live interpolated SQNS call and put midpoint premiums by absolute delta.Sequans Communications SA$0.10$0.45$0.80$1.15$1.50$0.95$1.84$2.73$3.62$4.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SQNS spot · $2.52SQNS PRICE$0.13$0.27$0.41$0.51$0.53$0.56$0.58$0.61$0.63$0.66$0.75$0.38$0.38$0.40$0.43$0.45$0.48$0.51$0.53$0.56$0.58$0.74$1.07$1.40
PutsExpensive1.66×
CallsExpensive2.27×
SkewBullish-61.80 pp
Implied moveBullish±$1.04
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.71346.9%46.9%
25Δ2.01249.6%35.3%
30Δ3.17114.9%31.0%2.12232.6%31.7%
35Δ3.85210.5%63.6%2.24215.7%28.2%
40Δ4.54306.0%96.2%2.35198.7%24.6%
45Δ4.86360.5%113.1%2.47181.7%21.1%
50Δ4.44328.4%97.2%2.59164.7%17.5%
55Δ4.01296.3%81.2%2.70147.8%13.9%
60Δ3.58264.1%65.3%2.82130.8%10.4%
65Δ3.16232.0%49.3%2.93113.8%6.8%
70Δ2.73199.9%33.4%3.15105.6%4.4%
75Δ2.30167.8%17.4%3.50109.9%3.5%
80Δ1.91155.6%5.8%3.85114.1%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
346.9%
B/E move
46.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
249.6%
B/E move
35.3%

30Δ

Calls
Pseudo strike
3.17
IV
114.9%
B/E move
31.0%
Puts
Pseudo strike
2.12
IV
232.6%
B/E move
31.7%

35Δ

Calls
Pseudo strike
3.85
IV
210.5%
B/E move
63.6%
Puts
Pseudo strike
2.24
IV
215.7%
B/E move
28.2%

40Δ

Calls
Pseudo strike
4.54
IV
306.0%
B/E move
96.2%
Puts
Pseudo strike
2.35
IV
198.7%
B/E move
24.6%

45Δ

Calls
Pseudo strike
4.86
IV
360.5%
B/E move
113.1%
Puts
Pseudo strike
2.47
IV
181.7%
B/E move
21.1%

50Δ

Calls
Pseudo strike
4.44
IV
328.4%
B/E move
97.2%
Puts
Pseudo strike
2.59
IV
164.7%
B/E move
17.5%

55Δ

Calls
Pseudo strike
4.01
IV
296.3%
B/E move
81.2%
Puts
Pseudo strike
2.70
IV
147.8%
B/E move
13.9%

60Δ

Calls
Pseudo strike
3.58
IV
264.1%
B/E move
65.3%
Puts
Pseudo strike
2.82
IV
130.8%
B/E move
10.4%

65Δ

Calls
Pseudo strike
3.16
IV
232.0%
B/E move
49.3%
Puts
Pseudo strike
2.93
IV
113.8%
B/E move
6.8%

70Δ

Calls
Pseudo strike
2.73
IV
199.9%
B/E move
33.4%
Puts
Pseudo strike
3.15
IV
105.6%
B/E move
4.4%

75Δ

Calls
Pseudo strike
2.30
IV
167.8%
B/E move
17.4%
Puts
Pseudo strike
3.50
IV
109.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
1.91
IV
155.6%
B/E move
5.8%
Puts
Pseudo strike
3.85
IV
114.1%
B/E move
2.6%

Options history

No recorded observations