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Sequans Communications SA SQNS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-25T18:26:32.582Z

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 2026-10-25T18:26:32.960337+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$1.14$1.49$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$0.76$0.38$0.38$0.40$0.43$0.45$0.48$0.51$0.53$0.56$0.58$0.73$1.06$1.39
PutsExpensive1.78×
CallsExpensive2.48×
SkewBullish-63.28 pp
Implied moveBullish±$1.04
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.71354.4%46.9%
25Δ2.01254.9%35.3%
30Δ3.17117.5%31.1%2.12237.6%31.7%
35Δ3.85215.1%63.6%2.24220.2%28.2%
40Δ4.54312.7%96.2%2.35202.9%24.6%
45Δ4.86368.3%113.1%2.47185.5%21.1%
50Δ4.44335.4%97.2%2.59168.1%17.5%
55Δ4.01302.5%81.2%2.70150.8%14.0%
60Δ3.58269.7%65.3%2.82133.4%10.4%
65Δ3.16236.8%49.3%2.93116.0%6.9%
70Δ2.73203.9%33.4%3.14107.4%4.4%
75Δ2.30171.1%17.4%3.50111.6%3.5%
80Δ1.91158.8%5.8%3.85115.7%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
354.4%
B/E move
46.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
254.9%
B/E move
35.3%

30Δ

Calls
Pseudo strike
3.17
IV
117.5%
B/E move
31.1%
Puts
Pseudo strike
2.12
IV
237.6%
B/E move
31.7%

35Δ

Calls
Pseudo strike
3.85
IV
215.1%
B/E move
63.6%
Puts
Pseudo strike
2.24
IV
220.2%
B/E move
28.2%

40Δ

Calls
Pseudo strike
4.54
IV
312.7%
B/E move
96.2%
Puts
Pseudo strike
2.35
IV
202.9%
B/E move
24.6%

45Δ

Calls
Pseudo strike
4.86
IV
368.3%
B/E move
113.1%
Puts
Pseudo strike
2.47
IV
185.5%
B/E move
21.1%

50Δ

Calls
Pseudo strike
4.44
IV
335.4%
B/E move
97.2%
Puts
Pseudo strike
2.59
IV
168.1%
B/E move
17.5%

55Δ

Calls
Pseudo strike
4.01
IV
302.5%
B/E move
81.2%
Puts
Pseudo strike
2.70
IV
150.8%
B/E move
14.0%

60Δ

Calls
Pseudo strike
3.58
IV
269.7%
B/E move
65.3%
Puts
Pseudo strike
2.82
IV
133.4%
B/E move
10.4%

65Δ

Calls
Pseudo strike
3.16
IV
236.8%
B/E move
49.3%
Puts
Pseudo strike
2.93
IV
116.0%
B/E move
6.9%

70Δ

Calls
Pseudo strike
2.73
IV
203.9%
B/E move
33.4%
Puts
Pseudo strike
3.14
IV
107.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
2.30
IV
171.1%
B/E move
17.4%
Puts
Pseudo strike
3.50
IV
111.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
1.91
IV
158.8%
B/E move
5.8%
Puts
Pseudo strike
3.85
IV
115.7%
B/E move
2.7%

Options history

SQNS143.63153.85164.082026-10-22: 162.67%2026-10-23: 145.04%Oct 22Oct 23
Table
DateIV
162.67%
145.04%