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Standard Nuclear, Inc. STDN

i

Market dataready · fetched 2026-11-11T15:55:33.432Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:54:29.23138678Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T15:55:32.981913+00:00

Share price$12.40
1D-3.6%
$12.28$12.43$12.59$12.75$12.905:30 AM6:30 AM9:00 AM1:00 PMSTDN
Sold putSold call

Standard Nuclear, Inc. options

Live interpolated STDN call and put midpoint premiums by absolute delta.Standard Nuclear, Inc.$0.41$0.95$1.49$2.03$2.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESTDN PRICE$0.52$0.61$0.70$0.79$1.00$1.28$1.57$1.85$2.13$2.41$0.47$0.56$0.66$0.76$0.85$0.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.08185.4%22.5%
25Δ10.52174.0%19.7%
30Δ10.96162.7%17.0%
35Δ13.64109.6%14.2%11.39151.3%14.2%
40Δ13.30110.2%12.2%11.83140.0%11.5%
45Δ12.97110.7%10.2%12.27128.7%8.7%
50Δ12.63111.3%8.2%
55Δ12.26115.4%7.0%
60Δ11.88121.7%6.2%
65Δ11.50127.9%5.4%
70Δ11.12134.2%4.6%
75Δ10.74140.4%3.8%
80Δ10.36146.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
185.4%
B/E move
22.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.52
IV
174.0%
B/E move
19.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
162.7%
B/E move
17.0%

35Δ

Calls
Pseudo strike
13.64
IV
109.6%
B/E move
14.2%
Puts
Pseudo strike
11.39
IV
151.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
13.30
IV
110.2%
B/E move
12.2%
Puts
Pseudo strike
11.83
IV
140.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
12.97
IV
110.7%
B/E move
10.2%
Puts
Pseudo strike
12.27
IV
128.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
12.63
IV
111.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.26
IV
115.4%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.88
IV
121.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.50
IV
127.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.12
IV
134.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.74
IV
140.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.36
IV
146.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend100.28%
Daily EOD
STDN87.8%94.5%101.2%2026-10-19: 95.66%2026-10-20: 90.01%2026-10-21: 94.11%2026-10-22: 88.91%2026-10-23: 89.22%2026-10-26: 98.89%2026-10-27: 97.03%2026-10-28: 88.70%2026-10-29: 98.20%2026-10-30: 100.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
95.66%
90.01%
94.11%
88.91%
89.22%
98.89%
97.03%
88.70%
98.20%
100.28%