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Xanadu Quantum Technologies Limited Class B Subordinate Voting Shares XNDU

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:02:04.787Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:59.745924093Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:04.330075+00:00

Share price$2.80
1D-3.3%
$2.72$2.78$2.84$2.90$2.965:30 AM6:30 AM9:00 AM1:00 PMXNDU
Sold putSold call

Xanadu Quantum Technologies Limited Class B Subordinate Voting Shares options

Live interpolated XNDU call and put midpoint premiums by absolute delta.Xanadu Quantum Technologies Limited Class B Subordinate Voting Shares$0.00$0.48$0.96$1.44$1.91$1.51$2.27$3.04$3.80$4.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNDU spot · $2.79XNDU PRICE$0.48$0.49$0.50$0.50$0.51$0.52$0.52$0.53$0.54$0.54$0.05$0.26$0.47$0.69$0.91$1.13$1.34$1.56$1.78$1.52$1.13$0.73$0.34
PutsExpensive2.76×
CallsExpensive5.96×
SkewBullish-225.58 pp
Implied moveBearish±$1.87
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.83800.0%125.7%2.48200.9%12.9%
25Δ5.26800.0%105.7%2.68263.8%13.5%
30Δ4.69800.0%85.7%2.86338.0%14.7%
35Δ4.32771.6%72.7%3.04412.2%15.9%
40Δ4.05728.4%63.3%3.23486.4%17.1%
45Δ3.78685.2%53.9%3.41560.6%18.3%
50Δ3.51642.0%44.4%3.59634.8%19.5%
55Δ3.24598.8%35.0%3.78709.1%20.7%
60Δ2.97555.6%25.6%3.96783.3%21.9%
65Δ2.70512.4%16.2%3.81667.2%18.1%
70Δ3.56495.9%12.8%
75Δ3.32324.5%7.6%
80Δ3.07153.2%2.3%

20Δ

Calls
Pseudo strike
5.83
IV
800.0%
B/E move
125.7%
Puts
Pseudo strike
2.48
IV
200.9%
B/E move
12.9%

25Δ

Calls
Pseudo strike
5.26
IV
800.0%
B/E move
105.7%
Puts
Pseudo strike
2.68
IV
263.8%
B/E move
13.5%

30Δ

Calls
Pseudo strike
4.69
IV
800.0%
B/E move
85.7%
Puts
Pseudo strike
2.86
IV
338.0%
B/E move
14.7%

35Δ

Calls
Pseudo strike
4.32
IV
771.6%
B/E move
72.7%
Puts
Pseudo strike
3.04
IV
412.2%
B/E move
15.9%

40Δ

Calls
Pseudo strike
4.05
IV
728.4%
B/E move
63.3%
Puts
Pseudo strike
3.23
IV
486.4%
B/E move
17.1%

45Δ

Calls
Pseudo strike
3.78
IV
685.2%
B/E move
53.9%
Puts
Pseudo strike
3.41
IV
560.6%
B/E move
18.3%

50Δ

Calls
Pseudo strike
3.51
IV
642.0%
B/E move
44.4%
Puts
Pseudo strike
3.59
IV
634.8%
B/E move
19.5%

55Δ

Calls
Pseudo strike
3.24
IV
598.8%
B/E move
35.0%
Puts
Pseudo strike
3.78
IV
709.1%
B/E move
20.7%

60Δ

Calls
Pseudo strike
2.97
IV
555.6%
B/E move
25.6%
Puts
Pseudo strike
3.96
IV
783.3%
B/E move
21.9%

65Δ

Calls
Pseudo strike
2.70
IV
512.4%
B/E move
16.2%
Puts
Pseudo strike
3.81
IV
667.2%
B/E move
18.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
495.9%
B/E move
12.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
324.5%
B/E move
7.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
153.2%
B/E move
2.3%

Options history

No recorded observations