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Xanadu Quantum Technologies Limited Class B Subordinate Voting Shares XNDU

i

Market datapartial · fetched 2026-11-10T22:36:44.754Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:35:01.898970356Z

FundamentalsAlpha Vantage · unavailable

Share price$2.79
1D+0.4%
AH$2.62$2.71$2.79$2.88$2.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXNDU
Sold putSold callAH

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$0.69$1.37$2.06$2.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXNDU PRICE$0.07$0.08$0.10$0.13$0.15$0.18$0.21$0.24$0.27$0.30$0.33$0.08$0.12$0.15$0.18$0.21$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ3.22185.5%17.8%2.52196.2%12.8%
30Δ3.12182.1%14.7%2.58196.0%11.6%
35Δ3.01178.6%11.5%2.64195.8%10.5%
40Δ2.95177.7%10.2%2.71195.6%9.3%
45Δ2.89177.2%9.2%2.77195.4%8.2%
50Δ2.83176.6%8.1%
55Δ2.77176.1%7.0%
60Δ2.71175.6%6.0%
65Δ2.65175.0%4.9%
70Δ2.60174.5%3.9%
75Δ2.54174.0%2.8%
80Δ5.19617.0%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.22
IV
185.5%
B/E move
17.8%
Puts
Pseudo strike
2.52
IV
196.2%
B/E move
12.8%

30Δ

Calls
Pseudo strike
3.12
IV
182.1%
B/E move
14.7%
Puts
Pseudo strike
2.58
IV
196.0%
B/E move
11.6%

35Δ

Calls
Pseudo strike
3.01
IV
178.6%
B/E move
11.5%
Puts
Pseudo strike
2.64
IV
195.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
2.95
IV
177.7%
B/E move
10.2%
Puts
Pseudo strike
2.71
IV
195.6%
B/E move
9.3%

45Δ

Calls
Pseudo strike
2.89
IV
177.2%
B/E move
9.2%
Puts
Pseudo strike
2.77
IV
195.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
2.83
IV
176.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.77
IV
176.1%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.71
IV
175.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.65
IV
175.0%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.60
IV
174.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.54
IV
174.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.19
IV
617.0%
B/E move
5.3%

Options history

IV · four-Friday blend429.21%
Daily close
XNDU68.0%308.9%549.9%2026-08-12: 165.90%2026-08-13: 182.35%2026-08-14: 109.35%2026-08-17: 135.96%2026-08-18: 129.99%2026-08-19: 137.73%2026-08-20: 147.22%2026-08-21: 122.96%2026-08-24: 113.96%2026-08-25: 146.82%2026-08-26: 122.82%2026-08-27: 130.98%2026-08-28: 112.64%2026-08-31: 131.21%2026-09-01: 110.61%2026-09-02: 171.26%2026-09-03: 136.30%2026-09-04: 126.34%2026-09-08: 122.05%2026-09-09: 114.60%2026-09-10: 120.92%2026-09-11: 101.23%2026-09-14: 114.42%2026-09-15: 101.23%2026-09-16: 175.72%2026-09-17: 224.34%2026-09-18: 130.39%2026-09-21: 129.67%2026-09-22: 139.51%2026-09-24: 208.56%2026-09-25: 146.52%2026-09-29: 254.71%2026-09-30: 313.65%2026-10-01: 283.34%2026-10-02: 322.01%2026-10-05: 251.13%2026-10-06: 246.77%2026-10-07: 230.66%2026-10-09: 263.52%2026-10-12: 359.87%2026-10-13: 457.62%2026-10-16: 463.72%2026-10-19: 329.95%2026-10-20: 476.98%2026-10-23: 440.93%2026-10-26: 516.66%2026-10-30: 429.21%Aug 12Sep 15Oct 30
47 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
165.90%
182.35%
109.35%
135.96%
129.99%
137.73%
147.22%
122.96%
113.96%
146.82%
122.82%
130.98%
112.64%
131.21%
110.61%
171.26%
136.30%
126.34%
122.05%
114.60%
120.92%
101.23%
114.42%
101.23%
175.72%
224.34%
130.39%
129.67%
139.51%
208.56%
146.52%
254.71%
313.65%
283.34%
322.01%
251.13%
246.77%
230.66%
263.52%
359.87%
457.62%
463.72%
329.95%
476.98%
440.93%
516.66%
429.21%