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Xanadu Quantum Technologies Limited Class B Subordinate Voting Shares XNDU

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:52:52.411Z

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

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 · 2026-10-21T17:52:50.629508876Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:51.273058+00:00

Share price$2.84
1D-1.9%
$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$0.29$0.84$1.39$1.94$2.49$1.32$2.13$2.95$3.76$4.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNDU spot · $2.83XNDU PRICE$0.48$0.49$0.50$0.50$0.51$0.52$0.52$0.53$0.54$0.54$0.55$0.35$0.53$0.71$0.89$1.08$1.26$1.44$1.62$1.81$0.85$0.59$1.46$2.33
PutsExpensive3.43×
CallsExpensive5.56×
SkewBullish-105.13 pp
Implied moveBearish±$1.96
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.86800.0%123.7%2.31526.7%30.7%
25Δ5.30800.0%104.4%2.52560.5%29.8%
30Δ4.75800.0%85.0%2.73594.2%28.9%
35Δ4.36774.5%71.4%2.94627.9%28.0%
40Δ4.09728.5%62.4%3.15661.6%27.0%
45Δ3.83682.4%53.5%3.35695.4%26.1%
50Δ3.57636.4%44.5%3.56729.1%25.2%
55Δ3.31590.4%35.6%3.77762.8%24.3%
60Δ3.05544.4%26.6%3.98796.5%23.4%
65Δ2.79498.3%17.6%3.39403.6%10.4%
70Δ2.53452.3%8.7%3.37192.8%2.0%
75Δ4.24303.5%1.9%
80Δ5.11414.2%1.7%

20Δ

Calls
Pseudo strike
5.86
IV
800.0%
B/E move
123.7%
Puts
Pseudo strike
2.31
IV
526.7%
B/E move
30.7%

25Δ

Calls
Pseudo strike
5.30
IV
800.0%
B/E move
104.4%
Puts
Pseudo strike
2.52
IV
560.5%
B/E move
29.8%

30Δ

Calls
Pseudo strike
4.75
IV
800.0%
B/E move
85.0%
Puts
Pseudo strike
2.73
IV
594.2%
B/E move
28.9%

35Δ

Calls
Pseudo strike
4.36
IV
774.5%
B/E move
71.4%
Puts
Pseudo strike
2.94
IV
627.9%
B/E move
28.0%

40Δ

Calls
Pseudo strike
4.09
IV
728.5%
B/E move
62.4%
Puts
Pseudo strike
3.15
IV
661.6%
B/E move
27.0%

45Δ

Calls
Pseudo strike
3.83
IV
682.4%
B/E move
53.5%
Puts
Pseudo strike
3.35
IV
695.4%
B/E move
26.1%

50Δ

Calls
Pseudo strike
3.57
IV
636.4%
B/E move
44.5%
Puts
Pseudo strike
3.56
IV
729.1%
B/E move
25.2%

55Δ

Calls
Pseudo strike
3.31
IV
590.4%
B/E move
35.6%
Puts
Pseudo strike
3.77
IV
762.8%
B/E move
24.3%

60Δ

Calls
Pseudo strike
3.05
IV
544.4%
B/E move
26.6%
Puts
Pseudo strike
3.98
IV
796.5%
B/E move
23.4%

65Δ

Calls
Pseudo strike
2.79
IV
498.3%
B/E move
17.6%
Puts
Pseudo strike
3.39
IV
403.6%
B/E move
10.4%

70Δ

Calls
Pseudo strike
2.53
IV
452.3%
B/E move
8.7%
Puts
Pseudo strike
3.37
IV
192.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
303.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.11
IV
414.2%
B/E move
1.7%

Options history

XNDU72.28285.29498.292026-07-23: 208.85%2026-07-24: 161.17%2026-07-27: 155.64%2026-07-28: 194.93%2026-07-29: 271.27%2026-07-30: 219.91%2026-07-31: 157.21%2026-08-03: 174.66%2026-08-04: 191.80%2026-08-05: 207.07%2026-08-06: 123.22%2026-08-07: 153.34%2026-08-10: 105.35%2026-08-11: 145.20%2026-08-12: 146.68%2026-08-13: 182.72%2026-08-14: 110.87%2026-08-17: 137.60%2026-08-18: 130.01%2026-08-19: 138.25%2026-08-20: 147.26%2026-08-21: 128.64%2026-08-24: 113.42%2026-08-25: 147.59%2026-08-26: 123.15%2026-08-27: 126.76%2026-08-28: 112.21%2026-08-31: 131.13%2026-09-01: 112.31%2026-09-02: 171.57%2026-09-03: 139.55%2026-09-04: 124.93%2026-09-08: 107.98%2026-09-09: 125.74%2026-09-10: 127.39%2026-09-11: 101.66%2026-09-14: 114.42%2026-09-15: 107.16%2026-09-16: 184.91%2026-09-17: 209.56%2026-09-18: 130.04%2026-09-21: 129.39%2026-09-22: 134.91%2026-09-24: 241.99%2026-09-25: 178.93%2026-09-28: 246.21%2026-09-29: 244.18%2026-09-30: 332.54%2026-10-01: 266.38%2026-10-02: 312.67%2026-10-05: 259.63%2026-10-06: 252.17%2026-10-07: 212.57%2026-10-09: 261.20%2026-10-12: 378.41%2026-10-13: 385.25%2026-10-16: 458.95%2026-10-19: 318.66%2026-10-20: 468.91%Jul 23Oct 20
Table
DateIV
208.85%
161.17%
155.64%
194.93%
271.27%
219.91%
157.21%
174.66%
191.80%
207.07%
123.22%
153.34%
105.35%
145.20%
146.68%
182.72%
110.87%
137.60%
130.01%
138.25%
147.26%
128.64%
113.42%
147.59%
123.15%
126.76%
112.21%
131.13%
112.31%
171.57%
139.55%
124.93%
107.98%
125.74%
127.39%
101.66%
114.42%
107.16%
184.91%
209.56%
130.04%
129.39%
134.91%
241.99%
178.93%
246.21%
244.18%
332.54%
266.38%
312.67%
259.63%
252.17%
212.57%
261.20%
378.41%
385.25%
458.95%
318.66%
468.91%