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York Space Systems Inc. YSS

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-21T16:59:20.287Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-21T16:59:16.344491707Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:19.799950+00:00

Share price$5.93
1D+0.6%
$5.78$5.84$5.90$5.95$6.015:30 AM6:30 AM9:00 AM1:00 PMYSS
Sold putSold call

York Space Systems Inc. options

Live interpolated YSS call and put midpoint premiums by absolute delta.York Space Systems Inc.$0.00$9.70$19.41$29.11$38.81$0.68$3.26$5.84$8.42$11.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YSS spot · $5.93YSS PRICE$0.27$0.25$0.31$0.41$0.50$0.59$0.69$0.78$0.87$0.97$1.06$1.15$0.43$1.56$2.70$3.83$4.97$6.11$7.24$8.38$9.52$4.61$12.41$35.96
PutsExpensive2.40×
CallsExpensive1.13×
SkewBearish+138.64 pp
Implied moveBearish±$6.79
TiltBearish85.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.38188.0%96.5%
25Δ8.47125.5%47.2%5.08119.2%21.5%
30Δ7.34104.2%29.0%6.28146.7%20.5%
35Δ7.09103.7%26.4%7.47174.3%19.5%
40Δ6.84103.1%23.8%8.67201.8%18.5%
45Δ6.60102.6%21.3%9.86229.4%17.5%
50Δ6.35102.0%18.7%11.06256.9%16.5%
55Δ6.11101.5%16.1%12.26284.4%15.5%
60Δ5.86100.9%13.5%13.45312.0%14.5%
65Δ5.61100.4%11.0%14.65339.5%13.4%
70Δ5.3799.9%8.4%10.11192.3%7.4%
75Δ5.1299.3%5.8%17.93290.7%6.9%
80Δ41.46447.4%7.3%

20Δ

Calls
Pseudo strike
11.38
IV
188.0%
B/E move
96.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.47
IV
125.5%
B/E move
47.2%
Puts
Pseudo strike
5.08
IV
119.2%
B/E move
21.5%

30Δ

Calls
Pseudo strike
7.34
IV
104.2%
B/E move
29.0%
Puts
Pseudo strike
6.28
IV
146.7%
B/E move
20.5%

35Δ

Calls
Pseudo strike
7.09
IV
103.7%
B/E move
26.4%
Puts
Pseudo strike
7.47
IV
174.3%
B/E move
19.5%

40Δ

Calls
Pseudo strike
6.84
IV
103.1%
B/E move
23.8%
Puts
Pseudo strike
8.67
IV
201.8%
B/E move
18.5%

45Δ

Calls
Pseudo strike
6.60
IV
102.6%
B/E move
21.3%
Puts
Pseudo strike
9.86
IV
229.4%
B/E move
17.5%

50Δ

Calls
Pseudo strike
6.35
IV
102.0%
B/E move
18.7%
Puts
Pseudo strike
11.06
IV
256.9%
B/E move
16.5%

55Δ

Calls
Pseudo strike
6.11
IV
101.5%
B/E move
16.1%
Puts
Pseudo strike
12.26
IV
284.4%
B/E move
15.5%

60Δ

Calls
Pseudo strike
5.86
IV
100.9%
B/E move
13.5%
Puts
Pseudo strike
13.45
IV
312.0%
B/E move
14.5%

65Δ

Calls
Pseudo strike
5.61
IV
100.4%
B/E move
11.0%
Puts
Pseudo strike
14.65
IV
339.5%
B/E move
13.4%

70Δ

Calls
Pseudo strike
5.37
IV
99.9%
B/E move
8.4%
Puts
Pseudo strike
10.11
IV
192.3%
B/E move
7.4%

75Δ

Calls
Pseudo strike
5.12
IV
99.3%
B/E move
5.8%
Puts
Pseudo strike
17.93
IV
290.7%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.46
IV
447.4%
B/E move
7.3%

Options history

YSS98.06124.92151.792026-07-23: 127.96%2026-07-24: 127.50%2026-07-27: 128.45%2026-07-28: 125.65%2026-07-29: 129.91%2026-07-30: 125.05%2026-07-31: 118.37%2026-08-03: 132.52%2026-08-04: 139.20%2026-08-05: 130.97%2026-08-06: 135.05%2026-08-07: 138.62%2026-08-10: 145.87%2026-08-11: 148.08%2026-08-12: 147.55%2026-08-13: 145.41%2026-08-21: 116.62%2026-08-24: 112.89%2026-08-25: 114.52%2026-08-26: 110.78%2026-08-27: 112.58%2026-08-28: 113.67%2026-08-31: 110.71%2026-09-01: 110.11%2026-09-10: 118.51%2026-09-18: 110.66%2026-09-21: 110.30%2026-09-22: 111.57%2026-09-23: 105.10%2026-09-24: 108.64%2026-09-25: 105.73%2026-09-28: 104.92%2026-09-29: 103.56%2026-10-07: 101.76%2026-10-16: 104.86%Jul 23Oct 16
Table
DateIV
127.96%
127.50%
128.45%
125.65%
129.91%
125.05%
118.37%
132.52%
139.20%
130.97%
135.05%
138.62%
145.87%
148.08%
147.55%
145.41%
116.62%
112.89%
114.52%
110.78%
112.58%
113.67%
110.71%
110.11%
118.51%
110.66%
110.30%
111.57%
105.10%
108.64%
105.73%
104.92%
103.56%
101.76%
104.86%