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York Space Systems Inc. YSS

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-10T22:28:56.138Z

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 · 2026-11-10T21:41:59.988310478Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-09T09:11:07.775634+00:00

NewsAlpha Vantage · collected 2026-11-10T00:08:59.456067+00:00

Earnings observationsAlpha Vantage · collected 2026-11-10T00:08:23.428459+00:00

Share price$7.01
1D+0.6%
AH$6.80$6.91$7.01$7.11$7.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYSS
Sold putSold callAH

York Space Systems Inc. options

Live interpolated YSS call and put midpoint premiums by absolute delta.York Space Systems Inc.$0.19$0.71$1.23$1.76$2.28$4.77$5.73$6.69$7.65$8.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YSS spot · $7.01YSS PRICE$0.25$0.32$0.39$0.46$0.53$0.79$1.05$1.31$1.57$1.83$1.95$2.02$0.29$0.37$0.47$0.57$0.66$0.76$0.86$0.96$1.17$1.41$1.65$1.89$2.13
PutsExpensive1.61×
Calls——
Skew——
Implied moveBearish±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.65184.3%23.5%
25Δ8.62148.6%26.4%5.99182.8%19.9%
30Δ8.33150.3%23.4%6.24177.4%17.7%
35Δ8.05152.0%20.4%6.48171.7%15.6%
40Δ7.77153.7%17.4%6.72166.1%13.6%
45Δ7.49156.4%14.5%6.97160.5%11.5%
50Δ7.21186.5%14.1%7.21154.9%9.4%
55Δ6.92216.7%13.8%7.46149.3%7.3%
60Δ6.64246.8%13.5%7.75149.1%6.1%
65Δ6.36277.0%13.1%8.06150.0%5.2%
70Δ6.07307.2%12.8%8.36151.0%4.3%
75Δ5.79289.1%10.5%8.67152.0%3.3%
80Δ5.51254.4%7.5%8.97152.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
184.3%
B/E move
23.5%

25Δ

Calls
Pseudo strike
8.62
IV
148.6%
B/E move
26.4%
Puts
Pseudo strike
5.99
IV
182.8%
B/E move
19.9%

30Δ

Calls
Pseudo strike
8.33
IV
150.3%
B/E move
23.4%
Puts
Pseudo strike
6.24
IV
177.4%
B/E move
17.7%

35Δ

Calls
Pseudo strike
8.05
IV
152.0%
B/E move
20.4%
Puts
Pseudo strike
6.48
IV
171.7%
B/E move
15.6%

40Δ

Calls
Pseudo strike
7.77
IV
153.7%
B/E move
17.4%
Puts
Pseudo strike
6.72
IV
166.1%
B/E move
13.6%

45Δ

Calls
Pseudo strike
7.49
IV
156.4%
B/E move
14.5%
Puts
Pseudo strike
6.97
IV
160.5%
B/E move
11.5%

50Δ

Calls
Pseudo strike
7.21
IV
186.5%
B/E move
14.1%
Puts
Pseudo strike
7.21
IV
154.9%
B/E move
9.4%

55Δ

Calls
Pseudo strike
6.92
IV
216.7%
B/E move
13.8%
Puts
Pseudo strike
7.46
IV
149.3%
B/E move
7.3%

60Δ

Calls
Pseudo strike
6.64
IV
246.8%
B/E move
13.5%
Puts
Pseudo strike
7.75
IV
149.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
6.36
IV
277.0%
B/E move
13.1%
Puts
Pseudo strike
8.06
IV
150.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.07
IV
307.2%
B/E move
12.8%
Puts
Pseudo strike
8.36
IV
151.0%
B/E move
4.3%

75Δ

Calls
Pseudo strike
5.79
IV
289.1%
B/E move
10.5%
Puts
Pseudo strike
8.67
IV
152.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.51
IV
254.4%
B/E move
7.5%
Puts
Pseudo strike
8.97
IV
152.9%
B/E move
2.4%

Options history

IV · four-Friday blend144.66%
Daily close
YSS97.0%123.8%150.6%2026-08-12: 146.88%2026-08-13: 144.65%2026-08-21: 116.01%2026-08-24: 114.62%2026-08-25: 114.04%2026-08-26: 111.73%2026-08-27: 113.31%2026-08-28: 113.68%2026-08-31: 110.51%2026-09-01: 110.41%2026-09-18: 110.68%2026-09-21: 110.16%2026-09-22: 111.60%2026-09-23: 105.15%2026-09-24: 107.14%2026-09-25: 106.33%2026-09-28: 104.89%2026-09-29: 104.63%2026-10-07: 100.66%2026-10-16: 104.85%2026-10-19: 137.55%2026-10-20: 103.91%2026-10-23: 113.50%2026-10-28: 119.03%2026-10-29: 109.07%2026-10-30: 113.66%2026-11-03: 122.23%2026-11-06: 137.80%2026-11-09: 144.66%Aug 12Sep 24Nov 9
29 observations2026-08-12 — 2026-11-09
Table
DateIV (%)
146.88%
144.65%
116.01%
114.62%
114.04%
111.73%
113.31%
113.68%
110.51%
110.41%
110.68%
110.16%
111.60%
105.15%
107.14%
106.33%
104.89%
104.63%
100.66%
104.85%
137.55%
103.91%
113.50%
119.03%
109.07%
113.66%
122.23%
137.80%
144.66%

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