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York Space Systems Inc. YSS

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-21T17:52:26.738Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-21T17:51:19.575324381Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:54.961162+00:00

Share price$5.92
1D+0.2%
$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$3.13$6.26$9.40$12.53$1.96$4.21$6.46$8.71$10.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YSS spot · $5.92YSS PRICE$0.24$0.32$0.40$0.48$0.59$0.72$0.86$0.99$1.12$1.26$1.39$0.68$0.89$1.09$1.30$1.51$1.72$1.92$3.60$7.61$11.62$6.72
PutsExpensive1.37×
CallsExpensive1.16×
SkewBearish+24.51 pp
Implied moveBearish±$2.37
TiltBearish64.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.50106.6%64.6%
25Δ8.89106.1%55.7%
30Δ8.29105.6%46.9%5.21110.5%23.3%
35Δ7.69105.1%38.0%5.56109.8%21.0%
40Δ7.27105.2%32.8%5.91109.2%18.6%
45Δ6.93105.7%29.3%6.25108.6%16.3%
50Δ6.58106.1%25.8%6.60107.9%14.0%
55Δ6.24106.5%22.3%6.94107.3%11.6%
60Δ5.90107.0%18.8%7.29106.7%9.3%
65Δ5.56107.4%15.3%9.06126.2%7.7%
70Δ5.22107.8%11.7%13.09177.5%7.4%
75Δ17.12228.8%7.0%
80Δ12.42146.3%3.6%

20Δ

Calls
Pseudo strike
9.50
IV
106.6%
B/E move
64.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.89
IV
106.1%
B/E move
55.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.29
IV
105.6%
B/E move
46.9%
Puts
Pseudo strike
5.21
IV
110.5%
B/E move
23.3%

35Δ

Calls
Pseudo strike
7.69
IV
105.1%
B/E move
38.0%
Puts
Pseudo strike
5.56
IV
109.8%
B/E move
21.0%

40Δ

Calls
Pseudo strike
7.27
IV
105.2%
B/E move
32.8%
Puts
Pseudo strike
5.91
IV
109.2%
B/E move
18.6%

45Δ

Calls
Pseudo strike
6.93
IV
105.7%
B/E move
29.3%
Puts
Pseudo strike
6.25
IV
108.6%
B/E move
16.3%

50Δ

Calls
Pseudo strike
6.58
IV
106.1%
B/E move
25.8%
Puts
Pseudo strike
6.60
IV
107.9%
B/E move
14.0%

55Δ

Calls
Pseudo strike
6.24
IV
106.5%
B/E move
22.3%
Puts
Pseudo strike
6.94
IV
107.3%
B/E move
11.6%

60Δ

Calls
Pseudo strike
5.90
IV
107.0%
B/E move
18.8%
Puts
Pseudo strike
7.29
IV
106.7%
B/E move
9.3%

65Δ

Calls
Pseudo strike
5.56
IV
107.4%
B/E move
15.3%
Puts
Pseudo strike
9.06
IV
126.2%
B/E move
7.7%

70Δ

Calls
Pseudo strike
5.22
IV
107.8%
B/E move
11.7%
Puts
Pseudo strike
13.09
IV
177.5%
B/E move
7.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.12
IV
228.8%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
146.3%
B/E move
3.6%

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%