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Alcoa Corporation AA

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-11-07T03:27:13.222Z

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 · 2026-11-07T00:00:00.002802295Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T03:27:13.062980+00:00

Share price$39.54
1D+2.1%
AH$38.43$38.79$39.15$39.52$39.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAA
Sold putSold callAH

Alcoa Corporation options

Live interpolated AA call and put midpoint premiums by absolute delta.Alcoa Corporation$0.19$0.76$1.32$1.88$2.44$35.64$37.56$39.48$41.39$43.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AA spot · $39.54AA PRICE$0.25$0.35$0.45$0.55$0.69$0.84$0.93$1.08$1.29$1.49$1.72$1.97$2.28$0.32$0.45$0.55$0.64$0.77$0.91$1.06$1.25$1.63$1.80$1.93$2.25
Puts——
CallsCheap0.80×
Skew——
Implied moveBearish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6842.8%6.1%37.4449.5%6.1%
25Δ41.2943.4%5.3%37.7952.1%5.6%
30Δ40.9644.7%4.7%38.2151.3%4.8%
35Δ40.6044.3%4.1%38.6547.9%3.9%
40Δ40.2845.6%3.6%39.0047.7%3.3%
45Δ39.9847.3%3.3%39.3346.8%2.8%
50Δ39.6644.3%2.6%39.6546.5%2.4%
55Δ39.3343.8%2.2%39.9846.9%2.0%
60Δ39.0245.5%1.9%40.4252.4%1.9%
65Δ38.6945.7%1.6%40.7350.4%1.5%
70Δ38.3545.8%1.3%41.0346.9%1.1%
75Δ37.9845.9%1.1%41.4547.2%0.9%
80Δ37.5845.9%0.8%

20Δ

Calls
Pseudo strike
41.68
IV
42.8%
B/E move
6.1%
Puts
Pseudo strike
37.44
IV
49.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
41.29
IV
43.4%
B/E move
5.3%
Puts
Pseudo strike
37.79
IV
52.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
40.96
IV
44.7%
B/E move
4.7%
Puts
Pseudo strike
38.21
IV
51.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
40.60
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
38.65
IV
47.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
40.28
IV
45.6%
B/E move
3.6%
Puts
Pseudo strike
39.00
IV
47.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
39.98
IV
47.3%
B/E move
3.3%
Puts
Pseudo strike
39.33
IV
46.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
39.66
IV
44.3%
B/E move
2.6%
Puts
Pseudo strike
39.65
IV
46.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.33
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
39.98
IV
46.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.02
IV
45.5%
B/E move
1.9%
Puts
Pseudo strike
40.42
IV
52.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
38.69
IV
45.7%
B/E move
1.6%
Puts
Pseudo strike
40.73
IV
50.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
38.35
IV
45.8%
B/E move
1.3%
Puts
Pseudo strike
41.03
IV
46.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
37.98
IV
45.9%
B/E move
1.1%
Puts
Pseudo strike
41.45
IV
47.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
37.58
IV
45.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.53%
Daily close
AA41.6%56.7%71.9%2026-08-10: 52.93%2026-08-11: 53.54%2026-08-12: 50.60%2026-08-13: 50.63%2026-08-14: 47.90%2026-08-17: 50.42%2026-08-18: 50.90%2026-08-19: 51.50%2026-08-20: 57.11%2026-08-21: 48.05%2026-08-24: 52.37%2026-08-25: 51.58%2026-08-26: 50.42%2026-08-27: 53.69%2026-08-28: 46.61%2026-08-31: 49.24%2026-09-01: 50.63%2026-09-02: 49.04%2026-09-03: 50.00%2026-09-04: 45.71%2026-09-08: 53.08%2026-09-09: 52.94%2026-09-10: 52.81%2026-09-11: 50.80%2026-09-14: 51.81%2026-09-15: 52.20%2026-09-16: 52.33%2026-09-17: 49.49%2026-09-18: 47.10%2026-09-21: 49.63%2026-09-22: 51.17%2026-09-23: 46.06%2026-09-24: 47.02%2026-09-25: 43.97%2026-09-28: 49.90%2026-09-29: 49.62%2026-09-30: 49.17%2026-10-01: 48.61%2026-10-02: 47.03%2026-10-05: 52.30%2026-10-06: 51.41%2026-10-07: 53.13%2026-10-08: 52.40%2026-10-09: 53.60%2026-10-12: 60.16%2026-10-13: 61.36%2026-10-14: 67.13%2026-10-15: 69.77%2026-10-16: 47.34%2026-10-19: 49.21%2026-10-20: 47.74%2026-10-21: 49.53%2026-10-22: 47.72%2026-10-23: 43.71%2026-10-26: 45.22%2026-10-27: 46.55%2026-10-28: 49.75%2026-10-29: 44.91%2026-10-30: 45.53%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
52.93%
53.54%
50.60%
50.63%
47.90%
50.42%
50.90%
51.50%
57.11%
48.05%
52.37%
51.58%
50.42%
53.69%
46.61%
49.24%
50.63%
49.04%
50.00%
45.71%
53.08%
52.94%
52.81%
50.80%
51.81%
52.20%
52.33%
49.49%
47.10%
49.63%
51.17%
46.06%
47.02%
43.97%
49.90%
49.62%
49.17%
48.61%
47.03%
52.30%
51.41%
53.13%
52.40%
53.60%
60.16%
61.36%
67.13%
69.77%
47.34%
49.21%
47.74%
49.53%
47.72%
43.71%
45.22%
46.55%
49.75%
44.91%
45.53%