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Alcoa Corp AA

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-10-15T20:33:16.246Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:14.18262138Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:14.948467+00:00

Share price$41.25
1D+3.8%
AH$38.88$39.49$40.11$40.72$41.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAA
Sold putSold callAH

Alcoa Corp options

Live interpolated AA call and put midpoint premiums by absolute delta.Alcoa Corp$0.00$2.51$5.02$7.53$10.03$35.85$37.79$39.72$41.65$43.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $41.25OPTION PRICELive AA spot · $41.25AA PRICE$0.23$0.29$0.35$0.42$0.48$0.54$0.65$0.76$0.82$0.86$0.90$0.94$0.98$0.36$0.51$0.66$0.83$1.07$1.29$1.54$2.80$2.91$3.75$6.01$5.21$9.31
PutsExpensive4.60×
CallsExpensive1.22×
SkewBearish+143.46 pp
Implied moveBearish±$2.19
TiltBearish63.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0995.8%5.0%38.79145.8%6.8%
25Δ42.6791.3%4.1%39.25149.5%6.1%
30Δ42.3187.4%3.4%39.67153.9%5.4%
35Δ42.0084.4%2.8%40.12155.4%4.8%
40Δ41.7579.8%2.4%40.51165.3%4.4%
45Δ41.4975.3%1.9%40.96166.9%3.8%
50Δ41.2876.2%1.7%41.42169.1%3.3%
55Δ41.0877.1%1.4%42.34254.4%4.2%
60Δ40.9173.4%1.2%42.81231.2%3.3%
65Δ40.7766.9%0.9%43.79253.9%2.9%
70Δ40.6360.4%0.7%46.00340.8%3.0%
75Δ40.4953.8%0.4%45.67264.9%1.9%
80Δ40.3547.3%0.2%49.73382.9%2.0%

20Δ

Calls
Pseudo strike
43.09
IV
95.8%
B/E move
5.0%
Puts
Pseudo strike
38.79
IV
145.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
42.67
IV
91.3%
B/E move
4.1%
Puts
Pseudo strike
39.25
IV
149.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
42.31
IV
87.4%
B/E move
3.4%
Puts
Pseudo strike
39.67
IV
153.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
42.00
IV
84.4%
B/E move
2.8%
Puts
Pseudo strike
40.12
IV
155.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
41.75
IV
79.8%
B/E move
2.4%
Puts
Pseudo strike
40.51
IV
165.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
41.49
IV
75.3%
B/E move
1.9%
Puts
Pseudo strike
40.96
IV
166.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.28
IV
76.2%
B/E move
1.7%
Puts
Pseudo strike
41.42
IV
169.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
41.08
IV
77.1%
B/E move
1.4%
Puts
Pseudo strike
42.34
IV
254.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
40.91
IV
73.4%
B/E move
1.2%
Puts
Pseudo strike
42.81
IV
231.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
40.77
IV
66.9%
B/E move
0.9%
Puts
Pseudo strike
43.79
IV
253.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
40.63
IV
60.4%
B/E move
0.7%
Puts
Pseudo strike
46.00
IV
340.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
40.49
IV
53.8%
B/E move
0.4%
Puts
Pseudo strike
45.67
IV
264.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
40.35
IV
47.3%
B/E move
0.2%
Puts
Pseudo strike
49.73
IV
382.9%
B/E move
2.0%