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Alcoa Corp AA

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-10-15T21:02:27.457Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:02:15.209786964Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:26.742884+00:00

Share price$41.20
1D+3.7%
AH$38.85$39.57$40.29$41.01$41.735:30 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$2.34$4.67$7.01$9.35$35.91$37.83$39.74$41.65$43.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $41.20OPTION PRICELive AA spot · $41.20AA PRICE$0.23$0.29$0.36$0.43$0.49$0.56$0.67$0.79$0.84$0.88$0.92$0.99$1.06$0.36$0.50$0.65$0.81$1.05$1.27$1.51$2.69$2.92$4.00$5.03$6.16$8.67
PutsExpensive4.31×
CallsExpensive1.20×
SkewBearish+138.85 pp
Implied moveBearish±$2.19
TiltBearish61.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0797.3%5.1%38.77144.3%6.8%
25Δ42.6492.7%4.2%39.23147.2%6.0%
30Δ42.2889.1%3.5%39.64152.0%5.4%
35Δ41.9786.1%2.9%40.09152.4%4.7%
40Δ41.7181.4%2.4%40.47162.2%4.3%
45Δ41.4578.2%2.0%40.91164.1%3.8%
50Δ41.2479.4%1.7%41.36165.9%3.3%
55Δ41.0280.6%1.5%42.23245.5%4.0%
60Δ40.8674.8%1.2%42.77232.4%3.3%
65Δ40.7068.2%0.9%43.93269.4%3.1%
70Δ40.5561.5%0.7%45.15294.5%2.6%
75Δ40.4156.4%0.5%46.47309.2%2.2%
80Δ40.2951.9%0.4%49.10363.4%1.9%

20Δ

Calls
Pseudo strike
43.07
IV
97.3%
B/E move
5.1%
Puts
Pseudo strike
38.77
IV
144.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
42.64
IV
92.7%
B/E move
4.2%
Puts
Pseudo strike
39.23
IV
147.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
42.28
IV
89.1%
B/E move
3.5%
Puts
Pseudo strike
39.64
IV
152.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
41.97
IV
86.1%
B/E move
2.9%
Puts
Pseudo strike
40.09
IV
152.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
41.71
IV
81.4%
B/E move
2.4%
Puts
Pseudo strike
40.47
IV
162.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
41.45
IV
78.2%
B/E move
2.0%
Puts
Pseudo strike
40.91
IV
164.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.24
IV
79.4%
B/E move
1.7%
Puts
Pseudo strike
41.36
IV
165.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
41.02
IV
80.6%
B/E move
1.5%
Puts
Pseudo strike
42.23
IV
245.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
40.86
IV
74.8%
B/E move
1.2%
Puts
Pseudo strike
42.77
IV
232.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
40.70
IV
68.2%
B/E move
0.9%
Puts
Pseudo strike
43.93
IV
269.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
40.55
IV
61.5%
B/E move
0.7%
Puts
Pseudo strike
45.15
IV
294.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
40.41
IV
56.4%
B/E move
0.5%
Puts
Pseudo strike
46.47
IV
309.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
40.29
IV
51.9%
B/E move
0.4%
Puts
Pseudo strike
49.10
IV
363.4%
B/E move
1.9%