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Alcoa Corp AA

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-10-20T06:03:50.831Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:47:26.171322323Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T06:03:50.259099+00:00

Share price$41.55
1D+0.2%
AH$40.83$41.16$41.50$41.84$42.175:30 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$0.35$2.33$4.30$6.28$8.26$34.00$37.67$41.35$45.03$48.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AA spot · $41.55AA PRICE$0.56$0.75$0.98$1.19$1.43$1.73$2.02$2.37$2.69$3.23$4.10$4.63$5.50$0.70$0.93$1.17$1.42$1.74$2.06$2.40$2.99$3.61$4.98$5.32$6.52$7.69
PutsExpensive1.15×
CallsExpensive1.10×
SkewBearish+3.24 pp
Implied moveBearish±$4.42
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8043.8%14.0%37.4048.1%11.7%
25Δ45.8143.9%12.1%38.3247.7%10.0%
30Δ45.0845.4%10.8%39.1547.3%8.6%
35Δ44.2144.8%9.3%39.9446.1%7.3%
40Δ43.4444.5%8.0%40.6546.4%6.3%
45Δ42.7745.4%7.1%41.3646.2%5.4%
50Δ42.0545.2%6.1%42.0645.6%4.6%
55Δ41.3645.7%5.2%42.8648.2%4.0%
60Δ40.6845.1%4.4%43.7249.9%3.5%
65Δ39.9047.3%3.8%45.1658.2%3.3%
70Δ38.9153.0%3.5%45.8754.3%2.4%
75Δ38.0752.1%2.8%47.2756.9%1.9%
80Δ36.9654.1%2.2%48.6757.5%1.4%

20Δ

Calls
Pseudo strike
46.80
IV
43.8%
B/E move
14.0%
Puts
Pseudo strike
37.40
IV
48.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
45.81
IV
43.9%
B/E move
12.1%
Puts
Pseudo strike
38.32
IV
47.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
45.08
IV
45.4%
B/E move
10.8%
Puts
Pseudo strike
39.15
IV
47.3%
B/E move
8.6%

35Δ

Calls
Pseudo strike
44.21
IV
44.8%
B/E move
9.3%
Puts
Pseudo strike
39.94
IV
46.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
43.44
IV
44.5%
B/E move
8.0%
Puts
Pseudo strike
40.65
IV
46.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
42.77
IV
45.4%
B/E move
7.1%
Puts
Pseudo strike
41.36
IV
46.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
42.05
IV
45.2%
B/E move
6.1%
Puts
Pseudo strike
42.06
IV
45.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
41.36
IV
45.7%
B/E move
5.2%
Puts
Pseudo strike
42.86
IV
48.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
40.68
IV
45.1%
B/E move
4.4%
Puts
Pseudo strike
43.72
IV
49.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
39.90
IV
47.3%
B/E move
3.8%
Puts
Pseudo strike
45.16
IV
58.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.91
IV
53.0%
B/E move
3.5%
Puts
Pseudo strike
45.87
IV
54.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
38.07
IV
52.1%
B/E move
2.8%
Puts
Pseudo strike
47.27
IV
56.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.96
IV
54.1%
B/E move
2.2%
Puts
Pseudo strike
48.67
IV
57.5%
B/E move
1.4%

Options history

AA44.6444.6944.732026-10-19T19:59:20.770000+00:00: 44.69%Oct 19Oct 19
Table
ObservationIVSkewImplied move
44.69%3.83 pp10.64%