IntraAlpha
Create free account Start free

Applied Aerospace & Defense, Inc. AADX

i

Market datapartial · fetched 2026-10-23T04:12:43.463Z

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

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 · 2026-10-22T23:15:29.519391012Z

FundamentalsAlpha Vantage · unavailable

Share price$9.96
1D-5.3%
AH$9.60$9.92$10.24$10.55$10.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAADX
Sold putSold callAH

Applied Aerospace & Defense, Inc. options

Live interpolated AADX call and put midpoint premiums by absolute delta.Applied Aerospace & Defense, Inc.$0.53$1.48$2.43$3.38$4.33$4.83$7.63$10.42$13.22$16.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AADX spot · $9.96AADX PRICE$0.63$0.94$1.15$1.18$1.11$1.04$0.96$0.93$1.21$1.49$1.76$2.04$2.31$1.14$1.09$1.04$0.99$0.94$0.88$1.14$1.46$1.78$2.10$2.42$2.74$4.06
PutsExpensive1.72×
CallsExpensive2.14×
SkewBullish-33.02 pp
Implied moveBearish±$2.11
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.92276.2%166.6%6.19328.5%49.3%
25Δ29.36335.5%204.3%6.93280.2%41.4%
30Δ24.93326.5%161.9%7.66231.9%33.5%
35Δ20.80285.0%120.7%8.40183.7%25.5%
40Δ18.01232.7%92.0%9.14135.4%17.6%
45Δ15.23180.4%63.3%9.8887.1%9.7%
50Δ12.44128.1%34.5%10.3481.4%7.6%
55Δ9.9582.8%9.3%10.7584.0%6.7%
60Δ9.5786.4%8.2%11.1686.7%5.8%
65Δ9.1990.0%7.1%11.5789.3%4.9%
70Δ8.8093.6%6.1%11.9892.0%4.0%
75Δ8.4297.1%5.0%12.3994.6%3.1%
80Δ8.04100.7%3.9%13.77110.8%2.5%

20Δ

Calls
Pseudo strike
25.92
IV
276.2%
B/E move
166.6%
Puts
Pseudo strike
6.19
IV
328.5%
B/E move
49.3%

25Δ

Calls
Pseudo strike
29.36
IV
335.5%
B/E move
204.3%
Puts
Pseudo strike
6.93
IV
280.2%
B/E move
41.4%

30Δ

Calls
Pseudo strike
24.93
IV
326.5%
B/E move
161.9%
Puts
Pseudo strike
7.66
IV
231.9%
B/E move
33.5%

35Δ

Calls
Pseudo strike
20.80
IV
285.0%
B/E move
120.7%
Puts
Pseudo strike
8.40
IV
183.7%
B/E move
25.5%

40Δ

Calls
Pseudo strike
18.01
IV
232.7%
B/E move
92.0%
Puts
Pseudo strike
9.14
IV
135.4%
B/E move
17.6%

45Δ

Calls
Pseudo strike
15.23
IV
180.4%
B/E move
63.3%
Puts
Pseudo strike
9.88
IV
87.1%
B/E move
9.7%

50Δ

Calls
Pseudo strike
12.44
IV
128.1%
B/E move
34.5%
Puts
Pseudo strike
10.34
IV
81.4%
B/E move
7.6%

55Δ

Calls
Pseudo strike
9.95
IV
82.8%
B/E move
9.3%
Puts
Pseudo strike
10.75
IV
84.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
9.57
IV
86.4%
B/E move
8.2%
Puts
Pseudo strike
11.16
IV
86.7%
B/E move
5.8%

65Δ

Calls
Pseudo strike
9.19
IV
90.0%
B/E move
7.1%
Puts
Pseudo strike
11.57
IV
89.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
8.80
IV
93.6%
B/E move
6.1%
Puts
Pseudo strike
11.98
IV
92.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.42
IV
97.1%
B/E move
5.0%
Puts
Pseudo strike
12.39
IV
94.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.04
IV
100.7%
B/E move
3.9%
Puts
Pseudo strike
13.77
IV
110.8%
B/E move
2.5%

Options history

AADX76.2582.3288.382026-10-20: 77.09%2026-10-21: 87.55%Oct 20Oct 21
Table
DateIV
77.09%
87.55%