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Applied Aerospace & Defense, Inc. AADX

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-13T18:11:05.841Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:10:57.136082157Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T18:11:04.669865+00:00

Share price$8.35
1D-6.1%
$8.23$8.42$8.61$8.80$8.995:30 AM6:30 AM9:00 AM1:00 PMAADX
Sold putSold call

Applied Aerospace & Defense, Inc. options

Live interpolated AADX call and put midpoint premiums by absolute delta.Applied Aerospace & Defense, Inc.$0.18$0.84$1.50$2.16$2.81$4.22$6.50$8.77$11.05$13.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AADX spot · $8.35AADX PRICE$0.25$0.33$0.40$0.51$0.63$0.76$0.89$1.01$1.14$1.27$1.40$2.00$2.62$0.38$0.46$0.55$0.72$0.90$1.08$1.25$1.43$1.60$1.78$1.95
Puts——
CallsCheap0.84×
Skew——
Implied moveBearish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5797.8%41.7%6.34117.8%28.5%
25Δ10.9095.5%34.5%6.92106.3%22.6%
30Δ10.2393.3%27.4%7.5094.8%16.8%
35Δ9.7992.5%23.4%7.8193.6%15.1%
40Δ9.4692.4%21.0%8.1192.4%13.5%
45Δ9.1492.4%18.6%8.4291.2%12.0%
50Δ8.8192.3%16.2%8.7390.0%10.4%
55Δ8.4992.3%13.9%9.0488.8%8.8%
60Δ8.1692.3%11.5%9.3587.6%7.2%
65Δ7.8492.2%9.1%9.6686.4%5.6%
70Δ7.5192.2%6.7%9.9685.2%4.0%
75Δ6.85114.9%6.0%
80Δ6.17138.5%5.4%

20Δ

Calls
Pseudo strike
11.57
IV
97.8%
B/E move
41.7%
Puts
Pseudo strike
6.34
IV
117.8%
B/E move
28.5%

25Δ

Calls
Pseudo strike
10.90
IV
95.5%
B/E move
34.5%
Puts
Pseudo strike
6.92
IV
106.3%
B/E move
22.6%

30Δ

Calls
Pseudo strike
10.23
IV
93.3%
B/E move
27.4%
Puts
Pseudo strike
7.50
IV
94.8%
B/E move
16.8%

35Δ

Calls
Pseudo strike
9.79
IV
92.5%
B/E move
23.4%
Puts
Pseudo strike
7.81
IV
93.6%
B/E move
15.1%

40Δ

Calls
Pseudo strike
9.46
IV
92.4%
B/E move
21.0%
Puts
Pseudo strike
8.11
IV
92.4%
B/E move
13.5%

45Δ

Calls
Pseudo strike
9.14
IV
92.4%
B/E move
18.6%
Puts
Pseudo strike
8.42
IV
91.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
8.81
IV
92.3%
B/E move
16.2%
Puts
Pseudo strike
8.73
IV
90.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.49
IV
92.3%
B/E move
13.9%
Puts
Pseudo strike
9.04
IV
88.8%
B/E move
8.8%

60Δ

Calls
Pseudo strike
8.16
IV
92.3%
B/E move
11.5%
Puts
Pseudo strike
9.35
IV
87.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.84
IV
92.2%
B/E move
9.1%
Puts
Pseudo strike
9.66
IV
86.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
7.51
IV
92.2%
B/E move
6.7%
Puts
Pseudo strike
9.96
IV
85.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
6.85
IV
114.9%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.17
IV
138.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.50%
Daily close
AADX62.8%82.1%101.5%2026-08-19: 77.17%2026-08-21: 66.29%2026-08-24: 65.50%2026-08-25: 66.28%2026-08-26: 66.71%2026-08-27: 69.52%2026-08-31: 72.50%2026-09-01: 68.44%2026-09-02: 70.93%2026-09-03: 72.19%2026-09-04: 70.79%2026-09-08: 72.27%2026-09-18: 76.20%2026-09-21: 76.02%2026-09-24: 73.77%2026-09-25: 77.19%2026-09-29: 77.00%2026-09-30: 75.14%2026-10-02: 78.50%2026-10-16: 78.35%2026-10-19: 76.79%2026-10-20: 77.09%2026-10-21: 86.97%2026-10-22: 85.03%2026-10-23: 82.36%2026-10-26: 91.56%2026-10-27: 98.80%2026-10-28: 81.41%2026-10-29: 82.63%2026-10-30: 75.50%Aug 19Sep 24Oct 30
30 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
77.17%
66.29%
65.50%
66.28%
66.71%
69.52%
72.50%
68.44%
70.93%
72.19%
70.79%
72.27%
76.20%
76.02%
73.77%
77.19%
77.00%
75.14%
78.50%
78.35%
76.79%
77.09%
86.97%
85.03%
82.36%
91.56%
98.80%
81.41%
82.63%
75.50%