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Applied Opt AAOI

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Market datapartial · fetched 2026-10-16T21:49:54.879Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:49:52.575833969Z

FundamentalsAlpha Vantage · unavailable

Research2026-09-08 · 0 entries · 2 trades · 0 option records · 252 price bars

Share price$75.38
1D-9.9%
AH$75$77$80$82$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOI
Sold putSold callAH

Applied Opt options

Live interpolated AAOI call and put midpoint premiums by absolute delta.Applied Opt$0.76$3.58$6.40$9.22$12.04$58.90$73.04$87.19$101.33$115.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOI spot · $75.38AAOI PRICE$1.06$1.43$1.80$2.25$2.79$3.35$3.86$4.49$5.34$6.28$7.21$8.98$11.23$1.27$1.65$2.09$2.57$3.05$3.67$4.18$4.94$5.64$6.57$7.32$8.28$9.20
PutsCheap0.88×
CallsExpensive1.36×
SkewBullish-11.32 pp
Implied moveBearish±$8.05
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2096.7%14.4%67.5799.3%12.0%
25Δ83.4698.3%12.6%69.3897.9%10.1%
30Δ81.6796.9%10.7%70.8996.6%8.7%
35Δ80.2498.2%9.4%72.2395.5%7.6%
40Δ78.93101.2%8.4%73.5894.4%6.4%
45Δ77.59102.7%7.4%74.8595.3%5.6%
50Δ76.18100.9%6.2%76.0692.5%4.7%
55Δ74.85101.0%5.3%77.3193.2%4.0%
60Δ73.46103.5%4.5%78.5391.8%3.3%
65Δ72.00105.1%3.8%79.8992.2%2.7%
70Δ70.54106.7%3.1%81.0989.1%2.1%
75Δ68.38115.6%2.6%82.4487.1%1.6%
80Δ65.82128.7%2.2%83.7283.6%1.1%

20Δ

Calls
Pseudo strike
85.20
IV
96.7%
B/E move
14.4%
Puts
Pseudo strike
67.57
IV
99.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
83.46
IV
98.3%
B/E move
12.6%
Puts
Pseudo strike
69.38
IV
97.9%
B/E move
10.1%

30Δ

Calls
Pseudo strike
81.67
IV
96.9%
B/E move
10.7%
Puts
Pseudo strike
70.89
IV
96.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
80.24
IV
98.2%
B/E move
9.4%
Puts
Pseudo strike
72.23
IV
95.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
78.93
IV
101.2%
B/E move
8.4%
Puts
Pseudo strike
73.58
IV
94.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
77.59
IV
102.7%
B/E move
7.4%
Puts
Pseudo strike
74.85
IV
95.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
76.18
IV
100.9%
B/E move
6.2%
Puts
Pseudo strike
76.06
IV
92.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
74.85
IV
101.0%
B/E move
5.3%
Puts
Pseudo strike
77.31
IV
93.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
73.46
IV
103.5%
B/E move
4.5%
Puts
Pseudo strike
78.53
IV
91.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
72.00
IV
105.1%
B/E move
3.8%
Puts
Pseudo strike
79.89
IV
92.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
70.54
IV
106.7%
B/E move
3.1%
Puts
Pseudo strike
81.09
IV
89.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
68.38
IV
115.6%
B/E move
2.6%
Puts
Pseudo strike
82.44
IV
87.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
65.82
IV
128.7%
B/E move
2.2%
Puts
Pseudo strike
83.72
IV
83.6%
B/E move
1.1%

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