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Applied Opt AAOI

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-17T01:49:24.733Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:59:52.846045586Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:49:24.136109+00:00

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

Share price$75.50
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$3.49$6.22$8.95$11.68$59.20$72.90$86.61$100.31$114.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOI spot · $75.50AAOI PRICE$1.05$1.42$1.78$2.23$2.75$3.33$3.81$4.42$5.25$6.17$7.08$8.65$10.89$1.28$1.66$2.12$2.60$3.09$3.73$4.27$5.04$5.74$6.72$7.51$8.54$10.03
PutsCheap0.89×
CallsExpensive1.30×
SkewBullish-7.48 pp
Implied moveBearish±$8.09
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2495.8%14.3%67.64100.0%12.1%
25Δ83.5197.3%12.5%69.4798.7%10.2%
30Δ81.7295.8%10.6%70.9697.6%8.8%
35Δ80.3097.1%9.3%72.3396.5%7.7%
40Δ79.0099.7%8.3%73.6995.5%6.5%
45Δ77.69102.0%7.3%74.9696.8%5.7%
50Δ76.2799.3%6.1%76.2094.1%4.7%
55Δ74.9799.2%5.1%77.4894.7%4.1%
60Δ73.61101.6%4.4%78.7293.1%3.3%
65Δ72.17102.9%3.8%80.1294.0%2.8%
70Δ70.73104.1%3.1%81.3791.0%2.2%
75Δ68.75110.9%2.5%82.7889.5%1.7%
80Δ66.21123.4%2.1%84.6090.3%1.2%

20Δ

Calls
Pseudo strike
85.24
IV
95.8%
B/E move
14.3%
Puts
Pseudo strike
67.64
IV
100.0%
B/E move
12.1%

25Δ

Calls
Pseudo strike
83.51
IV
97.3%
B/E move
12.5%
Puts
Pseudo strike
69.47
IV
98.7%
B/E move
10.2%

30Δ

Calls
Pseudo strike
81.72
IV
95.8%
B/E move
10.6%
Puts
Pseudo strike
70.96
IV
97.6%
B/E move
8.8%

35Δ

Calls
Pseudo strike
80.30
IV
97.1%
B/E move
9.3%
Puts
Pseudo strike
72.33
IV
96.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
79.00
IV
99.7%
B/E move
8.3%
Puts
Pseudo strike
73.69
IV
95.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
77.69
IV
102.0%
B/E move
7.3%
Puts
Pseudo strike
74.96
IV
96.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
76.27
IV
99.3%
B/E move
6.1%
Puts
Pseudo strike
76.20
IV
94.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
74.97
IV
99.2%
B/E move
5.1%
Puts
Pseudo strike
77.48
IV
94.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
73.61
IV
101.6%
B/E move
4.4%
Puts
Pseudo strike
78.72
IV
93.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
72.17
IV
102.9%
B/E move
3.8%
Puts
Pseudo strike
80.12
IV
94.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
70.73
IV
104.1%
B/E move
3.1%
Puts
Pseudo strike
81.37
IV
91.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
68.75
IV
110.9%
B/E move
2.5%
Puts
Pseudo strike
82.78
IV
89.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
66.21
IV
123.4%
B/E move
2.1%
Puts
Pseudo strike
84.60
IV
90.3%
B/E move
1.2%

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