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Applied Opt AAOI

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-20T06:05:09.821Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-19T23:59:48.21703718Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:09.097372+00:00

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

Share price$77.77
1D-1.4%
AH$75$77$78$79$805:30 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$1.64$9.13$16.62$24.11$31.60$44.53$68.32$92.12$115.92$139.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAOI spot · $77.77AAOI PRICE$2.45$3.22$4.08$5.03$6.04$7.17$8.42$9.62$11.22$12.89$14.71$17.12$19.59$3.23$4.33$5.53$6.79$8.28$9.76$12.27$13.48$15.65$18.20$21.28$24.64$29.44
PutsExpensive1.18×
CallsExpensive1.38×
SkewBullish-7.82 pp
Implied moveBearish±$20.69
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.29111.7%42.4%62.82108.0%23.4%
25Δ102.28110.7%35.7%66.29107.7%20.3%
30Δ97.37110.4%30.4%69.53107.3%17.7%
35Δ93.18111.0%26.3%72.64105.8%15.3%
40Δ89.31111.4%22.6%75.68105.9%13.3%
45Δ85.74111.9%19.5%78.66104.4%11.4%
50Δ82.37112.9%16.7%82.10109.5%10.2%
55Δ78.96111.3%13.9%84.82103.5%8.3%
60Δ75.79113.4%11.9%88.06102.9%6.9%
65Δ72.55114.0%9.9%91.58102.6%5.6%
70Δ69.23114.2%7.9%95.54102.9%4.5%
75Δ65.65117.4%6.4%99.74102.2%3.4%
80Δ61.96117.5%4.9%105.28103.5%2.5%

20Δ

Calls
Pseudo strike
108.29
IV
111.7%
B/E move
42.4%
Puts
Pseudo strike
62.82
IV
108.0%
B/E move
23.4%

25Δ

Calls
Pseudo strike
102.28
IV
110.7%
B/E move
35.7%
Puts
Pseudo strike
66.29
IV
107.7%
B/E move
20.3%

30Δ

Calls
Pseudo strike
97.37
IV
110.4%
B/E move
30.4%
Puts
Pseudo strike
69.53
IV
107.3%
B/E move
17.7%

35Δ

Calls
Pseudo strike
93.18
IV
111.0%
B/E move
26.3%
Puts
Pseudo strike
72.64
IV
105.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
89.31
IV
111.4%
B/E move
22.6%
Puts
Pseudo strike
75.68
IV
105.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
85.74
IV
111.9%
B/E move
19.5%
Puts
Pseudo strike
78.66
IV
104.4%
B/E move
11.4%

50Δ

Calls
Pseudo strike
82.37
IV
112.9%
B/E move
16.7%
Puts
Pseudo strike
82.10
IV
109.5%
B/E move
10.2%

55Δ

Calls
Pseudo strike
78.96
IV
111.3%
B/E move
13.9%
Puts
Pseudo strike
84.82
IV
103.5%
B/E move
8.3%

60Δ

Calls
Pseudo strike
75.79
IV
113.4%
B/E move
11.9%
Puts
Pseudo strike
88.06
IV
102.9%
B/E move
6.9%

65Δ

Calls
Pseudo strike
72.55
IV
114.0%
B/E move
9.9%
Puts
Pseudo strike
91.58
IV
102.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
69.23
IV
114.2%
B/E move
7.9%
Puts
Pseudo strike
95.54
IV
102.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
65.65
IV
117.4%
B/E move
6.4%
Puts
Pseudo strike
99.74
IV
102.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
61.96
IV
117.5%
B/E move
4.9%
Puts
Pseudo strike
105.28
IV
103.5%
B/E move
2.5%

Options history

AAOI109.31109.42109.522026-10-19T19:55:12.343000+00:00: 109.42%Oct 19Oct 19
Table
ObservationIVSkewImplied move
109.42%-2.96 pp26.60%

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