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AAON, Inc. Common Stock AAON

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Market dataready · fetched 2026-11-11T14:53:03.648Z

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: 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 · 2026-11-11T14:52:56.636659424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:53:03.147505+00:00

Share price$77.55
1D+0.6%
$76.28$76.73$77.17$77.62$78.065:30 AM6:30 AM9:00 AM1:00 PMAAON
Sold putSold call

AAON, Inc. Common Stock options

Live interpolated AAON call and put midpoint premiums by absolute delta.AAON, Inc. Common Stock$0.71$3.82$6.92$10.02$13.12$47.88$61.91$75.94$89.97$104.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAON spot · $77.55AAON PRICE$1.05$1.38$1.76$2.15$2.53$3.04$3.66$4.29$4.91$5.67$6.65$7.63$8.61$1.32$1.85$2.42$2.98$3.58$4.21$4.84$5.47$6.44$7.49$8.54$10.13$12.23
PutsCheap0.63×
CallsCheap0.47×
SkewBearish+10.54 pp
Implied moveBearish±$8.50
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.0878.9%13.6%69.4790.7%12.1%
25Δ85.2580.4%11.7%71.1690.9%10.6%
30Δ83.7179.7%10.2%72.6492.4%9.4%
35Δ82.2378.6%8.8%74.1293.8%8.3%
40Δ80.7577.5%7.4%75.5693.8%7.2%
45Δ79.4077.4%6.3%76.9591.8%6.2%
50Δ78.1878.3%5.5%78.3389.8%5.2%
55Δ76.9779.2%4.8%79.7287.8%4.3%
60Δ75.7680.1%4.0%81.2287.4%3.6%
65Δ74.4780.8%3.3%82.7487.2%3.0%
70Δ73.0481.2%2.8%84.2687.1%2.4%
75Δ71.6281.6%2.2%86.2588.5%1.8%
80Δ70.2082.0%1.6%88.7091.4%1.4%

20Δ

Calls
Pseudo strike
87.08
IV
78.9%
B/E move
13.6%
Puts
Pseudo strike
69.47
IV
90.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
85.25
IV
80.4%
B/E move
11.7%
Puts
Pseudo strike
71.16
IV
90.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
83.71
IV
79.7%
B/E move
10.2%
Puts
Pseudo strike
72.64
IV
92.4%
B/E move
9.4%

35Δ

Calls
Pseudo strike
82.23
IV
78.6%
B/E move
8.8%
Puts
Pseudo strike
74.12
IV
93.8%
B/E move
8.3%

40Δ

Calls
Pseudo strike
80.75
IV
77.5%
B/E move
7.4%
Puts
Pseudo strike
75.56
IV
93.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
79.40
IV
77.4%
B/E move
6.3%
Puts
Pseudo strike
76.95
IV
91.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
78.18
IV
78.3%
B/E move
5.5%
Puts
Pseudo strike
78.33
IV
89.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
76.97
IV
79.2%
B/E move
4.8%
Puts
Pseudo strike
79.72
IV
87.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
75.76
IV
80.1%
B/E move
4.0%
Puts
Pseudo strike
81.22
IV
87.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
74.47
IV
80.8%
B/E move
3.3%
Puts
Pseudo strike
82.74
IV
87.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
73.04
IV
81.2%
B/E move
2.8%
Puts
Pseudo strike
84.26
IV
87.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
71.62
IV
81.6%
B/E move
2.2%
Puts
Pseudo strike
86.25
IV
88.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
70.20
IV
82.0%
B/E move
1.6%
Puts
Pseudo strike
88.70
IV
91.4%
B/E move
1.4%

Options history

IV · four-Friday blend76.43%
Daily close
AAON58.3%68.1%77.8%2026-08-13: 65.30%2026-08-14: 61.25%2026-08-17: 68.14%2026-08-18: 66.78%2026-08-19: 62.88%2026-08-20: 70.61%2026-08-21: 62.22%2026-08-24: 63.48%2026-08-25: 61.38%2026-08-26: 62.04%2026-08-27: 61.20%2026-08-28: 61.79%2026-08-31: 61.00%2026-09-01: 60.59%2026-09-02: 60.35%2026-09-03: 59.67%2026-09-04: 60.42%2026-09-08: 61.14%2026-09-09: 60.61%2026-09-10: 60.46%2026-09-11: 60.50%2026-09-14: 68.77%2026-09-15: 67.43%2026-09-16: 65.88%2026-09-17: 68.78%2026-09-18: 61.64%2026-09-21: 63.05%2026-09-22: 61.66%2026-09-23: 60.53%2026-09-24: 61.82%2026-09-25: 64.58%2026-09-28: 66.57%2026-09-29: 67.55%2026-09-30: 68.35%2026-10-01: 67.47%2026-10-02: 63.74%2026-10-05: 65.02%2026-10-06: 64.12%2026-10-07: 66.97%2026-10-08: 66.13%2026-10-09: 64.65%2026-10-12: 68.51%2026-10-13: 70.92%2026-10-14: 74.70%2026-10-16: 71.49%2026-10-19: 70.90%2026-10-20: 72.19%2026-10-21: 70.04%2026-10-22: 73.95%2026-10-23: 73.86%2026-10-26: 74.21%2026-10-27: 71.59%2026-10-28: 74.85%2026-10-29: 74.69%2026-10-30: 76.43%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
65.30%
61.25%
68.14%
66.78%
62.88%
70.61%
62.22%
63.48%
61.38%
62.04%
61.20%
61.79%
61.00%
60.59%
60.35%
59.67%
60.42%
61.14%
60.61%
60.46%
60.50%
68.77%
67.43%
65.88%
68.78%
61.64%
63.05%
61.66%
60.53%
61.82%
64.58%
66.57%
67.55%
68.35%
67.47%
63.74%
65.02%
64.12%
66.97%
66.13%
64.65%
68.51%
70.92%
74.70%
71.49%
70.90%
72.19%
70.04%
73.95%
73.86%
74.21%
71.59%
74.85%
74.69%
76.43%