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AAON Inc AAON

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
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Market dataready · fetched 2026-10-22T06:02:23.969Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T22:30:47.910063097Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:02:23.749256+00:00

Share price$76.00
1D-0.3%
AH$72.80$73.51$74.23$74.94$75.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAON
Sold putSold callAH

AAON Inc options

Live interpolated AAON call and put midpoint premiums by absolute delta.AAON Inc$1.01$7.36$13.71$20.06$26.40$52.31$63.58$74.85$86.12$97.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAON spot · $76.00AAON PRICE$1.70$2.31$2.94$3.57$4.18$4.80$5.81$6.83$8.01$9.35$10.68$12.01$13.40$2.33$3.29$4.43$5.44$6.31$7.49$8.95$10.44$11.96$14.03$16.92$20.49$24.57
PutsExpensive1.21×
CallsExpensive1.17×
SkewBearish+10.62 pp
Implied moveBearish±$14.76
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8877.3%25.8%63.8486.7%19.1%
25Δ91.0979.8%22.9%66.5987.6%16.7%
30Δ88.2080.3%19.9%68.8692.2%15.2%
35Δ85.2579.5%16.9%71.2592.6%13.4%
40Δ82.6277.1%14.2%73.7588.8%11.3%
45Δ80.0274.4%11.6%76.2387.3%9.6%
50Δ77.9876.2%10.3%78.6788.1%8.3%
55Δ75.9578.0%8.9%81.1187.9%7.0%
60Δ73.8179.7%7.7%83.5686.4%5.8%
65Δ71.5981.3%6.5%86.4486.9%4.7%
70Δ69.3681.9%5.3%89.9690.1%3.9%
75Δ67.1579.9%4.2%94.1792.7%3.1%
80Δ64.8878.1%3.0%98.8894.3%2.2%

20Δ

Calls
Pseudo strike
93.88
IV
77.3%
B/E move
25.8%
Puts
Pseudo strike
63.84
IV
86.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
91.09
IV
79.8%
B/E move
22.9%
Puts
Pseudo strike
66.59
IV
87.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
88.20
IV
80.3%
B/E move
19.9%
Puts
Pseudo strike
68.86
IV
92.2%
B/E move
15.2%

35Δ

Calls
Pseudo strike
85.25
IV
79.5%
B/E move
16.9%
Puts
Pseudo strike
71.25
IV
92.6%
B/E move
13.4%

40Δ

Calls
Pseudo strike
82.62
IV
77.1%
B/E move
14.2%
Puts
Pseudo strike
73.75
IV
88.8%
B/E move
11.3%

45Δ

Calls
Pseudo strike
80.02
IV
74.4%
B/E move
11.6%
Puts
Pseudo strike
76.23
IV
87.3%
B/E move
9.6%

50Δ

Calls
Pseudo strike
77.98
IV
76.2%
B/E move
10.3%
Puts
Pseudo strike
78.67
IV
88.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
75.95
IV
78.0%
B/E move
8.9%
Puts
Pseudo strike
81.11
IV
87.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
73.81
IV
79.7%
B/E move
7.7%
Puts
Pseudo strike
83.56
IV
86.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
71.59
IV
81.3%
B/E move
6.5%
Puts
Pseudo strike
86.44
IV
86.9%
B/E move
4.7%

70Δ

Calls
Pseudo strike
69.36
IV
81.9%
B/E move
5.3%
Puts
Pseudo strike
89.96
IV
90.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
67.15
IV
79.9%
B/E move
4.2%
Puts
Pseudo strike
94.17
IV
92.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
64.88
IV
78.1%
B/E move
3.0%
Puts
Pseudo strike
98.88
IV
94.3%
B/E move
2.2%

Options history

No recorded observations