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Archer Aviation Inc. ACHR

i

Market dataready · fetched 2026-11-07T02:32:42.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:24.613033672Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T02:32:42.083354+00:00

Share price$4.41
1D+12.4%
AH$3.87$4.03$4.18$4.33$4.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACHR
Sold putSold callAH

Archer Aviation Inc. options

Live interpolated ACHR call and put midpoint premiums by absolute delta.Archer Aviation Inc.$0.06$0.24$0.42$0.61$0.79$3.50$3.96$4.42$4.88$5.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACHR spot · $4.41ACHR PRICE$0.08$0.10$0.13$0.17$0.20$0.23$0.27$0.34$0.40$0.46$0.53$0.61$0.74$0.10$0.12$0.16$0.20$0.23$0.27$0.31$0.37$0.44
Puts——
CallsExpensive1.39×
Skew——
Implied moveBearish±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.16117.5%18.7%3.83128.6%15.3%
25Δ4.99116.6%15.3%3.99123.4%12.4%
30Δ4.89117.8%13.8%4.09121.1%10.9%
35Δ4.78119.1%12.2%4.18118.9%9.6%
40Δ4.68120.4%10.7%4.28116.8%8.3%
45Δ4.58121.7%9.1%4.37114.6%7.0%
50Δ4.48123.3%7.7%4.46112.5%5.7%
55Δ4.37126.2%6.8%4.56112.2%4.8%
60Δ4.27129.1%5.9%4.67113.1%4.1%
65Δ4.17132.0%5.0%
70Δ4.06134.9%4.1%
75Δ3.94138.4%3.2%
80Δ3.78142.8%2.5%

20Δ

Calls
Pseudo strike
5.16
IV
117.5%
B/E move
18.7%
Puts
Pseudo strike
3.83
IV
128.6%
B/E move
15.3%

25Δ

Calls
Pseudo strike
4.99
IV
116.6%
B/E move
15.3%
Puts
Pseudo strike
3.99
IV
123.4%
B/E move
12.4%

30Δ

Calls
Pseudo strike
4.89
IV
117.8%
B/E move
13.8%
Puts
Pseudo strike
4.09
IV
121.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
4.78
IV
119.1%
B/E move
12.2%
Puts
Pseudo strike
4.18
IV
118.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
4.68
IV
120.4%
B/E move
10.7%
Puts
Pseudo strike
4.28
IV
116.8%
B/E move
8.3%

45Δ

Calls
Pseudo strike
4.58
IV
121.7%
B/E move
9.1%
Puts
Pseudo strike
4.37
IV
114.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
4.48
IV
123.3%
B/E move
7.7%
Puts
Pseudo strike
4.46
IV
112.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
4.37
IV
126.2%
B/E move
6.8%
Puts
Pseudo strike
4.56
IV
112.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
4.27
IV
129.1%
B/E move
5.9%
Puts
Pseudo strike
4.67
IV
113.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
4.17
IV
132.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.06
IV
134.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.94
IV
138.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.78
IV
142.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.23%
Daily close
ACHR47.5%127.7%207.9%2026-08-10: 171.44%2026-08-11: 91.73%2026-08-12: 79.79%2026-08-13: 99.38%2026-08-14: 75.37%2026-08-17: 75.54%2026-08-18: 71.99%2026-08-21: 67.48%2026-08-24: 72.44%2026-08-25: 70.07%2026-08-26: 69.37%2026-08-28: 58.55%2026-09-01: 67.69%2026-09-11: 81.07%2026-09-14: 69.83%2026-09-15: 63.07%2026-09-18: 60.41%2026-09-21: 65.52%2026-09-25: 65.53%2026-09-28: 153.23%2026-09-29: 60.50%2026-09-30: 68.86%2026-10-09: 61.94%2026-10-16: 123.43%2026-10-19: 196.87%2026-10-20: 73.25%2026-10-23: 157.12%2026-10-30: 80.23%Aug 10Sep 11Oct 30
28 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
171.44%
91.73%
79.79%
99.38%
75.37%
75.54%
71.99%
67.48%
72.44%
70.07%
69.37%
58.55%
67.69%
81.07%
69.83%
63.07%
60.41%
65.52%
65.53%
153.23%
60.50%
68.86%
61.94%
123.43%
196.87%
73.25%
157.12%
80.23%