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Array Digital Infrastructure, Inc. AD

i

Market dataready · fetched 2026-11-11T13:51:22.182Z

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 · 2026-11-11T00:00:00.00142544Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:51:21.789509+00:00

Share price$28.94
1D-4.5%
AH$28.80$29.20$29.61$30.02$30.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAD
Sold putSold callAH

Array Digital Infrastructure, Inc. options

Live interpolated AD call and put midpoint premiums by absolute delta.Array Digital Infrastructure, Inc.$0.94$2.15$3.35$4.56$5.76$24.52$27.42$30.33$33.23$36.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AD spot · $28.94AD PRICE$1.07$1.09$1.10$1.10$1.10$1.38$1.89$2.40$2.90$3.41$3.92$4.43$5.41$1.07$1.08$1.11$1.13$1.15$1.17$1.20$1.22$1.24$1.27$1.29
Puts——
CallsExpensive2.91×
Skew——
Implied moveBullish±$3.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.99249.7%55.7%23.55184.1%22.3%
25Δ37.18184.6%32.2%25.18147.4%16.7%
30Δ34.09147.1%21.6%25.69135.6%15.1%
35Δ32.42121.0%15.8%26.20123.9%13.4%
40Δ30.7594.9%10.0%26.70112.1%11.7%
45Δ29.6287.2%7.1%27.21100.3%10.0%
50Δ28.9494.5%6.5%27.7288.5%8.4%
55Δ28.25101.8%5.9%28.2376.8%6.7%
60Δ27.56109.1%5.3%28.7465.0%5.0%
65Δ26.88116.4%4.7%29.2553.2%3.3%
70Δ26.19123.7%4.0%29.7541.5%1.6%
75Δ25.50130.9%3.4%
80Δ24.39148.7%3.0%

20Δ

Calls
Pseudo strike
43.99
IV
249.7%
B/E move
55.7%
Puts
Pseudo strike
23.55
IV
184.1%
B/E move
22.3%

25Δ

Calls
Pseudo strike
37.18
IV
184.6%
B/E move
32.2%
Puts
Pseudo strike
25.18
IV
147.4%
B/E move
16.7%

30Δ

Calls
Pseudo strike
34.09
IV
147.1%
B/E move
21.6%
Puts
Pseudo strike
25.69
IV
135.6%
B/E move
15.1%

35Δ

Calls
Pseudo strike
32.42
IV
121.0%
B/E move
15.8%
Puts
Pseudo strike
26.20
IV
123.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
30.75
IV
94.9%
B/E move
10.0%
Puts
Pseudo strike
26.70
IV
112.1%
B/E move
11.7%

45Δ

Calls
Pseudo strike
29.62
IV
87.2%
B/E move
7.1%
Puts
Pseudo strike
27.21
IV
100.3%
B/E move
10.0%

50Δ

Calls
Pseudo strike
28.94
IV
94.5%
B/E move
6.5%
Puts
Pseudo strike
27.72
IV
88.5%
B/E move
8.4%

55Δ

Calls
Pseudo strike
28.25
IV
101.8%
B/E move
5.9%
Puts
Pseudo strike
28.23
IV
76.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
27.56
IV
109.1%
B/E move
5.3%
Puts
Pseudo strike
28.74
IV
65.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
26.88
IV
116.4%
B/E move
4.7%
Puts
Pseudo strike
29.25
IV
53.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
26.19
IV
123.7%
B/E move
4.0%
Puts
Pseudo strike
29.75
IV
41.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
25.50
IV
130.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.39
IV
148.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.76%
Daily close
AD31.5%38.9%46.3%2026-08-13: 45.27%2026-08-24: 33.45%2026-08-26: 34.26%2026-08-27: 32.48%2026-09-21: 36.15%2026-09-22: 36.77%2026-09-23: 36.87%2026-09-24: 40.11%2026-09-25: 38.64%2026-10-02: 34.84%2026-10-05: 38.78%2026-10-16: 33.95%2026-10-20: 35.50%2026-10-21: 36.00%2026-10-22: 35.51%2026-10-26: 38.94%2026-10-30: 43.76%Aug 13Sep 25Oct 30
17 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.27%
33.45%
34.26%
32.48%
36.15%
36.77%
36.87%
40.11%
38.64%
34.84%
38.78%
33.95%
35.50%
36.00%
35.51%
38.94%
43.76%