IntraAlpha
Create free account Start free

Aehr Test Systems Common Stock AEHR

i

Market datapartial · fetched 2026-11-07T14:17:24.832Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:59:47.565771832Z

FundamentalsAlpha Vantage · unavailable

Share price$53.01
1D-1.1%
AH$51$52$53$54$565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEHR
Sold putSold callAH

Aehr Test Systems Common Stock options

Live interpolated AEHR call and put midpoint premiums by absolute delta.Aehr Test Systems Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAEHR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend135.17%
Daily close
AEHR90.6%114.5%138.5%2026-08-10: 125.90%2026-08-11: 122.03%2026-08-12: 128.38%2026-08-13: 119.74%2026-08-14: 121.53%2026-08-17: 127.93%2026-08-18: 126.98%2026-08-19: 120.91%2026-08-20: 116.91%2026-08-21: 104.87%2026-08-24: 114.41%2026-08-25: 113.43%2026-08-26: 108.99%2026-08-27: 110.05%2026-08-28: 95.64%2026-08-31: 100.60%2026-09-01: 102.05%2026-09-02: 99.00%2026-09-03: 102.35%2026-09-04: 107.67%2026-09-08: 118.23%2026-09-09: 121.34%2026-09-10: 123.50%2026-09-11: 109.72%2026-09-14: 121.08%2026-09-15: 114.07%2026-09-16: 113.12%2026-09-17: 111.33%2026-09-18: 100.32%2026-09-21: 114.23%2026-09-22: 109.92%2026-09-23: 109.71%2026-09-24: 109.22%2026-09-25: 101.60%2026-09-28: 107.57%2026-09-29: 107.56%2026-09-30: 105.65%2026-10-01: 104.50%2026-10-02: 97.82%2026-10-05: 98.62%2026-10-06: 101.86%2026-10-07: 98.19%2026-10-08: 103.49%2026-10-09: 93.88%2026-10-12: 103.85%2026-10-13: 111.30%2026-10-14: 114.07%2026-10-15: 113.70%2026-10-16: 116.78%2026-10-19: 118.85%2026-10-20: 118.79%2026-10-21: 117.03%2026-10-22: 133.92%2026-10-23: 123.44%2026-10-26: 131.16%2026-10-27: 131.63%2026-10-28: 131.15%2026-10-29: 130.32%2026-10-30: 135.17%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
125.90%
122.03%
128.38%
119.74%
121.53%
127.93%
126.98%
120.91%
116.91%
104.87%
114.41%
113.43%
108.99%
110.05%
95.64%
100.60%
102.05%
99.00%
102.35%
107.67%
118.23%
121.34%
123.50%
109.72%
121.08%
114.07%
113.12%
111.33%
100.32%
114.23%
109.92%
109.71%
109.22%
101.60%
107.57%
107.56%
105.65%
104.50%
97.82%
98.62%
101.86%
98.19%
103.49%
93.88%
103.85%
111.30%
114.07%
113.70%
116.78%
118.85%
118.79%
117.03%
133.92%
123.44%
131.16%
131.63%
131.15%
130.32%
135.17%