IntraAlpha
Create free account Start free

Aehr Test Systems Common Stock AEHR

i

Market dataready · fetched 2026-11-08T00:34:35.938Z

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 · 2026-11-07T00:59:47.565771832Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-08T00:34:34.863157+00:00

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$0.73$3.00$5.26$7.53$9.79$34.60$44.28$53.95$63.63$73.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AEHR spot · $53.01AEHR PRICE$0.98$1.30$1.71$2.19$2.58$3.13$3.96$4.38$5.37$6.27$7.88$9.14$1.25$2.00$2.45$2.99$3.38$3.97$4.43$5.67$6.40$8.06
Puts——
Calls——
Skew——
Implied moveBalanced±$7.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.66140.6%20.0%45.98149.4%15.6%
25Δ60.84139.9%17.2%
30Δ59.48144.6%15.4%49.06140.2%11.2%
35Δ58.23151.1%14.0%50.32138.0%9.7%
40Δ56.65147.7%11.7%51.52138.3%8.4%
45Δ55.40151.7%10.4%52.66132.2%7.0%
50Δ54.23165.2%9.8%53.80131.1%6.0%
55Δ52.76156.8%7.8%54.83125.7%4.9%
60Δ51.41168.8%7.1%56.31136.6%4.5%
65Δ49.92172.7%6.0%
70Δ
75Δ47.03165.1%3.6%58.47102.6%1.8%
80Δ45.31167.3%2.7%60.33109.9%1.4%

20Δ

Calls
Pseudo strike
62.66
IV
140.6%
B/E move
20.0%
Puts
Pseudo strike
45.98
IV
149.4%
B/E move
15.6%

25Δ

Calls
Pseudo strike
60.84
IV
139.9%
B/E move
17.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.48
IV
144.6%
B/E move
15.4%
Puts
Pseudo strike
49.06
IV
140.2%
B/E move
11.2%

35Δ

Calls
Pseudo strike
58.23
IV
151.1%
B/E move
14.0%
Puts
Pseudo strike
50.32
IV
138.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
56.65
IV
147.7%
B/E move
11.7%
Puts
Pseudo strike
51.52
IV
138.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
55.40
IV
151.7%
B/E move
10.4%
Puts
Pseudo strike
52.66
IV
132.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
54.23
IV
165.2%
B/E move
9.8%
Puts
Pseudo strike
53.80
IV
131.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
52.76
IV
156.8%
B/E move
7.8%
Puts
Pseudo strike
54.83
IV
125.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
51.41
IV
168.8%
B/E move
7.1%
Puts
Pseudo strike
56.31
IV
136.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
49.92
IV
172.7%
B/E move
6.0%
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
47.03
IV
165.1%
B/E move
3.6%
Puts
Pseudo strike
58.47
IV
102.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
45.31
IV
167.3%
B/E move
2.7%
Puts
Pseudo strike
60.33
IV
109.9%
B/E move
1.4%

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%