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Aehr Test Systems AEHR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T20:04:32.310Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:36.786220914Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-15T20:04:31.094351+00:00

Share price$69.34
1D+3.1%
AH$62$65$67$69$725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEHR
Sold putSold callAH

Aehr Test Systems options

Live interpolated AEHR call and put midpoint premiums by absolute delta.Aehr Test Systems$0.39$1.70$3.01$4.32$5.62$61.81$65.39$68.97$72.55$76.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $69.34OPTION PRICELive AEHR spot · $69.34AEHR PRICE$0.54$0.71$0.95$1.23$1.55$1.60$1.93$2.35$2.78$3.47$3.93$4.24$5.25$0.53$0.76$1.04$1.38$1.67$1.63$1.86$2.12$2.35$2.59$2.93$3.45$5.17
PutsCheap0.75×
CallsFair0.99×
SkewBullish-20.48 pp
Implied moveBullish±$3.79
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.90138.2%7.4%65.70126.8%6.0%
25Δ72.96136.5%6.2%66.36132.3%5.4%
30Δ72.29141.4%5.6%66.88142.7%5.0%
35Δ71.66148.3%5.1%67.48152.1%4.7%
40Δ71.04156.9%4.7%68.14154.6%4.1%
45Δ70.17135.6%3.5%68.90127.6%3.0%
50Δ69.50138.1%3.0%69.48122.5%2.5%
55Δ68.88145.9%2.7%70.03120.3%2.1%
60Δ68.19149.7%2.4%70.53115.2%1.7%
65Δ67.33162.5%2.1%71.03110.2%1.3%
70Δ66.60161.1%1.7%71.55107.5%1.0%
75Δ65.96150.7%1.2%72.22109.1%0.8%
80Δ64.79162.2%1.0%73.97140.2%0.8%

20Δ

Calls
Pseudo strike
73.90
IV
138.2%
B/E move
7.4%
Puts
Pseudo strike
65.70
IV
126.8%
B/E move
6.0%

25Δ

Calls
Pseudo strike
72.96
IV
136.5%
B/E move
6.2%
Puts
Pseudo strike
66.36
IV
132.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
72.29
IV
141.4%
B/E move
5.6%
Puts
Pseudo strike
66.88
IV
142.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
71.66
IV
148.3%
B/E move
5.1%
Puts
Pseudo strike
67.48
IV
152.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
71.04
IV
156.9%
B/E move
4.7%
Puts
Pseudo strike
68.14
IV
154.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
70.17
IV
135.6%
B/E move
3.5%
Puts
Pseudo strike
68.90
IV
127.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
69.50
IV
138.1%
B/E move
3.0%
Puts
Pseudo strike
69.48
IV
122.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
68.88
IV
145.9%
B/E move
2.7%
Puts
Pseudo strike
70.03
IV
120.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
68.19
IV
149.7%
B/E move
2.4%
Puts
Pseudo strike
70.53
IV
115.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
67.33
IV
162.5%
B/E move
2.1%
Puts
Pseudo strike
71.03
IV
110.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
66.60
IV
161.1%
B/E move
1.7%
Puts
Pseudo strike
71.55
IV
107.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
65.96
IV
150.7%
B/E move
1.2%
Puts
Pseudo strike
72.22
IV
109.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
64.79
IV
162.2%
B/E move
1.0%
Puts
Pseudo strike
73.97
IV
140.2%
B/E move
0.8%