IntraAlpha
Create free account Start free

Aehr Test Systems Common Stock AEHR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-06T22:15:02.357Z

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 · 2026-11-06T22:00:06.829272813Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T22:15:01.610501+00:00

Share price$53.75
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$0.60$3.67$6.75$9.82$12.89$35.08$44.96$54.84$64.72$74.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEHR spot · $53.75AEHR PRICE$0.93$1.24$1.62$2.06$2.42$2.93$3.56$4.15$4.94$5.64$6.33$7.82$1.30$2.20$2.67$3.29$3.75$4.37$5.59$6.11$9.01$12.00
Puts——
Calls——
Skew——
Implied moveBearish±$7.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.85121.3%18.7%46.48141.8%15.9%
25Δ61.09121.1%16.0%
30Δ59.80125.1%14.3%49.52139.9%12.0%
35Δ58.52128.4%12.7%50.91136.5%10.2%
40Δ57.07125.4%10.7%52.18138.2%9.0%
45Δ55.88128.3%9.4%53.46132.2%7.5%
50Δ54.70133.5%8.4%54.67130.7%6.4%
55Δ53.50135.2%7.3%56.19141.1%5.8%
60Δ52.17139.6%6.2%
65Δ50.87139.1%5.1%58.02117.2%3.4%
70Δ49.60136.3%4.1%
75Δ61.51126.8%2.3%
80Δ47.12126.9%2.2%64.72142.1%1.9%

20Δ

Calls
Pseudo strike
62.85
IV
121.3%
B/E move
18.7%
Puts
Pseudo strike
46.48
IV
141.8%
B/E move
15.9%

25Δ

Calls
Pseudo strike
61.09
IV
121.1%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.80
IV
125.1%
B/E move
14.3%
Puts
Pseudo strike
49.52
IV
139.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
58.52
IV
128.4%
B/E move
12.7%
Puts
Pseudo strike
50.91
IV
136.5%
B/E move
10.2%

40Δ

Calls
Pseudo strike
57.07
IV
125.4%
B/E move
10.7%
Puts
Pseudo strike
52.18
IV
138.2%
B/E move
9.0%

45Δ

Calls
Pseudo strike
55.88
IV
128.3%
B/E move
9.4%
Puts
Pseudo strike
53.46
IV
132.2%
B/E move
7.5%

50Δ

Calls
Pseudo strike
54.70
IV
133.5%
B/E move
8.4%
Puts
Pseudo strike
54.67
IV
130.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
53.50
IV
135.2%
B/E move
7.3%
Puts
Pseudo strike
56.19
IV
141.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
52.17
IV
139.6%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.87
IV
139.1%
B/E move
5.1%
Puts
Pseudo strike
58.02
IV
117.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
49.60
IV
136.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.51
IV
126.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
47.12
IV
126.9%
B/E move
2.2%
Puts
Pseudo strike
64.72
IV
142.1%
B/E move
1.9%

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%