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Aehr Test Systems AEHR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T00:18:48.238Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:02.1129824Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-16T00:18:47.394304+00:00

Share price$68.00
1D+2.9%
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$1.75$7.77$13.79$19.81$25.83$37.10$57.41$77.72$98.03$118.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEHR spot · $68.00AEHR PRICE$2.40$3.21$4.02$4.99$5.96$7.05$8.27$9.60$11.24$12.74$14.08$17.44$20.37$2.94$4.01$5.13$6.38$7.73$9.20$10.67$12.13$13.88$15.73$18.09$20.82$24.09
PutsCheap0.92×
CallsExpensive1.24×
SkewBullish-23.80 pp
Implied moveBearish±$18.93
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.19118.8%50.9%54.65104.2%23.9%
25Δ94.65120.4%43.9%57.69104.4%21.1%
30Δ88.88118.2%36.6%60.63104.5%18.4%
35Δ84.82120.3%32.1%63.47103.9%16.0%
40Δ80.60119.6%27.3%66.28103.4%13.9%
45Δ76.84119.5%23.4%69.06102.7%12.0%
50Δ73.33120.3%20.0%71.76100.8%10.2%
55Δ70.00121.8%17.1%74.4198.2%8.4%
60Δ66.71124.4%14.6%77.1796.2%6.9%
65Δ63.44123.7%12.0%79.9794.4%5.5%
70Δ60.17119.4%9.2%83.1193.0%4.4%
75Δ56.09133.4%8.1%86.5992.0%3.3%
80Δ51.98138.4%6.4%90.5391.1%2.3%

20Δ

Calls
Pseudo strike
100.19
IV
118.8%
B/E move
50.9%
Puts
Pseudo strike
54.65
IV
104.2%
B/E move
23.9%

25Δ

Calls
Pseudo strike
94.65
IV
120.4%
B/E move
43.9%
Puts
Pseudo strike
57.69
IV
104.4%
B/E move
21.1%

30Δ

Calls
Pseudo strike
88.88
IV
118.2%
B/E move
36.6%
Puts
Pseudo strike
60.63
IV
104.5%
B/E move
18.4%

35Δ

Calls
Pseudo strike
84.82
IV
120.3%
B/E move
32.1%
Puts
Pseudo strike
63.47
IV
103.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
80.60
IV
119.6%
B/E move
27.3%
Puts
Pseudo strike
66.28
IV
103.4%
B/E move
13.9%

45Δ

Calls
Pseudo strike
76.84
IV
119.5%
B/E move
23.4%
Puts
Pseudo strike
69.06
IV
102.7%
B/E move
12.0%

50Δ

Calls
Pseudo strike
73.33
IV
120.3%
B/E move
20.0%
Puts
Pseudo strike
71.76
IV
100.8%
B/E move
10.2%

55Δ

Calls
Pseudo strike
70.00
IV
121.8%
B/E move
17.1%
Puts
Pseudo strike
74.41
IV
98.2%
B/E move
8.4%

60Δ

Calls
Pseudo strike
66.71
IV
124.4%
B/E move
14.6%
Puts
Pseudo strike
77.17
IV
96.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
63.44
IV
123.7%
B/E move
12.0%
Puts
Pseudo strike
79.97
IV
94.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
60.17
IV
119.4%
B/E move
9.2%
Puts
Pseudo strike
83.11
IV
93.0%
B/E move
4.4%

75Δ

Calls
Pseudo strike
56.09
IV
133.4%
B/E move
8.1%
Puts
Pseudo strike
86.59
IV
92.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
51.98
IV
138.4%
B/E move
6.4%
Puts
Pseudo strike
90.53
IV
91.1%
B/E move
2.3%