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Advanced Energy Industries, Inc. Common Stock AEIS

i

Market dataready · fetched 2026-11-11T04:04:51.333Z

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

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 · 2026-11-11T00:04:34.251792641Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T04:04:50.959432+00:00

Share price$221.90
1D+4.7%
AH$209$213$218$222$2265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEIS
Sold putSold callAH

Advanced Energy Industries, Inc. Common Stock options

Live interpolated AEIS call and put midpoint premiums by absolute delta.Advanced Energy Industries, Inc. Common Stock$2.06$9.69$17.32$24.96$32.59$169.81$196.41$223.02$249.62$276.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEIS spot · $221.90AEIS PRICE$2.89$3.86$4.91$6.12$7.33$8.72$10.18$11.63$13.68$15.81$17.99$21.13$24.27$3.46$4.75$6.04$7.43$8.84$10.31$12.20$14.10$16.26$19.14$22.03$26.07$30.39
PutsCheap0.74×
CallsCheap0.61×
SkewBearish+2.60 pp
Implied moveBearish±$22.38
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.2273.7%13.2%200.6978.7%11.1%
25Δ243.3874.0%11.4%204.8579.3%9.8%
30Δ238.8374.3%9.8%209.0079.9%8.5%
35Δ234.9374.5%8.6%212.8779.0%7.4%
40Δ231.0374.7%7.4%216.6477.6%6.4%
45Δ227.4274.4%6.4%220.3976.3%5.3%
50Δ223.9173.9%5.5%223.9075.8%4.6%
55Δ220.4173.5%4.6%227.4175.2%3.9%
60Δ216.8773.9%3.9%231.0774.8%3.2%
65Δ213.3274.4%3.3%235.1375.3%2.7%
70Δ209.7474.9%2.6%239.2075.8%2.1%
75Δ205.4775.6%2.1%244.2576.6%1.7%
80Δ201.2076.3%1.6%249.5577.4%1.2%

20Δ

Calls
Pseudo strike
248.22
IV
73.7%
B/E move
13.2%
Puts
Pseudo strike
200.69
IV
78.7%
B/E move
11.1%

25Δ

Calls
Pseudo strike
243.38
IV
74.0%
B/E move
11.4%
Puts
Pseudo strike
204.85
IV
79.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
238.83
IV
74.3%
B/E move
9.8%
Puts
Pseudo strike
209.00
IV
79.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
234.93
IV
74.5%
B/E move
8.6%
Puts
Pseudo strike
212.87
IV
79.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
231.03
IV
74.7%
B/E move
7.4%
Puts
Pseudo strike
216.64
IV
77.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
227.42
IV
74.4%
B/E move
6.4%
Puts
Pseudo strike
220.39
IV
76.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
223.91
IV
73.9%
B/E move
5.5%
Puts
Pseudo strike
223.90
IV
75.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
220.41
IV
73.5%
B/E move
4.6%
Puts
Pseudo strike
227.41
IV
75.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
216.87
IV
73.9%
B/E move
3.9%
Puts
Pseudo strike
231.07
IV
74.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
213.32
IV
74.4%
B/E move
3.3%
Puts
Pseudo strike
235.13
IV
75.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
209.74
IV
74.9%
B/E move
2.6%
Puts
Pseudo strike
239.20
IV
75.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
205.47
IV
75.6%
B/E move
2.1%
Puts
Pseudo strike
244.25
IV
76.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
201.20
IV
76.3%
B/E move
1.6%
Puts
Pseudo strike
249.55
IV
77.4%
B/E move
1.2%

Options history

IV · four-Friday blend70.17%
Daily close
AEIS58.0%64.5%71.1%2026-08-12: 64.29%2026-08-13: 63.40%2026-08-14: 61.36%2026-08-17: 62.81%2026-08-18: 65.00%2026-08-19: 65.39%2026-08-20: 67.24%2026-08-21: 64.93%2026-08-24: 65.10%2026-08-25: 64.61%2026-08-26: 63.55%2026-08-27: 62.13%2026-08-28: 60.99%2026-08-31: 60.71%2026-09-01: 61.70%2026-09-02: 60.63%2026-09-03: 60.42%2026-09-04: 59.85%2026-09-08: 62.85%2026-09-09: 62.72%2026-09-10: 62.57%2026-09-11: 60.01%2026-09-14: 65.94%2026-09-15: 65.23%2026-09-16: 64.89%2026-09-17: 62.33%2026-09-18: 62.43%2026-09-21: 61.77%2026-09-22: 62.00%2026-09-23: 62.38%2026-09-24: 61.86%2026-09-25: 60.35%2026-09-28: 61.86%2026-09-29: 61.57%2026-09-30: 61.47%2026-10-01: 61.79%2026-10-02: 60.26%2026-10-05: 58.92%2026-10-06: 60.00%2026-10-07: 60.66%2026-10-08: 61.23%2026-10-09: 60.28%2026-10-12: 61.86%2026-10-13: 64.11%2026-10-14: 65.29%2026-10-15: 66.59%2026-10-16: 65.78%2026-10-19: 64.58%2026-10-20: 65.14%2026-10-21: 64.95%2026-10-22: 68.81%2026-10-23: 69.12%2026-10-26: 69.63%2026-10-27: 67.85%2026-10-28: 68.14%2026-10-29: 68.44%2026-10-30: 70.17%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
64.29%
63.40%
61.36%
62.81%
65.00%
65.39%
67.24%
64.93%
65.10%
64.61%
63.55%
62.13%
60.99%
60.71%
61.70%
60.63%
60.42%
59.85%
62.85%
62.72%
62.57%
60.01%
65.94%
65.23%
64.89%
62.33%
62.43%
61.77%
62.00%
62.38%
61.86%
60.35%
61.86%
61.57%
61.47%
61.79%
60.26%
58.92%
60.00%
60.66%
61.23%
60.28%
61.86%
64.11%
65.29%
66.59%
65.78%
64.58%
65.14%
64.95%
68.81%
69.12%
69.63%
67.85%
68.14%
68.44%
70.17%