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Advanced Energy Industries, Inc. Common Stock AEIS

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Market datapartial · fetched 2026-10-22T05:19:23.352Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:56:29.233532678Z

FundamentalsAlpha Vantage · unavailable

Share price$244.10
1D-1.8%
AH$243$245$247$249$2505:30 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$3.88$16.39$28.90$41.41$53.92$184.22$218.98$253.73$288.49$323.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEIS spot · $244.10AEIS PRICE$5.23$7.15$9.15$11.38$13.59$16.14$19.45$22.92$26.63$30.67$35.91$42.28$50.31$6.09$7.95$10.04$12.38$15.23$18.05$20.85$24.03$27.30$30.79$34.55$38.80$43.84
PutsFair0.98×
CallsExpensive1.42×
SkewBullish-16.38 pp
Implied moveBearish±$40.30
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ298.9874.7%24.6%210.7871.7%16.1%
25Δ290.4477.3%21.9%218.5369.8%13.7%
30Δ281.5477.9%19.1%225.2868.7%11.8%
35Δ273.4278.6%16.7%231.6468.1%10.2%
40Δ265.4078.1%14.3%237.5668.7%8.9%
45Δ257.8478.1%12.2%243.4368.3%7.7%
50Δ251.2881.0%10.9%249.2667.0%6.4%
55Δ244.3082.5%9.5%255.0165.9%5.4%
60Δ237.1383.5%8.1%260.7364.6%4.4%
65Δ229.8384.3%6.7%266.3662.9%3.5%
70Δ221.8886.6%5.6%272.1161.1%2.7%
75Δ213.0289.8%4.6%278.1159.4%2.0%
80Δ202.6994.3%3.6%284.6757.6%1.3%

20Δ

Calls
Pseudo strike
298.98
IV
74.7%
B/E move
24.6%
Puts
Pseudo strike
210.78
IV
71.7%
B/E move
16.1%

25Δ

Calls
Pseudo strike
290.44
IV
77.3%
B/E move
21.9%
Puts
Pseudo strike
218.53
IV
69.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
281.54
IV
77.9%
B/E move
19.1%
Puts
Pseudo strike
225.28
IV
68.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
273.42
IV
78.6%
B/E move
16.7%
Puts
Pseudo strike
231.64
IV
68.1%
B/E move
10.2%

40Δ

Calls
Pseudo strike
265.40
IV
78.1%
B/E move
14.3%
Puts
Pseudo strike
237.56
IV
68.7%
B/E move
8.9%

45Δ

Calls
Pseudo strike
257.84
IV
78.1%
B/E move
12.2%
Puts
Pseudo strike
243.43
IV
68.3%
B/E move
7.7%

50Δ

Calls
Pseudo strike
251.28
IV
81.0%
B/E move
10.9%
Puts
Pseudo strike
249.26
IV
67.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
244.30
IV
82.5%
B/E move
9.5%
Puts
Pseudo strike
255.01
IV
65.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
237.13
IV
83.5%
B/E move
8.1%
Puts
Pseudo strike
260.73
IV
64.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
229.83
IV
84.3%
B/E move
6.7%
Puts
Pseudo strike
266.36
IV
62.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
221.88
IV
86.6%
B/E move
5.6%
Puts
Pseudo strike
272.11
IV
61.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
213.02
IV
89.8%
B/E move
4.6%
Puts
Pseudo strike
278.11
IV
59.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
202.69
IV
94.3%
B/E move
3.6%
Puts
Pseudo strike
284.67
IV
57.6%
B/E move
1.3%

Options history

No recorded observations