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Aercap Holdings N.V. AER

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Market datapartial · fetched 2026-10-23T01:59:54.356Z

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 · 2026-10-22T23:00:00.003837927Z

FundamentalsAlpha Vantage · unavailable

Share price$147.68
1D+1.7%
AH$144.26$145.24$146.23$147.21$148.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAER
Sold putSold callAH

Aercap Holdings N.V. options

Live interpolated AER call and put midpoint premiums by absolute delta.Aercap Holdings N.V.$0.79$3.87$6.95$10.03$13.11$132.05$139.48$146.91$154.33$161.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AER spot · $147.68AER PRICE$1.12$1.45$1.95$2.50$3.06$3.62$4.59$5.56$6.53$7.36$8.15$8.93$9.93$1.62$2.09$2.69$3.30$3.95$4.74$5.53$6.35$7.33$8.31$9.36$10.79$12.22
PutsExpensive1.19×
CallsFair1.01×
SkewBearish+3.74 pp
Implied moveBearish±$10.11
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.7024.6%7.5%137.3833.0%8.1%
25Δ155.5124.0%6.3%139.9332.1%6.7%
30Δ153.9824.5%5.6%141.7931.9%5.8%
35Δ152.6425.2%5.1%143.6331.6%5.0%
40Δ151.3126.0%4.5%145.4131.4%4.2%
45Δ149.9726.8%4.0%147.0631.2%3.6%
50Δ148.4528.0%3.6%148.7031.1%3.1%
55Δ146.9429.3%3.3%150.3430.8%2.5%
60Δ145.4230.6%2.9%151.9730.4%2.1%
65Δ143.9530.0%2.5%153.6129.9%1.6%
70Δ142.5128.7%2.0%155.2829.4%1.2%
75Δ141.0627.4%1.6%157.1928.9%0.9%
80Δ139.4726.3%1.2%159.1028.4%0.5%

20Δ

Calls
Pseudo strike
157.70
IV
24.6%
B/E move
7.5%
Puts
Pseudo strike
137.38
IV
33.0%
B/E move
8.1%

25Δ

Calls
Pseudo strike
155.51
IV
24.0%
B/E move
6.3%
Puts
Pseudo strike
139.93
IV
32.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
153.98
IV
24.5%
B/E move
5.6%
Puts
Pseudo strike
141.79
IV
31.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
152.64
IV
25.2%
B/E move
5.1%
Puts
Pseudo strike
143.63
IV
31.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
151.31
IV
26.0%
B/E move
4.5%
Puts
Pseudo strike
145.41
IV
31.4%
B/E move
4.2%

45Δ

Calls
Pseudo strike
149.97
IV
26.8%
B/E move
4.0%
Puts
Pseudo strike
147.06
IV
31.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
148.45
IV
28.0%
B/E move
3.6%
Puts
Pseudo strike
148.70
IV
31.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
146.94
IV
29.3%
B/E move
3.3%
Puts
Pseudo strike
150.34
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
145.42
IV
30.6%
B/E move
2.9%
Puts
Pseudo strike
151.97
IV
30.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
143.95
IV
30.0%
B/E move
2.5%
Puts
Pseudo strike
153.61
IV
29.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
142.51
IV
28.7%
B/E move
2.0%
Puts
Pseudo strike
155.28
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
141.06
IV
27.4%
B/E move
1.6%
Puts
Pseudo strike
157.19
IV
28.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
139.47
IV
26.3%
B/E move
1.2%
Puts
Pseudo strike
159.10
IV
28.4%
B/E move
0.5%

Options history

AER25.7325.9126.082026-10-20: 25.76%2026-10-21: 26.05%Oct 20Oct 21
Table
DateIV
25.76%
26.05%