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Aercap Holdings N.V. AER

i

Market datapartial · fetched 2026-11-13T01:27:04.091Z

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 · 2026-11-13T00:00:00.002806313Z

FundamentalsAlpha Vantage · unavailable

Share price$175.99
1D-0.9%
AH$175.61$176.34$177.07$177.79$178.525:30 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.$0.71$2.65$4.59$6.53$8.47$162.66$168.99$175.33$181.66$187.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AER spot · $175.99AER PRICE$0.92$1.20$1.47$1.86$2.32$2.78$3.25$3.71$4.39$5.17$5.94$6.72$7.91$1.09$1.33$1.57$1.81$2.27$2.86$3.46$4.05$4.64$5.28$6.50$7.72
Puts——
CallsCheap0.84×
Skew——
Implied moveBullish±$6.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.8332.5%5.0%
25Δ182.2331.4%4.2%171.2227.4%3.3%
30Δ180.6330.2%3.5%172.3426.2%2.8%
35Δ179.3830.0%3.0%173.4625.0%2.3%
40Δ178.3630.3%2.7%174.5823.9%1.8%
45Δ177.3430.6%2.4%175.5623.9%1.5%
50Δ176.3230.9%2.0%176.4624.6%1.4%
55Δ175.3031.3%1.7%177.3625.3%1.2%
60Δ174.1931.4%1.5%178.2626.0%1.0%
65Δ173.0331.5%1.3%179.1626.7%0.8%
70Δ171.8831.6%1.0%180.0927.4%0.7%
75Δ170.7231.8%0.8%181.5627.9%0.5%
80Δ169.1932.5%0.6%183.0328.5%0.4%

20Δ

Calls
Pseudo strike
183.83
IV
32.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
182.23
IV
31.4%
B/E move
4.2%
Puts
Pseudo strike
171.22
IV
27.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
180.63
IV
30.2%
B/E move
3.5%
Puts
Pseudo strike
172.34
IV
26.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
179.38
IV
30.0%
B/E move
3.0%
Puts
Pseudo strike
173.46
IV
25.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
178.36
IV
30.3%
B/E move
2.7%
Puts
Pseudo strike
174.58
IV
23.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
177.34
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
175.56
IV
23.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
176.32
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
176.46
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
175.30
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
177.36
IV
25.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
174.19
IV
31.4%
B/E move
1.5%
Puts
Pseudo strike
178.26
IV
26.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
173.03
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
179.16
IV
26.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
171.88
IV
31.6%
B/E move
1.0%
Puts
Pseudo strike
180.09
IV
27.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
170.72
IV
31.8%
B/E move
0.8%
Puts
Pseudo strike
181.56
IV
27.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
169.19
IV
32.5%
B/E move
0.6%
Puts
Pseudo strike
183.03
IV
28.5%
B/E move
0.4%

Options history

IV · four-Friday blend25.95%
Daily close
AER23.3%26.8%30.3%2026-08-14: 26.07%2026-08-17: 25.66%2026-08-18: 25.79%2026-08-21: 25.36%2026-08-24: 25.39%2026-08-25: 25.25%2026-08-26: 25.23%2026-08-27: 25.24%2026-08-28: 24.20%2026-08-31: 24.62%2026-09-01: 24.18%2026-09-02: 24.69%2026-09-03: 23.82%2026-09-04: 24.58%2026-09-08: 26.20%2026-09-09: 25.80%2026-09-10: 25.51%2026-09-11: 25.17%2026-09-14: 26.95%2026-09-16: 29.79%2026-09-18: 25.68%2026-09-21: 26.68%2026-09-22: 25.75%2026-09-23: 25.82%2026-09-24: 25.67%2026-09-25: 25.41%2026-09-28: 25.58%2026-09-29: 25.10%2026-09-30: 25.40%2026-10-01: 26.71%2026-10-02: 24.97%2026-10-05: 26.59%2026-10-06: 24.19%2026-10-07: 25.99%2026-10-08: 25.57%2026-10-09: 25.39%2026-10-13: 25.63%2026-10-14: 29.31%2026-10-16: 25.87%2026-10-19: 25.27%2026-10-20: 25.71%2026-10-21: 26.11%2026-10-22: 25.87%2026-10-23: 26.97%2026-10-26: 27.03%2026-10-27: 26.88%2026-10-28: 23.81%2026-10-29: 24.15%2026-10-30: 25.95%Aug 14Sep 24Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.07%
25.66%
25.79%
25.36%
25.39%
25.25%
25.23%
25.24%
24.20%
24.62%
24.18%
24.69%
23.82%
24.58%
26.20%
25.80%
25.51%
25.17%
26.95%
29.79%
25.68%
26.68%
25.75%
25.82%
25.67%
25.41%
25.58%
25.10%
25.40%
26.71%
24.97%
26.59%
24.19%
25.99%
25.57%
25.39%
25.63%
29.31%
25.87%
25.27%
25.71%
26.11%
25.87%
26.97%
27.03%
26.88%
23.81%
24.15%
25.95%