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Aercap Holdings N.V. AER

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Market datapartial · fetched 2026-10-23T17:33:55.557Z

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 · 2026-10-23T17:33:48.743446034Z

FundamentalsAlpha Vantage · unavailable

Share price$145.24
1D-0.9%
$144.07$144.70$145.33$145.95$146.585:30 AM6:30 AM9:00 AM1:00 PMAER
Sold putSold call

Aercap Holdings N.V. options

Live interpolated AER call and put midpoint premiums by absolute delta.Aercap Holdings N.V.$0.64$4.92$9.19$13.47$17.74$129.68$137.03$144.38$151.74$159.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AER spot · $145.24AER PRICE$1.10$1.55$1.99$2.44$2.99$3.56$4.14$4.82$5.90$6.98$8.06$9.34$10.61$1.50$1.98$2.46$3.07$3.69$4.31$5.25$6.29$7.32$8.64$10.08$12.08$16.51
PutsExpensive1.16×
CallsExpensive1.07×
SkewBearish+4.25 pp
Implied moveBearish±$9.39
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.9025.3%7.4%135.6731.9%7.6%
25Δ153.3725.7%6.7%137.7431.3%6.5%
30Δ151.8426.1%5.9%139.8230.6%5.4%
35Δ150.3026.6%5.2%141.4630.4%4.7%
40Δ148.8926.7%4.6%143.0530.1%4.0%
45Δ147.5026.6%4.0%144.6529.9%3.4%
50Δ146.1126.6%3.4%146.2730.3%2.9%
55Δ144.6826.8%2.9%147.9130.9%2.5%
60Δ143.1227.8%2.6%149.5531.5%2.1%
65Δ141.5528.8%2.3%151.4331.9%1.7%
70Δ139.9829.8%1.9%153.4032.2%1.3%
75Δ138.2129.4%1.6%155.9133.0%1.0%
80Δ136.4429.0%1.2%160.7236.2%0.7%

20Δ

Calls
Pseudo strike
154.90
IV
25.3%
B/E move
7.4%
Puts
Pseudo strike
135.67
IV
31.9%
B/E move
7.6%

25Δ

Calls
Pseudo strike
153.37
IV
25.7%
B/E move
6.7%
Puts
Pseudo strike
137.74
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
151.84
IV
26.1%
B/E move
5.9%
Puts
Pseudo strike
139.82
IV
30.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
150.30
IV
26.6%
B/E move
5.2%
Puts
Pseudo strike
141.46
IV
30.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
148.89
IV
26.7%
B/E move
4.6%
Puts
Pseudo strike
143.05
IV
30.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
147.50
IV
26.6%
B/E move
4.0%
Puts
Pseudo strike
144.65
IV
29.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
146.11
IV
26.6%
B/E move
3.4%
Puts
Pseudo strike
146.27
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
144.68
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
147.91
IV
30.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
143.12
IV
27.8%
B/E move
2.6%
Puts
Pseudo strike
149.55
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
141.55
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
151.43
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
139.98
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
153.40
IV
32.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
138.21
IV
29.4%
B/E move
1.6%
Puts
Pseudo strike
155.91
IV
33.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
136.44
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
160.72
IV
36.2%
B/E move
0.7%

Options history

AER25.7325.9126.082026-10-20: 25.76%2026-10-21: 26.05%2026-10-22: 25.84%Oct 20Oct 22
Table
DateIV
25.76%
26.05%
25.84%