Share price$147.68
1D+1.7%
Sold putSold callAH
AerCap Holdings NV AER
INDUSTRIALS · RENTAL & LEASING SERVICESi
Market dataready · fetched 2026-10-23T03:00:06.766Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003837927Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:06.189652+00:00
AerCap Holdings NV options
PutsExpensive1.19×
CallsFair1.01×
SkewBearish+3.74 pp
Implied moveBearish±$10.11
TiltBearish9.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 157.70 | 24.6% | 7.5% | 137.38 | 33.0% | 8.1% |
| 25Δ | 155.51 | 24.0% | 6.3% | 139.93 | 32.1% | 6.7% |
| 30Δ | 153.98 | 24.5% | 5.6% | 141.79 | 31.9% | 5.8% |
| 35Δ | 152.64 | 25.2% | 5.1% | 143.63 | 31.6% | 5.0% |
| 40Δ | 151.31 | 26.0% | 4.5% | 145.41 | 31.4% | 4.2% |
| 45Δ | 149.97 | 26.8% | 4.0% | 147.06 | 31.2% | 3.6% |
| 50Δ | 148.45 | 28.0% | 3.6% | 148.70 | 31.1% | 3.1% |
| 55Δ | 146.94 | 29.3% | 3.3% | 150.34 | 30.8% | 2.5% |
| 60Δ | 145.42 | 30.6% | 2.9% | 151.97 | 30.4% | 2.1% |
| 65Δ | 143.95 | 30.0% | 2.5% | 153.61 | 29.9% | 1.6% |
| 70Δ | 142.51 | 28.7% | 2.0% | 155.28 | 29.4% | 1.2% |
| 75Δ | 141.06 | 27.4% | 1.6% | 157.19 | 28.9% | 0.9% |
| 80Δ | 139.47 | 26.3% | 1.2% | 159.10 | 28.4% | 0.5% |
20Δ
- Pseudo strike
- 157.70
- IV
- 24.6%
- B/E move
- 7.5%
- Pseudo strike
- 137.38
- IV
- 33.0%
- B/E move
- 8.1%
25Δ
- Pseudo strike
- 155.51
- IV
- 24.0%
- B/E move
- 6.3%
- Pseudo strike
- 139.93
- IV
- 32.1%
- B/E move
- 6.7%
30Δ
- Pseudo strike
- 153.98
- IV
- 24.5%
- B/E move
- 5.6%
- Pseudo strike
- 141.79
- IV
- 31.9%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 152.64
- IV
- 25.2%
- B/E move
- 5.1%
- Pseudo strike
- 143.63
- IV
- 31.6%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 151.31
- IV
- 26.0%
- B/E move
- 4.5%
- Pseudo strike
- 145.41
- IV
- 31.4%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 149.97
- IV
- 26.8%
- B/E move
- 4.0%
- Pseudo strike
- 147.06
- IV
- 31.2%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 148.45
- IV
- 28.0%
- B/E move
- 3.6%
- Pseudo strike
- 148.70
- IV
- 31.1%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 146.94
- IV
- 29.3%
- B/E move
- 3.3%
- Pseudo strike
- 150.34
- IV
- 30.8%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 145.42
- IV
- 30.6%
- B/E move
- 2.9%
- Pseudo strike
- 151.97
- IV
- 30.4%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 143.95
- IV
- 30.0%
- B/E move
- 2.5%
- Pseudo strike
- 153.61
- IV
- 29.9%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 142.51
- IV
- 28.7%
- B/E move
- 2.0%
- Pseudo strike
- 155.28
- IV
- 29.4%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 141.06
- IV
- 27.4%
- B/E move
- 1.6%
- Pseudo strike
- 157.19
- IV
- 28.9%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 139.47
- IV
- 26.3%
- B/E move
- 1.2%
- Pseudo strike
- 159.10
- IV
- 28.4%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 25.76% | |
| 26.05% |