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Grupo Aeromexico, S.A.B. de C.V. American Depositary Shares (each representing ten (10) Common Shares) AERO

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Market datapartial · fetched 2026-10-22T06:46:22.283Z

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 · 2026-10-21T23:00:00.001651864Z

FundamentalsAlpha Vantage · unavailable

Share price$15.26
1D+2.8%
AH$14.77$14.94$15.12$15.29$15.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAERO
Sold putSold callAH

Grupo Aeromexico, S.A.B. de C.V. American Depositary Shares (each representing ten (10) Common Shares) options

Live interpolated AERO call and put midpoint premiums by absolute delta.Grupo Aeromexico, S.A.B. de C.V. American Depositary Shares (each representing ten (10) Common Shares)$0.20$1.87$3.55$5.22$6.90$9.76$11.99$14.23$16.47$18.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AERO spot · $15.26AERO PRICE$0.38$0.41$0.48$0.57$0.66$0.76$0.85$0.94$1.08$1.37$1.66$1.95$2.24$0.85$0.93$1.18$1.42$1.66$1.88$2.08$2.29$2.49$2.70$3.38$4.90$6.42
PutsExpensive1.63×
CallsFair0.99×
SkewBearish+47.98 pp
Implied moveBearish±$2.93
TiltBearish41.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6889.4%31.5%11.54157.5%30.0%
25Δ18.0771.9%21.1%12.86119.0%21.8%
30Δ17.2564.0%16.2%13.52116.5%19.1%
35Δ16.8561.5%14.2%14.18114.0%16.4%
40Δ16.4658.9%12.2%14.84111.4%13.7%
45Δ16.0756.3%10.2%15.35106.6%11.7%
50Δ15.6753.7%8.2%15.81101.1%10.0%
55Δ15.2851.2%6.3%16.2895.5%8.3%
60Δ14.8949.6%4.7%16.7490.0%6.6%
65Δ14.5150.6%4.1%17.2184.5%4.9%
70Δ14.1351.6%3.5%18.0985.4%3.6%
75Δ13.7552.6%2.9%19.6997.5%3.0%
80Δ13.3753.6%2.3%21.30109.6%2.5%

20Δ

Calls
Pseudo strike
19.68
IV
89.4%
B/E move
31.5%
Puts
Pseudo strike
11.54
IV
157.5%
B/E move
30.0%

25Δ

Calls
Pseudo strike
18.07
IV
71.9%
B/E move
21.1%
Puts
Pseudo strike
12.86
IV
119.0%
B/E move
21.8%

30Δ

Calls
Pseudo strike
17.25
IV
64.0%
B/E move
16.2%
Puts
Pseudo strike
13.52
IV
116.5%
B/E move
19.1%

35Δ

Calls
Pseudo strike
16.85
IV
61.5%
B/E move
14.2%
Puts
Pseudo strike
14.18
IV
114.0%
B/E move
16.4%

40Δ

Calls
Pseudo strike
16.46
IV
58.9%
B/E move
12.2%
Puts
Pseudo strike
14.84
IV
111.4%
B/E move
13.7%

45Δ

Calls
Pseudo strike
16.07
IV
56.3%
B/E move
10.2%
Puts
Pseudo strike
15.35
IV
106.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
15.67
IV
53.7%
B/E move
8.2%
Puts
Pseudo strike
15.81
IV
101.1%
B/E move
10.0%

55Δ

Calls
Pseudo strike
15.28
IV
51.2%
B/E move
6.3%
Puts
Pseudo strike
16.28
IV
95.5%
B/E move
8.3%

60Δ

Calls
Pseudo strike
14.89
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
16.74
IV
90.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
14.51
IV
50.6%
B/E move
4.1%
Puts
Pseudo strike
17.21
IV
84.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
14.13
IV
51.6%
B/E move
3.5%
Puts
Pseudo strike
18.09
IV
85.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
13.75
IV
52.6%
B/E move
2.9%
Puts
Pseudo strike
19.69
IV
97.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
13.37
IV
53.6%
B/E move
2.3%
Puts
Pseudo strike
21.30
IV
109.6%
B/E move
2.5%

Options history

No recorded observations