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

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-11T14:56:53.797Z

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 · 2026-11-11T14:56:00.032502725Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:56:51.124858+00:00

Share price$17.59
1D+1.1%
$17.28$17.36$17.45$17.53$17.615:30 AM6:30 AM9:00 AM1:00 PMAERO
Sold putSold call

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)$0.85$1.61$2.37$3.14$3.90$12.55$14.68$16.81$18.93$21.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AERO spot · $17.59AERO PRICE$0.93$0.95$1.01$1.07$1.14$1.21$1.40$1.60$1.79$1.99$2.18$1.07$1.07$1.15$1.25$1.34$1.44$1.66$1.88$2.09$2.31$2.53$2.75$3.68
PutsExpensive2.95×
Calls——
Skew——
Implied moveBearish±$2.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.25282.7%30.8%
25Δ14.77217.0%22.1%
30Δ22.15206.2%31.2%15.56190.5%18.1%
35Δ20.23165.8%20.4%16.23170.9%14.8%
40Δ19.43147.6%16.2%16.89151.2%11.6%
45Δ18.78132.4%12.8%17.53132.7%8.5%
50Δ18.12117.3%9.5%17.93128.1%7.5%
55Δ17.49102.7%6.3%18.34123.5%6.4%
60Δ17.1598.8%5.5%18.74118.9%5.4%
65Δ16.8294.9%4.7%19.14114.3%4.3%
70Δ16.4991.1%4.0%19.54109.7%3.3%
75Δ16.1687.2%3.2%19.95105.1%2.2%
80Δ15.8383.3%2.4%20.97113.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.25
IV
282.7%
B/E move
30.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.77
IV
217.0%
B/E move
22.1%

30Δ

Calls
Pseudo strike
22.15
IV
206.2%
B/E move
31.2%
Puts
Pseudo strike
15.56
IV
190.5%
B/E move
18.1%

35Δ

Calls
Pseudo strike
20.23
IV
165.8%
B/E move
20.4%
Puts
Pseudo strike
16.23
IV
170.9%
B/E move
14.8%

40Δ

Calls
Pseudo strike
19.43
IV
147.6%
B/E move
16.2%
Puts
Pseudo strike
16.89
IV
151.2%
B/E move
11.6%

45Δ

Calls
Pseudo strike
18.78
IV
132.4%
B/E move
12.8%
Puts
Pseudo strike
17.53
IV
132.7%
B/E move
8.5%

50Δ

Calls
Pseudo strike
18.12
IV
117.3%
B/E move
9.5%
Puts
Pseudo strike
17.93
IV
128.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
17.49
IV
102.7%
B/E move
6.3%
Puts
Pseudo strike
18.34
IV
123.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
17.15
IV
98.8%
B/E move
5.5%
Puts
Pseudo strike
18.74
IV
118.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
16.82
IV
94.9%
B/E move
4.7%
Puts
Pseudo strike
19.14
IV
114.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
16.49
IV
91.1%
B/E move
4.0%
Puts
Pseudo strike
19.54
IV
109.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
16.16
IV
87.2%
B/E move
3.2%
Puts
Pseudo strike
19.95
IV
105.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
15.83
IV
83.3%
B/E move
2.4%
Puts
Pseudo strike
20.97
IV
113.0%
B/E move
1.7%

Options history

IV · four-Friday blend67.60%
Daily close
AERO50.2%107.3%164.4%2026-08-13: 82.18%2026-08-21: 74.81%2026-08-24: 81.09%2026-08-25: 65.68%2026-08-26: 81.15%2026-08-27: 77.58%2026-08-28: 70.69%2026-08-31: 76.30%2026-09-01: 79.13%2026-09-02: 78.39%2026-09-03: 82.07%2026-09-04: 75.94%2026-09-08: 81.90%2026-09-09: 75.07%2026-09-11: 75.38%2026-09-15: 99.48%2026-09-16: 117.48%2026-09-17: 129.47%2026-09-18: 66.57%2026-09-21: 65.35%2026-09-22: 70.46%2026-09-23: 69.79%2026-09-24: 70.93%2026-09-25: 59.44%2026-09-28: 65.28%2026-09-29: 58.07%2026-09-30: 74.10%2026-10-01: 70.67%2026-10-02: 63.87%2026-10-05: 70.75%2026-10-07: 76.01%2026-10-08: 69.19%2026-10-09: 79.04%2026-10-15: 156.51%2026-10-16: 66.29%2026-10-19: 67.64%2026-10-20: 60.06%2026-10-21: 67.03%2026-10-22: 73.08%2026-10-23: 71.35%2026-10-26: 73.41%2026-10-28: 76.58%2026-10-29: 70.89%2026-10-30: 67.60%Aug 13Sep 23Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
82.18%
74.81%
81.09%
65.68%
81.15%
77.58%
70.69%
76.30%
79.13%
78.39%
82.07%
75.94%
81.90%
75.07%
75.38%
99.48%
117.48%
129.47%
66.57%
65.35%
70.46%
69.79%
70.93%
59.44%
65.28%
58.07%
74.10%
70.67%
63.87%
70.75%
76.01%
69.19%
79.04%
156.51%
66.29%
67.64%
60.06%
67.03%
73.08%
71.35%
73.41%
76.58%
70.89%
67.60%