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AES Corporation AES

i

Market dataready · fetched 2026-11-11T14:48:42.901Z

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 · 2026-11-11T14:48:17.466634674Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:48:42.423374+00:00

Share price$14.93
1D+0.0%
$14.92$14.92$14.93$14.93$14.945:30 AM6:30 AM9:00 AM1:00 PMAES
Sold putSold call

AES Corporation options

Live interpolated AES call and put midpoint premiums by absolute delta.AES Corporation$0.03$0.22$0.42$0.61$0.81$14.68$14.82$14.96$15.10$15.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AES spot · $14.93AES PRICE$0.16$0.22$0.28$0.34$0.40$0.46$0.52$0.58$0.63$0.69$0.75$0.05$0.06$0.07$0.08$0.09$0.11$0.12$0.13
Puts——
Calls——
Skew——
Implied moveBullish±$0.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2623.8%4.8%
25Δ14.3622.2%4.3%
30Δ14.835.9%0.4%14.4520.5%3.7%
35Δ14.777.2%0.4%14.5518.9%3.1%
40Δ14.718.6%0.4%14.6517.2%2.5%
45Δ14.6410.0%0.3%14.7515.5%1.9%
50Δ14.5811.3%0.3%14.8413.9%1.4%
55Δ14.5212.7%0.3%14.9412.2%0.8%
60Δ14.4514.0%0.3%
65Δ14.3915.4%0.2%
70Δ14.3316.8%0.2%
75Δ14.2618.1%0.2%
80Δ14.2019.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.26
IV
23.8%
B/E move
4.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.36
IV
22.2%
B/E move
4.3%

30Δ

Calls
Pseudo strike
14.83
IV
5.9%
B/E move
0.4%
Puts
Pseudo strike
14.45
IV
20.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
14.77
IV
7.2%
B/E move
0.4%
Puts
Pseudo strike
14.55
IV
18.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
14.71
IV
8.6%
B/E move
0.4%
Puts
Pseudo strike
14.65
IV
17.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
14.64
IV
10.0%
B/E move
0.3%
Puts
Pseudo strike
14.75
IV
15.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
14.58
IV
11.3%
B/E move
0.3%
Puts
Pseudo strike
14.84
IV
13.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
14.52
IV
12.7%
B/E move
0.3%
Puts
Pseudo strike
14.94
IV
12.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
14.45
IV
14.0%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.39
IV
15.4%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.33
IV
16.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.26
IV
18.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.20
IV
19.5%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.66%
Daily EOD
AES54.1%65.3%76.4%2026-10-27: 74.86%2026-10-30: 55.66%Oct 27Oct 30
2 observations2026-10-27 — 2026-10-30
Table
DateIV (%)
74.86%
55.66%