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The AES Corporation AES

UTILITIES · UTILITIES - DIVERSIFIED
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Market dataready · fetched 2026-10-22T04:22:55.595Z

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 · 2026-10-21T23:00:00.002602921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:54.357856+00:00

Share price$14.97
1D-0.1%
AH$14.92$14.94$14.96$14.97$14.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAES
Sold putSold callAH

The AES Corporation options

Live interpolated AES call and put midpoint premiums by absolute delta.The AES Corporation$0.00$1.64$3.27$4.91$6.54$13.09$14.18$15.27$16.36$17.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AES spot · $14.97AES PRICE$0.25$0.31$0.36$0.42$0.48$0.53$0.59$0.65$0.70$0.76$0.82$0.87$0.93$0.08$0.10$0.11$0.13$0.14$0.16$0.34$0.75$1.16$1.57$1.98$3.15$6.07
PutsExpensive4.03×
CallsExpensive5.40×
SkewBullish-14.09 pp
Implied moveBullish±$0.93
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0069.8%35.3%14.2219.2%5.5%
25Δ19.5866.2%32.8%14.3617.6%4.7%
30Δ19.1562.6%30.3%14.5016.1%3.9%
35Δ18.7359.1%27.9%14.6414.6%3.1%
40Δ18.3055.5%25.4%14.7813.0%2.2%
45Δ17.8851.9%23.0%14.9211.5%1.4%
50Δ17.4548.3%20.5%15.1614.5%1.0%
55Δ17.0344.8%18.1%15.5423.7%1.2%
60Δ16.6041.2%15.6%15.9133.0%1.4%
65Δ16.1837.6%13.1%16.2942.3%1.6%
70Δ15.7534.0%10.7%16.6751.6%1.9%
75Δ15.3330.4%8.2%17.7575.5%2.5%
80Δ14.9026.9%5.8%20.64112.6%2.6%

20Δ

Calls
Pseudo strike
20.00
IV
69.8%
B/E move
35.3%
Puts
Pseudo strike
14.22
IV
19.2%
B/E move
5.5%

25Δ

Calls
Pseudo strike
19.58
IV
66.2%
B/E move
32.8%
Puts
Pseudo strike
14.36
IV
17.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
19.15
IV
62.6%
B/E move
30.3%
Puts
Pseudo strike
14.50
IV
16.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
18.73
IV
59.1%
B/E move
27.9%
Puts
Pseudo strike
14.64
IV
14.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
18.30
IV
55.5%
B/E move
25.4%
Puts
Pseudo strike
14.78
IV
13.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
17.88
IV
51.9%
B/E move
23.0%
Puts
Pseudo strike
14.92
IV
11.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
17.45
IV
48.3%
B/E move
20.5%
Puts
Pseudo strike
15.16
IV
14.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
17.03
IV
44.8%
B/E move
18.1%
Puts
Pseudo strike
15.54
IV
23.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
16.60
IV
41.2%
B/E move
15.6%
Puts
Pseudo strike
15.91
IV
33.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
16.18
IV
37.6%
B/E move
13.1%
Puts
Pseudo strike
16.29
IV
42.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
15.75
IV
34.0%
B/E move
10.7%
Puts
Pseudo strike
16.67
IV
51.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.33
IV
30.4%
B/E move
8.2%
Puts
Pseudo strike
17.75
IV
75.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.90
IV
26.9%
B/E move
5.8%
Puts
Pseudo strike
20.64
IV
112.6%
B/E move
2.6%

Options history

No recorded observations