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American Exceptionalism Acquisition Corp. A AEXA

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-11-13T02:12:01.882Z

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 · 2026-11-13T00:00:00.002165802Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:12:01.410639+00:00

Share price$10.75
1D+0.6%
AH$10.63$10.66$10.70$10.73$10.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEXA
Sold putSold callAH

American Exceptionalism Acquisition Corp. A options

Live interpolated AEXA call and put midpoint premiums by absolute delta.American Exceptionalism Acquisition Corp. A$0.62$1.27$1.93$2.58$3.24$6.82$8.04$9.27$10.49$11.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEXA spot · $10.75AEXA PRICE$0.69$0.83$1.00$1.13$1.23$1.34$3.05$1.07$1.07$1.10$1.15$1.20$1.25$1.33$1.48$1.62$1.76$1.94$2.11$2.29
PutsExpensive7.79×
Calls——
Skew——
Implied moveBearish±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.69439.2%38.5%
25Δ17.60360.9%70.1%8.66350.5%29.5%
30Δ9.29300.1%23.8%
35Δ9.77267.4%19.8%
40Δ10.24234.7%15.9%
45Δ11.41171.7%13.8%10.72201.9%11.9%
50Δ11.13183.3%12.8%11.12178.9%8.9%
55Δ10.81182.8%11.1%11.42170.1%7.5%
60Δ10.47171.9%8.9%11.72161.4%6.0%
65Δ10.12161.1%6.6%12.02152.7%4.6%
70Δ12.29144.2%3.7%
75Δ12.56135.7%2.8%
80Δ8.29274.9%5.5%12.83127.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.69
IV
439.2%
B/E move
38.5%

25Δ

Calls
Pseudo strike
17.60
IV
360.9%
B/E move
70.1%
Puts
Pseudo strike
8.66
IV
350.5%
B/E move
29.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.29
IV
300.1%
B/E move
23.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.77
IV
267.4%
B/E move
19.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.24
IV
234.7%
B/E move
15.9%

45Δ

Calls
Pseudo strike
11.41
IV
171.7%
B/E move
13.8%
Puts
Pseudo strike
10.72
IV
201.9%
B/E move
11.9%

50Δ

Calls
Pseudo strike
11.13
IV
183.3%
B/E move
12.8%
Puts
Pseudo strike
11.12
IV
178.9%
B/E move
8.9%

55Δ

Calls
Pseudo strike
10.81
IV
182.8%
B/E move
11.1%
Puts
Pseudo strike
11.42
IV
170.1%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.47
IV
171.9%
B/E move
8.9%
Puts
Pseudo strike
11.72
IV
161.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
10.12
IV
161.1%
B/E move
6.6%
Puts
Pseudo strike
12.02
IV
152.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.29
IV
144.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.56
IV
135.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.29
IV
274.9%
B/E move
5.5%
Puts
Pseudo strike
12.83
IV
127.1%
B/E move
1.9%

Options history

IV · four-Friday blend52.27%
Daily close
AEXA39.5%109.6%179.7%2026-08-14: 94.13%2026-08-17: 103.38%2026-08-18: 93.55%2026-08-19: 124.32%2026-08-20: 144.99%2026-08-21: 69.51%2026-08-24: 71.02%2026-08-26: 79.33%2026-08-28: 74.42%2026-08-31: 60.05%2026-09-01: 76.68%2026-09-02: 64.57%2026-09-03: 66.66%2026-09-04: 76.91%2026-09-08: 74.70%2026-09-09: 95.85%2026-09-10: 86.24%2026-09-11: 96.18%2026-09-14: 102.31%2026-09-15: 125.79%2026-09-16: 126.29%2026-09-17: 170.01%2026-09-18: 68.21%2026-09-21: 60.20%2026-09-22: 65.32%2026-09-23: 77.10%2026-09-24: 62.70%2026-09-25: 51.63%2026-09-28: 63.53%2026-09-29: 74.83%2026-09-30: 75.97%2026-10-01: 58.02%2026-10-02: 77.03%2026-10-05: 90.28%2026-10-06: 73.94%2026-10-07: 67.91%2026-10-08: 83.57%2026-10-09: 72.97%2026-10-12: 78.21%2026-10-13: 110.46%2026-10-14: 135.48%2026-10-15: 131.97%2026-10-16: 65.34%2026-10-19: 67.27%2026-10-20: 62.57%2026-10-21: 51.15%2026-10-22: 69.55%2026-10-23: 70.39%2026-10-27: 49.12%2026-10-28: 55.40%2026-10-29: 52.53%2026-10-30: 52.27%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
94.13%
103.38%
93.55%
124.32%
144.99%
69.51%
71.02%
79.33%
74.42%
60.05%
76.68%
64.57%
66.66%
76.91%
74.70%
95.85%
86.24%
96.18%
102.31%
125.79%
126.29%
170.01%
68.21%
60.20%
65.32%
77.10%
62.70%
51.63%
63.53%
74.83%
75.97%
58.02%
77.03%
90.28%
73.94%
67.91%
83.57%
72.97%
78.21%
110.46%
135.48%
131.97%
65.34%
67.27%
62.57%
51.15%
69.55%
70.39%
49.12%
55.40%
52.53%
52.27%