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American Exceptionalism Acquisition Corp. A AEXA

i

Market datapartial · fetched 2026-10-23T01:37:30.769Z

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 · 2026-10-22T23:00:00.00198194Z

FundamentalsAlpha Vantage · unavailable

Share price$10.70
1D-1.1%
AH$10.57$10.62$10.67$10.72$10.775:30 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$0.39$0.87$1.36$1.85$2.34$5.89$8.31$10.73$13.16$15.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEXA spot · $10.70AEXA PRICE$0.44$0.75$0.91$1.07$0.55$1.14$1.21$1.29$1.36$1.44$1.65$1.90$2.20$1.07$1.07$1.14$1.24$1.35$1.45$1.56$1.66$1.76$1.87$1.97$2.08$2.18
PutsExpensive5.50×
CallsExpensive5.87×
SkewBullish-2.21 pp
Implied moveBearish±$2.77
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.31136.6%56.5%7.67229.3%38.4%
25Δ19.85221.5%92.5%8.64183.0%29.3%
30Δ17.48209.8%71.9%9.19160.9%24.7%
35Δ15.74201.6%57.1%9.52151.7%22.6%
40Δ11.7775.7%15.1%9.85142.5%20.5%
45Δ12.50142.1%27.5%10.18133.3%18.4%
50Δ11.90129.6%22.6%10.51124.1%16.3%
55Δ11.30117.2%17.6%10.83114.9%14.3%
60Δ10.70104.8%12.7%11.16105.8%12.2%
65Δ10.1092.3%7.8%11.4996.6%10.1%
70Δ9.6990.7%6.0%11.8287.4%8.0%
75Δ9.3191.3%4.8%12.1578.2%5.9%
80Δ8.8992.4%3.6%12.4769.0%3.8%

20Δ

Calls
Pseudo strike
16.31
IV
136.6%
B/E move
56.5%
Puts
Pseudo strike
7.67
IV
229.3%
B/E move
38.4%

25Δ

Calls
Pseudo strike
19.85
IV
221.5%
B/E move
92.5%
Puts
Pseudo strike
8.64
IV
183.0%
B/E move
29.3%

30Δ

Calls
Pseudo strike
17.48
IV
209.8%
B/E move
71.9%
Puts
Pseudo strike
9.19
IV
160.9%
B/E move
24.7%

35Δ

Calls
Pseudo strike
15.74
IV
201.6%
B/E move
57.1%
Puts
Pseudo strike
9.52
IV
151.7%
B/E move
22.6%

40Δ

Calls
Pseudo strike
11.77
IV
75.7%
B/E move
15.1%
Puts
Pseudo strike
9.85
IV
142.5%
B/E move
20.5%

45Δ

Calls
Pseudo strike
12.50
IV
142.1%
B/E move
27.5%
Puts
Pseudo strike
10.18
IV
133.3%
B/E move
18.4%

50Δ

Calls
Pseudo strike
11.90
IV
129.6%
B/E move
22.6%
Puts
Pseudo strike
10.51
IV
124.1%
B/E move
16.3%

55Δ

Calls
Pseudo strike
11.30
IV
117.2%
B/E move
17.6%
Puts
Pseudo strike
10.83
IV
114.9%
B/E move
14.3%

60Δ

Calls
Pseudo strike
10.70
IV
104.8%
B/E move
12.7%
Puts
Pseudo strike
11.16
IV
105.8%
B/E move
12.2%

65Δ

Calls
Pseudo strike
10.10
IV
92.3%
B/E move
7.8%
Puts
Pseudo strike
11.49
IV
96.6%
B/E move
10.1%

70Δ

Calls
Pseudo strike
9.69
IV
90.7%
B/E move
6.0%
Puts
Pseudo strike
11.82
IV
87.4%
B/E move
8.0%

75Δ

Calls
Pseudo strike
9.31
IV
91.3%
B/E move
4.8%
Puts
Pseudo strike
12.15
IV
78.2%
B/E move
5.9%

80Δ

Calls
Pseudo strike
8.89
IV
92.4%
B/E move
3.6%
Puts
Pseudo strike
12.47
IV
69.0%
B/E move
3.8%

Options history

AEXA53.4158.4463.482026-10-20: 62.79%2026-10-21: 54.10%Oct 20Oct 21
Table
DateIV
62.79%
54.10%