IntraAlpha
Create free account Start free

American Exceptionalism Acquisition Corp. A AEXA

i

Market datapartial · fetched 2026-10-23T15:52:18.425Z

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 · 2026-10-23T15:46:50.363844268Z

FundamentalsAlpha Vantage · unavailable

Share price$10.70
1D+0.0%
$10.66$10.69$10.71$10.73$10.765:30 AM6:30 AM9:00 AM1:00 PMAEXA
Sold putSold call

American Exceptionalism Acquisition Corp. A options

Live interpolated AEXA call and put midpoint premiums by absolute delta.American Exceptionalism Acquisition Corp. A$0.47$0.91$1.35$1.79$2.23$6.16$8.49$10.81$13.14$15.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEXA spot · $10.70AEXA PRICE$0.52$0.67$0.57$1.07$1.08$1.09$1.10$1.19$1.35$1.51$1.63$1.75$1.88$0.75$0.87$0.98$1.09$1.20$1.31$1.43$1.54$1.65$1.76$1.88$1.99$2.10
PutsExpensive5.35×
CallsExpensive5.75×
SkewBullish-7.23 pp
Implied moveBearish±$2.52
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.80196.7%89.8%8.01176.1%32.2%
25Δ17.92192.9%73.7%8.37167.1%29.9%
30Δ13.69119.4%33.2%8.72158.2%27.6%
35Δ15.67202.8%56.4%9.08149.3%25.4%
40Δ13.60164.9%37.1%9.44140.4%23.1%
45Δ12.54139.5%27.3%9.79131.4%20.8%
50Δ11.49114.1%17.6%10.15122.5%18.5%
55Δ10.80101.5%11.9%10.51113.6%16.2%
60Δ10.41100.0%9.9%10.86104.7%14.0%
65Δ10.0398.5%7.8%11.2295.7%11.7%
70Δ9.7492.2%6.3%11.5886.8%9.4%
75Δ9.4685.4%4.8%11.9377.9%7.1%
80Δ9.1878.6%3.2%12.2968.9%4.8%

20Δ

Calls
Pseudo strike
19.80
IV
196.7%
B/E move
89.8%
Puts
Pseudo strike
8.01
IV
176.1%
B/E move
32.2%

25Δ

Calls
Pseudo strike
17.92
IV
192.9%
B/E move
73.7%
Puts
Pseudo strike
8.37
IV
167.1%
B/E move
29.9%

30Δ

Calls
Pseudo strike
13.69
IV
119.4%
B/E move
33.2%
Puts
Pseudo strike
8.72
IV
158.2%
B/E move
27.6%

35Δ

Calls
Pseudo strike
15.67
IV
202.8%
B/E move
56.4%
Puts
Pseudo strike
9.08
IV
149.3%
B/E move
25.4%

40Δ

Calls
Pseudo strike
13.60
IV
164.9%
B/E move
37.1%
Puts
Pseudo strike
9.44
IV
140.4%
B/E move
23.1%

45Δ

Calls
Pseudo strike
12.54
IV
139.5%
B/E move
27.3%
Puts
Pseudo strike
9.79
IV
131.4%
B/E move
20.8%

50Δ

Calls
Pseudo strike
11.49
IV
114.1%
B/E move
17.6%
Puts
Pseudo strike
10.15
IV
122.5%
B/E move
18.5%

55Δ

Calls
Pseudo strike
10.80
IV
101.5%
B/E move
11.9%
Puts
Pseudo strike
10.51
IV
113.6%
B/E move
16.2%

60Δ

Calls
Pseudo strike
10.41
IV
100.0%
B/E move
9.9%
Puts
Pseudo strike
10.86
IV
104.7%
B/E move
14.0%

65Δ

Calls
Pseudo strike
10.03
IV
98.5%
B/E move
7.8%
Puts
Pseudo strike
11.22
IV
95.7%
B/E move
11.7%

70Δ

Calls
Pseudo strike
9.74
IV
92.2%
B/E move
6.3%
Puts
Pseudo strike
11.58
IV
86.8%
B/E move
9.4%

75Δ

Calls
Pseudo strike
9.46
IV
85.4%
B/E move
4.8%
Puts
Pseudo strike
11.93
IV
77.9%
B/E move
7.1%

80Δ

Calls
Pseudo strike
9.18
IV
78.6%
B/E move
3.2%
Puts
Pseudo strike
12.29
IV
68.9%
B/E move
4.8%

Options history

AEXA52.8761.7870.692026-10-20: 62.79%2026-10-21: 54.10%2026-10-22: 69.46%Oct 20Oct 22
Table
DateIV
62.79%
54.10%
69.46%