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AI Financial Corporation Common Stock AIFC

i

Market datapartial · fetched 2026-11-13T02:53:34.329Z

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 · 2026-11-12T23:56:43.833420738Z

FundamentalsAlpha Vantage · unavailable

Share price$0.18
1D-5.0%
AH$0.17$0.17$0.18$0.18$0.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIFC
Sold putSold callAH

AI Financial Corporation Common Stock options

Live interpolated AIFC call and put midpoint premiums by absolute delta.AI Financial Corporation Common Stock$0.02$0.02$0.03$0.04$0.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAIFC PRICE$0.03$0.03$0.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.08760.5%502.5%
25Δ0.84738.2%373.3%
30Δ0.61716.0%244.1%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
1.08
IV
760.5%
B/E move
502.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.84
IV
738.2%
B/E move
373.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.61
IV
716.0%
B/E move
244.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend221.87%
Daily close
AIFC194.8%212.1%229.3%2026-09-09: 219.86%2026-09-10: 220.20%2026-09-11: 226.95%2026-09-22: 197.16%2026-09-28: 225.07%2026-09-29: 208.71%2026-10-02: 221.87%Sep 9Sep 22Oct 2
7 observations2026-09-09 — 2026-10-02
Table
DateIV (%)
219.86%
220.20%
226.95%
197.16%
225.07%
208.71%
221.87%