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Albany International Corp Class A AIN

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Market datapartial · fetched 2026-10-22T05:14:56.627Z

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 · 2026-10-21T23:00:00.003976392Z

FundamentalsAlpha Vantage · unavailable

Share price$65.00
1D+1.4%
AH$63.71$64.13$64.56$64.98$65.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIN
Sold putSold callAH

Albany International Corp Class A options

Live interpolated AIN call and put midpoint premiums by absolute delta.Albany International Corp Class A$1.76$3.34$4.92$6.49$8.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAIN PRICE$3.62$4.36$5.10$5.85$6.59$7.62$1.93$2.26$2.59$2.92$3.70$4.68$5.66$6.64
PutsExpensive1.20×
CallsFair1.01×
SkewBearish+1.01 pp
Implied move——
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ60.8851.5%9.3%
35Δ62.1248.9%7.9%
40Δ63.3646.3%6.5%
45Δ64.6143.7%5.1%
50Δ65.8944.5%4.3%
55Δ64.6545.4%5.0%67.1947.0%3.8%
60Δ63.5046.2%4.4%68.4949.4%3.3%
65Δ62.3446.9%3.8%69.7851.9%2.9%
70Δ61.1847.7%3.1%
75Δ60.0248.4%2.5%
80Δ58.6646.6%2.0%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.88
IV
51.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.12
IV
48.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.36
IV
46.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.61
IV
43.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.89
IV
44.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
64.65
IV
45.4%
B/E move
5.0%
Puts
Pseudo strike
67.19
IV
47.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
63.50
IV
46.2%
B/E move
4.4%
Puts
Pseudo strike
68.49
IV
49.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
62.34
IV
46.9%
B/E move
3.8%
Puts
Pseudo strike
69.78
IV
51.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
61.18
IV
47.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.02
IV
48.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.66
IV
46.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations