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Albany International Corp Class A AIN

CONSUMER CYCLICAL · TEXTILE MANUFACTURING
i

Market dataready · fetched 2026-11-11T13:57:09.375Z

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 · 2026-11-11T00:00:00.003777156Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:57:08.904149+00:00

Share price$68.92
1D+0.2%
AH$68.58$68.99$69.39$69.80$70.215:30 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$0.43$1.76$3.08$4.41$5.74$62.83$66.20$69.57$72.94$76.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AIN spot · $68.92AIN PRICE$2.68$3.02$3.36$3.70$4.04$4.38$5.07$0.58$0.83$1.08$1.34$1.59$1.84$2.10$2.35$2.84$3.47$4.10$4.72$5.35
PutsFair1.02×
Calls——
Skew——
Implied moveBullish±$4.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.1943.4%6.2%
25Δ65.8443.4%5.7%
30Δ66.4943.4%5.1%
35Δ67.1543.3%4.5%
40Δ67.8043.3%3.9%
45Δ68.4543.3%3.4%
50Δ69.4864.5%4.7%69.1043.2%2.8%
55Δ68.7161.9%4.1%69.7543.2%2.2%
60Δ67.9359.3%3.4%70.5043.4%1.8%
65Δ67.1656.8%2.8%71.3243.6%1.5%
70Δ66.3854.2%2.2%72.1443.9%1.3%
75Δ65.6051.6%1.5%72.9544.2%1.0%
80Δ64.5451.4%1.0%73.7744.4%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.19
IV
43.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.84
IV
43.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.49
IV
43.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.15
IV
43.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.80
IV
43.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.45
IV
43.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
69.48
IV
64.5%
B/E move
4.7%
Puts
Pseudo strike
69.10
IV
43.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
68.71
IV
61.9%
B/E move
4.1%
Puts
Pseudo strike
69.75
IV
43.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
67.93
IV
59.3%
B/E move
3.4%
Puts
Pseudo strike
70.50
IV
43.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
67.16
IV
56.8%
B/E move
2.8%
Puts
Pseudo strike
71.32
IV
43.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
66.38
IV
54.2%
B/E move
2.2%
Puts
Pseudo strike
72.14
IV
43.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
65.60
IV
51.6%
B/E move
1.5%
Puts
Pseudo strike
72.95
IV
44.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
64.54
IV
51.4%
B/E move
1.0%
Puts
Pseudo strike
73.77
IV
44.4%
B/E move
0.7%

Options history

IV · four-Friday blend39.63%
Daily close
AIN34.3%65.6%96.8%2026-08-13: 45.21%2026-08-14: 38.80%2026-08-17: 54.48%2026-08-18: 62.22%2026-08-20: 86.66%2026-08-21: 40.38%2026-08-24: 42.20%2026-08-25: 38.66%2026-08-26: 41.77%2026-08-27: 41.96%2026-08-28: 38.71%2026-08-31: 55.53%2026-09-01: 49.97%2026-09-02: 47.74%2026-09-03: 53.20%2026-09-04: 55.31%2026-09-08: 61.18%2026-09-09: 58.73%2026-09-10: 55.50%2026-09-11: 57.91%2026-09-14: 63.64%2026-09-15: 66.99%2026-09-16: 71.33%2026-09-17: 77.08%2026-09-18: 60.91%2026-09-22: 63.80%2026-09-23: 63.42%2026-09-24: 63.76%2026-09-25: 64.02%2026-09-28: 69.19%2026-09-29: 72.31%2026-09-30: 68.05%2026-10-01: 61.60%2026-10-02: 68.95%2026-10-07: 71.98%2026-10-08: 64.66%2026-10-09: 78.39%2026-10-13: 87.59%2026-10-14: 92.52%2026-10-16: 59.25%2026-10-19: 60.89%2026-10-22: 50.00%2026-10-23: 54.04%2026-10-26: 50.80%2026-10-27: 52.68%2026-10-28: 55.85%2026-10-29: 39.63%Aug 13Sep 17Oct 29
47 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
45.21%
38.80%
54.48%
62.22%
86.66%
40.38%
42.20%
38.66%
41.77%
41.96%
38.71%
55.53%
49.97%
47.74%
53.20%
55.31%
61.18%
58.73%
55.50%
57.91%
63.64%
66.99%
71.33%
77.08%
60.91%
63.80%
63.42%
63.76%
64.02%
69.19%
72.31%
68.05%
61.60%
68.95%
71.98%
64.66%
78.39%
87.59%
92.52%
59.25%
60.89%
50.00%
54.04%
50.80%
52.68%
55.85%
39.63%