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AAR Corp AIR

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-22T07:27:22.233Z

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 · 2026-10-21T23:00:00.003928253Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T07:27:20.000947+00:00

Share price$99.64
1D-0.8%
AH$98.69$99.37$100.04$100.71$101.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIR
Sold putSold callAH

AAR Corp options

Live interpolated AIR call and put midpoint premiums by absolute delta.AAR Corp$1.10$4.37$7.65$10.92$14.20$74.73$88.36$101.99$115.62$129.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIR spot · $99.64AIR PRICE$1.45$1.76$2.34$2.92$3.56$4.29$5.02$5.82$6.68$7.54$8.65$9.99$11.33$1.46$1.98$2.50$3.11$3.77$4.43$5.22$6.16$7.10$8.22$9.90$11.59$13.26
PutsCheap0.62×
CallsCheap0.82×
SkewBullish-3.90 pp
Implied moveBalanced±$10.24
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.7249.7%15.6%90.8143.1%10.3%
25Δ109.5344.0%11.7%92.6043.2%9.0%
30Δ107.8045.2%10.5%94.3943.4%7.8%
35Δ106.0746.5%9.4%96.0343.3%6.7%
40Δ104.3447.4%8.3%97.5843.0%5.9%
45Δ102.6147.8%7.3%99.1442.8%5.0%
50Δ100.8948.2%6.3%100.7042.6%4.2%
55Δ99.1848.2%5.4%102.2642.6%3.5%
60Δ97.5047.6%4.6%103.8342.5%2.9%
65Δ95.8147.0%3.7%105.5342.8%2.3%
70Δ94.0146.8%3.0%107.6643.9%1.9%
75Δ92.0946.9%2.4%109.8045.0%1.4%
80Δ90.1747.0%1.9%111.9143.7%1.0%

20Δ

Calls
Pseudo strike
113.72
IV
49.7%
B/E move
15.6%
Puts
Pseudo strike
90.81
IV
43.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
109.53
IV
44.0%
B/E move
11.7%
Puts
Pseudo strike
92.60
IV
43.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
107.80
IV
45.2%
B/E move
10.5%
Puts
Pseudo strike
94.39
IV
43.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
106.07
IV
46.5%
B/E move
9.4%
Puts
Pseudo strike
96.03
IV
43.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
104.34
IV
47.4%
B/E move
8.3%
Puts
Pseudo strike
97.58
IV
43.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
102.61
IV
47.8%
B/E move
7.3%
Puts
Pseudo strike
99.14
IV
42.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
100.89
IV
48.2%
B/E move
6.3%
Puts
Pseudo strike
100.70
IV
42.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
99.18
IV
48.2%
B/E move
5.4%
Puts
Pseudo strike
102.26
IV
42.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
97.50
IV
47.6%
B/E move
4.6%
Puts
Pseudo strike
103.83
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
95.81
IV
47.0%
B/E move
3.7%
Puts
Pseudo strike
105.53
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
94.01
IV
46.8%
B/E move
3.0%
Puts
Pseudo strike
107.66
IV
43.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
92.09
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
109.80
IV
45.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
90.17
IV
47.0%
B/E move
1.9%
Puts
Pseudo strike
111.91
IV
43.7%
B/E move
1.0%

Options history

No recorded observations