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AAR Corp. AIR

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T13:59:01.810Z

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 · 2026-11-11T00:00:00.004036236Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-11T13:59:01.248802+00:00

Share price$115.61
1D-0.4%
AH$114$115$116$118$1195:30 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.$1.12$3.48$5.84$8.20$10.56$96.76$106.01$115.27$124.53$133.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIR spot · $115.61AIR PRICE$1.42$1.56$1.76$2.08$2.66$3.24$3.82$4.43$5.39$6.35$7.31$8.39$9.56$1.38$1.84$2.29$2.69$3.09$3.50$4.25$5.03$5.82$6.62$7.71$8.79$9.88
PutsExpensive1.24×
CallsCheap0.72×
SkewBullish-0.53 pp
Implied moveBearish±$8.07
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.7874.9%12.6%106.9062.3%8.7%
25Δ124.2061.2%8.8%108.6563.1%7.6%
30Δ121.7054.2%6.8%110.3562.9%6.5%
35Δ119.6249.9%5.3%111.8659.9%5.6%
40Δ118.4451.2%4.8%113.3756.9%4.6%
45Δ117.2652.6%4.2%114.8953.9%3.6%
50Δ116.0853.9%3.7%116.2054.0%3.2%
55Δ114.8855.3%3.2%117.4954.4%2.7%
60Δ113.4556.7%2.8%118.7954.7%2.3%
65Δ112.0258.1%2.4%120.0955.0%1.8%
70Δ110.5959.5%2.0%121.5854.2%1.5%
75Δ109.0659.3%1.6%123.0753.5%1.2%
80Δ107.4557.8%1.2%124.5652.7%0.8%

20Δ

Calls
Pseudo strike
128.78
IV
74.9%
B/E move
12.6%
Puts
Pseudo strike
106.90
IV
62.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
124.20
IV
61.2%
B/E move
8.8%
Puts
Pseudo strike
108.65
IV
63.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
121.70
IV
54.2%
B/E move
6.8%
Puts
Pseudo strike
110.35
IV
62.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
119.62
IV
49.9%
B/E move
5.3%
Puts
Pseudo strike
111.86
IV
59.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
118.44
IV
51.2%
B/E move
4.8%
Puts
Pseudo strike
113.37
IV
56.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
117.26
IV
52.6%
B/E move
4.2%
Puts
Pseudo strike
114.89
IV
53.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
116.08
IV
53.9%
B/E move
3.7%
Puts
Pseudo strike
116.20
IV
54.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
114.88
IV
55.3%
B/E move
3.2%
Puts
Pseudo strike
117.49
IV
54.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
113.45
IV
56.7%
B/E move
2.8%
Puts
Pseudo strike
118.79
IV
54.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
112.02
IV
58.1%
B/E move
2.4%
Puts
Pseudo strike
120.09
IV
55.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
110.59
IV
59.5%
B/E move
2.0%
Puts
Pseudo strike
121.58
IV
54.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
109.06
IV
59.3%
B/E move
1.6%
Puts
Pseudo strike
123.07
IV
53.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
107.45
IV
57.8%
B/E move
1.2%
Puts
Pseudo strike
124.56
IV
52.7%
B/E move
0.8%

Options history

IV · four-Friday blend45.17%
Daily close
AIR41.4%49.4%57.3%2026-08-13: 47.13%2026-08-14: 46.15%2026-08-17: 48.28%2026-08-18: 50.85%2026-08-19: 51.66%2026-08-20: 54.52%2026-08-21: 48.56%2026-08-24: 50.09%2026-08-25: 48.66%2026-08-26: 48.33%2026-08-27: 48.33%2026-08-28: 48.11%2026-08-31: 49.23%2026-09-01: 48.77%2026-09-02: 48.65%2026-09-03: 49.10%2026-09-04: 48.81%2026-09-08: 50.46%2026-09-09: 50.87%2026-09-10: 51.19%2026-09-11: 50.86%2026-09-14: 55.34%2026-09-15: 55.16%2026-09-16: 54.55%2026-09-17: 56.19%2026-09-18: 51.61%2026-09-21: 51.89%2026-09-22: 51.31%2026-09-23: 50.53%2026-09-24: 50.73%2026-09-25: 51.53%2026-09-28: 52.83%2026-09-29: 48.33%2026-09-30: 46.18%2026-10-01: 46.34%2026-10-02: 46.50%2026-10-05: 46.62%2026-10-06: 45.65%2026-10-07: 46.96%2026-10-08: 45.45%2026-10-09: 45.71%2026-10-12: 47.15%2026-10-13: 48.01%2026-10-16: 44.64%2026-10-19: 45.31%2026-10-20: 46.19%2026-10-21: 44.76%2026-10-22: 45.59%2026-10-23: 46.19%2026-10-26: 46.61%2026-10-27: 45.40%2026-10-28: 42.53%2026-10-29: 43.19%2026-10-30: 45.17%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.13%
46.15%
48.28%
50.85%
51.66%
54.52%
48.56%
50.09%
48.66%
48.33%
48.33%
48.11%
49.23%
48.77%
48.65%
49.10%
48.81%
50.46%
50.87%
51.19%
50.86%
55.34%
55.16%
54.55%
56.19%
51.61%
51.89%
51.31%
50.53%
50.73%
51.53%
52.83%
48.33%
46.18%
46.34%
46.50%
46.62%
45.65%
46.96%
45.45%
45.71%
47.15%
48.01%
44.64%
45.31%
46.19%
44.76%
45.59%
46.19%
46.61%
45.40%
42.53%
43.19%
45.17%