IntraAlpha
Create free account Start free

AIRO Group Holdings, Inc. Common Stock AIRO

i

Market datapartial · fetched 2026-10-23T01:59:58.324Z

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 · 2026-10-22T22:28:24.242725788Z

FundamentalsAlpha Vantage · unavailable

Share price$4.79
1D-2.6%
AH$4.72$4.80$4.88$4.96$5.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIRO
Sold putSold callAH

AIRO Group Holdings, Inc. Common Stock options

Live interpolated AIRO call and put midpoint premiums by absolute delta.AIRO Group Holdings, Inc. Common Stock$0.15$0.60$1.05$1.49$1.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAIRO PRICE$0.20$0.25$0.29$0.34$0.38$0.43$0.47$0.68$0.91$1.14$1.36$1.59$1.81$0.44$0.48$0.52$0.56$0.60$0.64
PutsExpensive2.01×
CallsExpensive1.56×
SkewBearish+60.91 pp
Implied move——
TiltBullish50.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.17163.4%74.8%3.04265.9%45.6%
25Δ7.25154.5%56.6%3.38238.6%39.6%
30Δ6.81144.5%48.3%3.71211.2%33.5%
35Δ6.37134.4%40.0%4.04183.9%27.4%
40Δ5.92124.4%31.6%4.37156.6%21.3%
45Δ5.48114.3%23.3%4.70129.2%15.2%
50Δ5.03104.3%14.9%
55Δ4.73113.2%13.0%
60Δ4.44123.7%11.6%
65Δ4.14134.2%10.2%
70Δ3.85144.7%8.8%
75Δ3.56155.2%7.4%
80Δ3.26165.7%6.0%

20Δ

Calls
Pseudo strike
8.17
IV
163.4%
B/E move
74.8%
Puts
Pseudo strike
3.04
IV
265.9%
B/E move
45.6%

25Δ

Calls
Pseudo strike
7.25
IV
154.5%
B/E move
56.6%
Puts
Pseudo strike
3.38
IV
238.6%
B/E move
39.6%

30Δ

Calls
Pseudo strike
6.81
IV
144.5%
B/E move
48.3%
Puts
Pseudo strike
3.71
IV
211.2%
B/E move
33.5%

35Δ

Calls
Pseudo strike
6.37
IV
134.4%
B/E move
40.0%
Puts
Pseudo strike
4.04
IV
183.9%
B/E move
27.4%

40Δ

Calls
Pseudo strike
5.92
IV
124.4%
B/E move
31.6%
Puts
Pseudo strike
4.37
IV
156.6%
B/E move
21.3%

45Δ

Calls
Pseudo strike
5.48
IV
114.3%
B/E move
23.3%
Puts
Pseudo strike
4.70
IV
129.2%
B/E move
15.2%

50Δ

Calls
Pseudo strike
5.03
IV
104.3%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.73
IV
113.2%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.44
IV
123.7%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.14
IV
134.2%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.85
IV
144.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.56
IV
155.2%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.26
IV
165.7%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations