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AIRO Group Holdings, Inc. Common Stock AIRO

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Market datapartial · fetched 2026-10-23T17:33:56.638Z

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 · 2026-10-23T17:32:23.658517762Z

FundamentalsAlpha Vantage · unavailable

Share price$4.75
1D-2.7%
$4.62$4.69$4.76$4.83$4.905:30 AM6:30 AM9:00 AM1:00 PMAIRO
Sold putSold call

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$0.27$0.40$0.52$0.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAIRO PRICE$0.16$0.21$0.26$0.31$0.36$0.41$0.42$0.46$0.49$0.52$0.55$0.58$0.61
PutsExpensive1.88×
CallsExpensive1.26×
SkewBearish+76.58 pp
Implied move——
TiltBearish35.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.92115.3%49.2%3.00268.7%45.8%
25Δ6.59113.5%43.2%3.31241.6%40.0%
30Δ6.26111.6%37.3%3.62214.4%34.1%
35Δ5.93109.7%31.4%3.93187.2%28.2%
40Δ5.60107.8%25.5%4.24160.1%22.4%
45Δ5.27106.0%19.6%4.55132.9%16.5%
50Δ4.86105.7%10.6%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.92
IV
115.3%
B/E move
49.2%
Puts
Pseudo strike
3.00
IV
268.7%
B/E move
45.8%

25Δ

Calls
Pseudo strike
6.59
IV
113.5%
B/E move
43.2%
Puts
Pseudo strike
3.31
IV
241.6%
B/E move
40.0%

30Δ

Calls
Pseudo strike
6.26
IV
111.6%
B/E move
37.3%
Puts
Pseudo strike
3.62
IV
214.4%
B/E move
34.1%

35Δ

Calls
Pseudo strike
5.93
IV
109.7%
B/E move
31.4%
Puts
Pseudo strike
3.93
IV
187.2%
B/E move
28.2%

40Δ

Calls
Pseudo strike
5.60
IV
107.8%
B/E move
25.5%
Puts
Pseudo strike
4.24
IV
160.1%
B/E move
22.4%

45Δ

Calls
Pseudo strike
5.27
IV
106.0%
B/E move
19.6%
Puts
Pseudo strike
4.55
IV
132.9%
B/E move
16.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
105.7%
B/E move
10.6%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations