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AIRO Group Holdings, Inc. Common Stock AIRO

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-13T01:26:40.745Z

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 · 2026-11-13T00:58:21.260200216Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:26:39.907813+00:00

Share price$5.60
1D-5.4%
AH$5.44$5.60$5.76$5.92$6.085:30 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$0.00$1.83$3.66$5.49$7.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAIRO PRICE$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.41$0.45$0.48$0.52$0.56$0.60$5.92$6.79
Puts——
CallsCheap0.86×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.07113.9%28.6%
25Δ6.91110.9%26.5%
30Δ6.76108.0%24.4%
35Δ6.60105.0%22.3%
40Δ6.44102.0%20.2%
45Δ6.2999.1%18.1%
50Δ6.1396.1%16.0%
55Δ5.9793.2%13.9%
60Δ5.8290.2%11.8%
65Δ5.6687.2%9.8%10.78558.5%13.2%
70Δ5.5184.3%7.7%11.79546.0%10.7%
75Δ5.3581.3%5.6%
80Δ5.1978.3%3.5%

20Δ

Calls
Pseudo strike
7.07
IV
113.9%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.91
IV
110.9%
B/E move
26.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.76
IV
108.0%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.60
IV
105.0%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.44
IV
102.0%
B/E move
20.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.29
IV
99.1%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.13
IV
96.1%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.97
IV
93.2%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.82
IV
90.2%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.66
IV
87.2%
B/E move
9.8%
Puts
Pseudo strike
10.78
IV
558.5%
B/E move
13.2%

70Δ

Calls
Pseudo strike
5.51
IV
84.3%
B/E move
7.7%
Puts
Pseudo strike
11.79
IV
546.0%
B/E move
10.7%

75Δ

Calls
Pseudo strike
5.35
IV
81.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.19
IV
78.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.63%
Daily close
AIRO84.1%94.6%105.1%2026-08-25: 85.65%2026-08-27: 87.61%2026-09-01: 88.27%2026-09-04: 87.49%2026-09-18: 87.87%2026-09-21: 85.55%2026-09-22: 88.02%2026-09-23: 89.24%2026-09-25: 86.65%2026-10-21: 88.45%2026-10-23: 88.25%2026-10-26: 95.04%2026-10-27: 93.22%2026-10-28: 103.63%Aug 25Sep 22Oct 28
14 observations2026-08-25 — 2026-10-28
Table
DateIV (%)
85.65%
87.61%
88.27%
87.49%
87.87%
85.55%
88.02%
89.24%
86.65%
88.45%
88.25%
95.04%
93.22%
103.63%