IntraAlpha
Create free account Start free

Airship AI Holdings, Inc. Class A Common Stock AISP

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T14:58:55.959Z

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 · 2026-11-11T14:56:52.605456944Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:49:07.357691+00:00

Share price$1.74
1D+0.0%
$1.71$1.73$1.74$1.76$1.785:30 AM6:30 AM9:00 AM1:00 PMAISP
Sold putSold call

Airship AI Holdings, Inc. Class A Common Stock options

Live interpolated AISP call and put midpoint premiums by absolute delta.Airship AI Holdings, Inc. Class A Common Stock$0.10$0.47$0.84$1.22$1.59$1.20$1.48$1.76$2.04$2.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AISP spot · $1.74AISP PRICE$0.14$0.15$0.17$0.18$0.19$0.21$0.22$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.55$0.87$1.18$1.48
Puts——
Calls——
Skew——
Implied moveBearish±$0.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.53469.0%33.7%
35Δ1.60425.4%29.5%
40Δ1.67381.8%25.3%
45Δ1.75338.3%21.1%
50Δ1.87148.2%15.5%1.82294.7%16.9%
55Δ1.83139.0%13.7%1.90251.1%12.6%
60Δ1.78129.8%11.9%1.97207.5%8.4%
65Δ1.74120.6%10.1%2.18215.0%6.3%
70Δ1.69111.3%8.3%2.50261.2%5.9%
75Δ1.65102.1%6.5%2.83307.3%5.4%
80Δ1.6092.9%4.7%3.14327.4%4.6%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.53
IV
469.0%
B/E move
33.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.60
IV
425.4%
B/E move
29.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
381.8%
B/E move
25.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
338.3%
B/E move
21.1%

50Δ

Calls
Pseudo strike
1.87
IV
148.2%
B/E move
15.5%
Puts
Pseudo strike
1.82
IV
294.7%
B/E move
16.9%

55Δ

Calls
Pseudo strike
1.83
IV
139.0%
B/E move
13.7%
Puts
Pseudo strike
1.90
IV
251.1%
B/E move
12.6%

60Δ

Calls
Pseudo strike
1.78
IV
129.8%
B/E move
11.9%
Puts
Pseudo strike
1.97
IV
207.5%
B/E move
8.4%

65Δ

Calls
Pseudo strike
1.74
IV
120.6%
B/E move
10.1%
Puts
Pseudo strike
2.18
IV
215.0%
B/E move
6.3%

70Δ

Calls
Pseudo strike
1.69
IV
111.3%
B/E move
8.3%
Puts
Pseudo strike
2.50
IV
261.2%
B/E move
5.9%

75Δ

Calls
Pseudo strike
1.65
IV
102.1%
B/E move
6.5%
Puts
Pseudo strike
2.83
IV
307.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
1.60
IV
92.9%
B/E move
4.7%
Puts
Pseudo strike
3.14
IV
327.4%
B/E move
4.6%

Options history

IV · four-Friday blend251.66%
Daily close
AISP144.4%223.7%303.0%2026-08-18: 256.89%2026-08-19: 227.94%2026-08-20: 292.03%2026-08-21: 171.55%2026-08-25: 171.77%2026-08-27: 184.97%2026-08-28: 202.66%2026-08-31: 199.52%2026-09-01: 226.62%2026-09-04: 166.04%2026-09-09: 203.70%2026-09-10: 235.82%2026-09-15: 234.17%2026-09-22: 175.91%2026-09-23: 155.37%2026-10-02: 233.58%2026-10-05: 190.82%2026-10-06: 202.29%2026-10-19: 205.53%2026-10-21: 228.97%2026-10-22: 206.71%2026-10-26: 219.05%2026-10-29: 251.66%Aug 18Sep 10Oct 29
23 observations2026-08-18 — 2026-10-29
Table
DateIV (%)
256.89%
227.94%
292.03%
171.55%
171.77%
184.97%
202.66%
199.52%
226.62%
166.04%
203.70%
235.82%
234.17%
175.91%
155.37%
233.58%
190.82%
202.29%
205.53%
228.97%
206.71%
219.05%
251.66%