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Alaska Air Group, Inc. ALK

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-07T02:58:44.229Z

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 · 2026-11-07T00:51:04.727496894Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T02:58:44.116318+00:00

Share price$38.95
1D-0.4%
AH$38.47$38.76$39.04$39.32$39.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALK
Sold putSold callAH

Alaska Air Group, Inc. options

Live interpolated ALK call and put midpoint premiums by absolute delta.Alaska Air Group, Inc.$0.37$1.59$2.81$4.03$5.25$33.28$36.21$39.15$42.08$45.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALK spot · $38.95ALK PRICE$0.51$0.66$0.86$1.07$1.28$1.50$1.81$2.12$2.43$2.74$3.25$3.76$4.27$0.59$0.78$0.97$1.16$1.44$1.72$2.00$2.27$2.68$3.14$3.60$4.05$4.90
PutsExpensive1.08×
CallsFair0.96×
SkewBullish-2.30 pp
Implied moveBearish±$3.81
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6361.5%13.3%35.3363.8%10.8%
25Δ42.6261.1%11.1%36.0662.7%9.4%
30Δ41.9061.3%9.8%36.8061.5%8.0%
35Δ41.2361.5%8.6%37.5360.5%6.6%
40Δ40.5661.7%7.4%38.1160.1%5.9%
45Δ39.9061.9%6.3%38.6959.7%5.1%
50Δ39.2962.1%5.5%39.2659.3%4.3%
55Δ38.6962.4%4.8%39.8458.9%3.5%
60Δ38.0962.7%4.0%40.4758.8%3.0%
65Δ37.4862.9%3.3%41.1358.7%2.5%
70Δ36.7663.3%2.7%41.7858.6%2.0%
75Δ36.0463.7%2.2%42.4358.6%1.5%
80Δ35.3264.0%1.7%43.4359.1%1.1%

20Δ

Calls
Pseudo strike
43.63
IV
61.5%
B/E move
13.3%
Puts
Pseudo strike
35.33
IV
63.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
42.62
IV
61.1%
B/E move
11.1%
Puts
Pseudo strike
36.06
IV
62.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
41.90
IV
61.3%
B/E move
9.8%
Puts
Pseudo strike
36.80
IV
61.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
41.23
IV
61.5%
B/E move
8.6%
Puts
Pseudo strike
37.53
IV
60.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
40.56
IV
61.7%
B/E move
7.4%
Puts
Pseudo strike
38.11
IV
60.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
39.90
IV
61.9%
B/E move
6.3%
Puts
Pseudo strike
38.69
IV
59.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
39.29
IV
62.1%
B/E move
5.5%
Puts
Pseudo strike
39.26
IV
59.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
38.69
IV
62.4%
B/E move
4.8%
Puts
Pseudo strike
39.84
IV
58.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
38.09
IV
62.7%
B/E move
4.0%
Puts
Pseudo strike
40.47
IV
58.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
37.48
IV
62.9%
B/E move
3.3%
Puts
Pseudo strike
41.13
IV
58.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
36.76
IV
63.3%
B/E move
2.7%
Puts
Pseudo strike
41.78
IV
58.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
36.04
IV
63.7%
B/E move
2.2%
Puts
Pseudo strike
42.43
IV
58.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.32
IV
64.0%
B/E move
1.7%
Puts
Pseudo strike
43.43
IV
59.1%
B/E move
1.1%

Options history

IV · four-Friday blend51.88%
Daily close
ALK45.9%50.7%55.5%2026-08-10: 52.22%2026-08-11: 49.06%2026-08-12: 48.20%2026-08-13: 48.35%2026-08-14: 46.56%2026-08-17: 49.23%2026-08-18: 49.77%2026-08-21: 50.25%2026-08-24: 51.18%2026-08-25: 50.06%2026-08-26: 50.59%2026-08-27: 49.29%2026-08-28: 49.97%2026-08-31: 50.08%2026-09-01: 50.23%2026-09-02: 49.63%2026-09-03: 49.08%2026-09-04: 48.59%2026-09-08: 51.97%2026-09-09: 51.46%2026-09-10: 50.56%2026-09-11: 50.08%2026-09-14: 54.21%2026-09-15: 52.54%2026-09-18: 52.64%2026-09-21: 52.13%2026-09-22: 52.54%2026-09-23: 52.86%2026-09-24: 53.82%2026-09-25: 53.08%2026-09-28: 53.75%2026-09-29: 54.83%2026-09-30: 53.37%2026-10-01: 52.73%2026-10-02: 52.04%2026-10-05: 51.77%2026-10-06: 51.23%2026-10-07: 51.44%2026-10-08: 50.96%2026-10-09: 48.40%2026-10-12: 49.79%2026-10-13: 51.20%2026-10-16: 50.40%2026-10-19: 51.16%2026-10-20: 52.70%2026-10-21: 49.89%2026-10-22: 50.52%2026-10-23: 51.46%2026-10-26: 51.30%2026-10-27: 50.63%2026-10-28: 50.69%2026-10-29: 50.18%2026-10-30: 51.88%Aug 10Sep 22Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
52.22%
49.06%
48.20%
48.35%
46.56%
49.23%
49.77%
50.25%
51.18%
50.06%
50.59%
49.29%
49.97%
50.08%
50.23%
49.63%
49.08%
48.59%
51.97%
51.46%
50.56%
50.08%
54.21%
52.54%
52.64%
52.13%
52.54%
52.86%
53.82%
53.08%
53.75%
54.83%
53.37%
52.73%
52.04%
51.77%
51.23%
51.44%
50.96%
48.40%
49.79%
51.20%
50.40%
51.16%
52.70%
49.89%
50.52%
51.46%
51.30%
50.63%
50.69%
50.18%
51.88%