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American Superconductor Corporation Common Stock AMSC

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-12T14:55:24.140Z

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 · 2026-11-12T14:54:58.072048377Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:23.143228+00:00

Share price$25.40
1D+1.8%
$24.64$24.85$25.05$25.25$25.465:30 AM6:30 AM9:00 AM1:00 PMAMSC
Sold putSold call

American Superconductor Corporation Common Stock options

Live interpolated AMSC call and put midpoint premiums by absolute delta.American Superconductor Corporation Common Stock$0.17$1.34$2.51$3.68$4.85$18.74$21.92$25.11$28.29$31.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMSC spot · $25.40AMSC PRICE$0.30$0.40$0.51$0.65$0.79$0.94$1.08$1.23$1.40$1.62$1.84$2.08$2.35$0.38$0.51$0.63$0.80$0.97$1.17$1.38$1.59$1.94$2.28$2.71$3.30$4.52
PutsCheap0.62×
CallsCheap0.59×
SkewBearish+12.77 pp
Implied moveBearish±$2.46
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.0674.2%11.6%23.0385.6%10.8%
25Δ27.5874.6%10.2%23.5384.1%9.4%
30Δ27.1475.6%8.9%24.0282.7%7.9%
35Δ26.7476.6%7.8%24.4283.2%7.0%
40Δ26.3577.6%6.9%24.8283.8%6.1%
45Δ25.9778.5%5.9%25.2283.9%5.3%
50Δ25.6076.8%5.1%25.6283.7%4.5%
55Δ25.2475.1%4.2%26.0283.6%3.8%
60Δ24.8774.0%3.4%26.5086.0%3.3%
65Δ24.5173.7%2.9%26.9788.5%2.8%
70Δ24.1573.4%2.3%27.5390.0%2.3%
75Δ23.7872.1%1.8%28.2494.6%1.8%
80Δ23.4070.1%1.4%29.52108.8%1.6%

20Δ

Calls
Pseudo strike
28.06
IV
74.2%
B/E move
11.6%
Puts
Pseudo strike
23.03
IV
85.6%
B/E move
10.8%

25Δ

Calls
Pseudo strike
27.58
IV
74.6%
B/E move
10.2%
Puts
Pseudo strike
23.53
IV
84.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
27.14
IV
75.6%
B/E move
8.9%
Puts
Pseudo strike
24.02
IV
82.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
26.74
IV
76.6%
B/E move
7.8%
Puts
Pseudo strike
24.42
IV
83.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
26.35
IV
77.6%
B/E move
6.9%
Puts
Pseudo strike
24.82
IV
83.8%
B/E move
6.1%

45Δ

Calls
Pseudo strike
25.97
IV
78.5%
B/E move
5.9%
Puts
Pseudo strike
25.22
IV
83.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
25.60
IV
76.8%
B/E move
5.1%
Puts
Pseudo strike
25.62
IV
83.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
25.24
IV
75.1%
B/E move
4.2%
Puts
Pseudo strike
26.02
IV
83.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
24.87
IV
74.0%
B/E move
3.4%
Puts
Pseudo strike
26.50
IV
86.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
24.51
IV
73.7%
B/E move
2.9%
Puts
Pseudo strike
26.97
IV
88.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
24.15
IV
73.4%
B/E move
2.3%
Puts
Pseudo strike
27.53
IV
90.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
23.78
IV
72.1%
B/E move
1.8%
Puts
Pseudo strike
28.24
IV
94.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.40
IV
70.1%
B/E move
1.4%
Puts
Pseudo strike
29.52
IV
108.8%
B/E move
1.6%

Options history

IV · four-Friday blend81.13%
Daily close
AMSC65.8%74.0%82.3%2026-08-14: 79.09%2026-08-17: 75.22%2026-08-18: 76.56%2026-08-19: 75.88%2026-08-20: 73.37%2026-08-21: 72.45%2026-08-24: 73.14%2026-08-25: 71.45%2026-08-26: 72.93%2026-08-27: 71.40%2026-08-28: 70.87%2026-08-31: 68.52%2026-09-01: 68.98%2026-09-02: 67.16%2026-09-03: 66.93%2026-09-04: 67.73%2026-09-08: 69.77%2026-09-09: 69.26%2026-09-10: 70.86%2026-09-11: 68.33%2026-09-14: 69.06%2026-09-15: 68.34%2026-09-16: 73.42%2026-09-17: 68.40%2026-09-18: 70.10%2026-09-21: 72.19%2026-09-22: 71.36%2026-09-23: 70.06%2026-09-24: 69.70%2026-09-25: 71.38%2026-09-28: 69.54%2026-09-29: 69.60%2026-09-30: 68.72%2026-10-01: 68.07%2026-10-02: 69.01%2026-10-05: 69.46%2026-10-06: 67.45%2026-10-07: 68.22%2026-10-08: 68.22%2026-10-09: 68.71%2026-10-12: 70.51%2026-10-13: 71.74%2026-10-14: 72.32%2026-10-15: 73.88%2026-10-16: 73.78%2026-10-19: 73.28%2026-10-20: 74.50%2026-10-21: 74.27%2026-10-22: 76.12%2026-10-23: 76.29%2026-10-26: 76.46%2026-10-27: 75.66%2026-10-28: 77.14%2026-10-29: 78.79%2026-10-30: 81.13%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
79.09%
75.22%
76.56%
75.88%
73.37%
72.45%
73.14%
71.45%
72.93%
71.40%
70.87%
68.52%
68.98%
67.16%
66.93%
67.73%
69.77%
69.26%
70.86%
68.33%
69.06%
68.34%
73.42%
68.40%
70.10%
72.19%
71.36%
70.06%
69.70%
71.38%
69.54%
69.60%
68.72%
68.07%
69.01%
69.46%
67.45%
68.22%
68.22%
68.71%
70.51%
71.74%
72.32%
73.88%
73.78%
73.28%
74.50%
74.27%
76.12%
76.29%
76.46%
75.66%
77.14%
78.79%
81.13%