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American Superconductor Corporation Common Stock AMSC

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Market datapartial · fetched 2026-10-23T04:11:14.721Z

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 · 2026-10-22T23:30:59.752836384Z

FundamentalsAlpha Vantage · unavailable

Share price$24.70
1D-2.2%
AH$24.36$24.73$25.10$25.46$25.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMSC
Sold putSold callAH

American Superconductor Corporation Common Stock options

Live interpolated AMSC call and put midpoint premiums by absolute delta.American Superconductor Corporation Common Stock$0.42$2.15$3.89$5.62$7.35$17.12$21.27$25.41$29.56$33.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMSC spot · $24.70AMSC PRICE$0.61$0.80$1.00$1.26$1.59$1.91$2.23$2.59$3.08$3.53$4.11$4.56$5.42$0.81$1.05$1.33$1.63$1.90$2.28$2.74$3.25$3.74$4.33$4.90$5.79$6.85
PutsExpensive1.11×
CallsExpensive1.34×
SkewBullish-8.76 pp
Implied moveBearish±$4.97
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3988.4%29.5%20.6292.5%19.8%
25Δ30.1488.6%25.3%21.5989.9%16.8%
30Δ28.9186.5%21.1%22.4488.6%14.5%
35Δ28.0688.6%18.7%23.2387.8%12.6%
40Δ27.3493.3%17.1%24.0084.5%10.5%
45Δ26.5395.6%15.2%24.7384.5%9.1%
50Δ25.6695.3%12.9%25.4985.5%7.9%
55Δ24.8195.6%10.9%26.2786.3%6.8%
60Δ24.0099.8%9.6%27.0685.5%5.6%
65Δ23.1499.9%8.0%27.9085.2%4.6%
70Δ22.22102.3%6.6%28.7283.3%3.6%
75Δ21.3998.9%5.0%29.8184.2%2.7%
80Δ20.25103.9%3.9%31.0685.1%2.0%

20Δ

Calls
Pseudo strike
31.39
IV
88.4%
B/E move
29.5%
Puts
Pseudo strike
20.62
IV
92.5%
B/E move
19.8%

25Δ

Calls
Pseudo strike
30.14
IV
88.6%
B/E move
25.3%
Puts
Pseudo strike
21.59
IV
89.9%
B/E move
16.8%

30Δ

Calls
Pseudo strike
28.91
IV
86.5%
B/E move
21.1%
Puts
Pseudo strike
22.44
IV
88.6%
B/E move
14.5%

35Δ

Calls
Pseudo strike
28.06
IV
88.6%
B/E move
18.7%
Puts
Pseudo strike
23.23
IV
87.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
27.34
IV
93.3%
B/E move
17.1%
Puts
Pseudo strike
24.00
IV
84.5%
B/E move
10.5%

45Δ

Calls
Pseudo strike
26.53
IV
95.6%
B/E move
15.2%
Puts
Pseudo strike
24.73
IV
84.5%
B/E move
9.1%

50Δ

Calls
Pseudo strike
25.66
IV
95.3%
B/E move
12.9%
Puts
Pseudo strike
25.49
IV
85.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
24.81
IV
95.6%
B/E move
10.9%
Puts
Pseudo strike
26.27
IV
86.3%
B/E move
6.8%

60Δ

Calls
Pseudo strike
24.00
IV
99.8%
B/E move
9.6%
Puts
Pseudo strike
27.06
IV
85.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
23.14
IV
99.9%
B/E move
8.0%
Puts
Pseudo strike
27.90
IV
85.2%
B/E move
4.6%

70Δ

Calls
Pseudo strike
22.22
IV
102.3%
B/E move
6.6%
Puts
Pseudo strike
28.72
IV
83.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
21.39
IV
98.9%
B/E move
5.0%
Puts
Pseudo strike
29.81
IV
84.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
20.25
IV
103.9%
B/E move
3.9%
Puts
Pseudo strike
31.06
IV
85.1%
B/E move
2.0%

Options history

AMSC73.9974.1674.322026-10-20: 74.07%2026-10-21: 74.25%Oct 20Oct 21
Table
DateIV
74.07%
74.25%