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A.O. Smith Corporation AOS

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Market datapartial · fetched 2026-10-23T05:07:11.964Z

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 · 2026-10-22T23:00:00.002703183Z

FundamentalsAlpha Vantage · unavailable

Share price$62.47
1D+5.1%
AH$59.02$59.97$60.92$61.86$62.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOS
Sold putSold callAH

A.O. Smith Corporation options

Live interpolated AOS call and put midpoint premiums by absolute delta.A.O. Smith Corporation$0.51$3.91$7.30$10.70$14.09$51.94$56.90$61.86$66.81$71.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOS spot · $62.47AOS PRICE$1.15$1.22$1.28$1.34$1.61$1.95$2.29$2.63$2.97$3.32$3.66$0.88$1.15$1.43$1.86$2.49$3.12$3.75$4.38$5.40$6.99$8.58$10.73$13.12
PutsExpensive1.62×
CallsExpensive1.30×
SkewBearish+7.01 pp
Implied moveBearish±$6.04
TiltBearish46.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.7382.6%34.3%57.0440.3%10.1%
25Δ77.2667.4%25.6%58.2040.2%8.7%
30Δ71.7952.1%17.0%59.3740.0%7.3%
35Δ66.3236.9%8.3%60.4540.8%6.2%
40Δ64.4533.0%5.7%61.4442.6%5.6%
45Δ63.7232.7%5.1%62.4344.4%5.1%
50Δ63.0032.5%4.5%63.4246.3%4.5%
55Δ62.2732.2%3.9%64.4148.1%3.9%
60Δ61.5531.9%3.3%65.7551.0%3.4%
65Δ60.8231.6%2.7%67.6055.5%3.0%
70Δ60.0931.4%2.0%69.4560.0%2.6%
75Δ71.9163.7%2.1%
80Δ74.6267.1%1.5%

20Δ

Calls
Pseudo strike
82.73
IV
82.6%
B/E move
34.3%
Puts
Pseudo strike
57.04
IV
40.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
77.26
IV
67.4%
B/E move
25.6%
Puts
Pseudo strike
58.20
IV
40.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
71.79
IV
52.1%
B/E move
17.0%
Puts
Pseudo strike
59.37
IV
40.0%
B/E move
7.3%

35Δ

Calls
Pseudo strike
66.32
IV
36.9%
B/E move
8.3%
Puts
Pseudo strike
60.45
IV
40.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
64.45
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
61.44
IV
42.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
63.72
IV
32.7%
B/E move
5.1%
Puts
Pseudo strike
62.43
IV
44.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
63.00
IV
32.5%
B/E move
4.5%
Puts
Pseudo strike
63.42
IV
46.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
62.27
IV
32.2%
B/E move
3.9%
Puts
Pseudo strike
64.41
IV
48.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
61.55
IV
31.9%
B/E move
3.3%
Puts
Pseudo strike
65.75
IV
51.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
60.82
IV
31.6%
B/E move
2.7%
Puts
Pseudo strike
67.60
IV
55.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
60.09
IV
31.4%
B/E move
2.0%
Puts
Pseudo strike
69.45
IV
60.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.91
IV
63.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.62
IV
67.1%
B/E move
1.5%

Options history

AOS30.2530.8131.362026-10-20: 30.33%2026-10-21: 31.28%Oct 20Oct 21
Table
DateIV
30.33%
31.28%