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A.O. Smith Corporation AOS

i

Market dataready · fetched 2026-11-12T15:29:38.628Z

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 · 2026-11-12T15:29:35.308622743Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:38.084035+00:00

Share price$65.25
1D+0.2%
$64.83$65.00$65.16$65.33$65.505:30 AM6:30 AM9:00 AM1:00 PMAOS
Sold putSold call

A.O. Smith Corporation options

Live interpolated AOS call and put midpoint premiums by absolute delta.A.O. Smith Corporation$0.30$1.38$2.46$3.54$4.63$60.45$62.94$65.43$67.92$70.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOS spot · $65.25AOS PRICE$0.42$0.55$0.68$0.81$0.94$1.07$1.19$1.32$1.84$2.37$2.89$3.42$3.94$0.48$0.57$0.66$0.75$0.84$0.96$1.44$1.92$2.40$2.88$3.36$3.83$4.31
PutsExpensive1.12×
CallsCheap0.76×
SkewBearish+6.58 pp
Implied moveBearish±$2.63
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8634.1%6.2%58.4862.1%11.1%
25Δ68.3133.6%5.5%59.8055.1%9.2%
30Δ67.7633.0%4.9%61.1248.2%7.3%
35Δ67.2132.5%4.2%62.4541.2%5.4%
40Δ66.6631.9%3.6%63.7734.3%3.6%
45Δ66.1131.4%2.9%65.0428.0%1.8%
50Δ65.5630.9%2.3%65.6429.6%1.6%
55Δ65.0130.3%1.7%66.2331.1%1.4%
60Δ64.3631.3%1.5%66.8332.7%1.3%
65Δ63.7232.2%1.3%67.4234.3%1.1%
70Δ63.0833.2%1.1%68.0235.9%0.9%
75Δ62.4334.1%0.9%68.6137.5%0.7%
80Δ61.7935.1%0.7%69.2139.0%0.5%

20Δ

Calls
Pseudo strike
68.86
IV
34.1%
B/E move
6.2%
Puts
Pseudo strike
58.48
IV
62.1%
B/E move
11.1%

25Δ

Calls
Pseudo strike
68.31
IV
33.6%
B/E move
5.5%
Puts
Pseudo strike
59.80
IV
55.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
67.76
IV
33.0%
B/E move
4.9%
Puts
Pseudo strike
61.12
IV
48.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
67.21
IV
32.5%
B/E move
4.2%
Puts
Pseudo strike
62.45
IV
41.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
66.66
IV
31.9%
B/E move
3.6%
Puts
Pseudo strike
63.77
IV
34.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
66.11
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
65.04
IV
28.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
65.56
IV
30.9%
B/E move
2.3%
Puts
Pseudo strike
65.64
IV
29.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
65.01
IV
30.3%
B/E move
1.7%
Puts
Pseudo strike
66.23
IV
31.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
64.36
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
66.83
IV
32.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
63.72
IV
32.2%
B/E move
1.3%
Puts
Pseudo strike
67.42
IV
34.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
63.08
IV
33.2%
B/E move
1.1%
Puts
Pseudo strike
68.02
IV
35.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
62.43
IV
34.1%
B/E move
0.9%
Puts
Pseudo strike
68.61
IV
37.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.79
IV
35.1%
B/E move
0.7%
Puts
Pseudo strike
69.21
IV
39.0%
B/E move
0.5%

Options history

IV · four-Friday blend27.93%
Daily close
AOS27.1%30.3%33.5%2026-08-21: 27.51%2026-08-25: 28.00%2026-08-26: 28.40%2026-08-27: 27.75%2026-08-28: 28.14%2026-08-31: 30.01%2026-09-03: 28.50%2026-09-18: 28.17%2026-09-21: 27.96%2026-09-23: 28.46%2026-10-16: 31.30%2026-10-19: 30.86%2026-10-20: 30.31%2026-10-21: 31.27%2026-10-22: 33.02%2026-10-23: 32.43%2026-10-26: 32.60%2026-10-27: 32.56%2026-10-28: 31.97%2026-10-30: 27.93%Aug 21Sep 23Oct 30
20 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
27.51%
28.00%
28.40%
27.75%
28.14%
30.01%
28.50%
28.17%
27.96%
28.46%
31.30%
30.86%
30.31%
31.27%
33.02%
32.43%
32.60%
32.56%
31.97%
27.93%