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Alpha and Omega Semiconductor Limited Common Shares AOSL

i

Market dataready · fetched 2026-11-12T02:08:36.817Z

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 · 2026-11-12T00:57:38.323284229Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:08:36.447958+00:00

Share price$30.71
1D+3.2%
AH$29.41$30.09$30.76$31.43$32.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOSL
Sold putSold callAH

Alpha and Omega Semiconductor Limited Common Shares options

Live interpolated AOSL call and put midpoint premiums by absolute delta.Alpha and Omega Semiconductor Limited Common Shares$0.33$1.47$2.61$3.75$4.88$15.31$22.02$28.73$35.44$42.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOSL spot · $30.71AOSL PRICE$0.46$0.66$0.86$1.06$1.27$1.52$1.78$2.03$2.31$2.78$3.25$3.71$4.55$0.65$0.79$0.95$1.11$1.27$1.51$1.75$1.99$2.23$2.47$3.08$3.79$4.49
PutsCheap0.68×
CallsCheap0.53×
SkewBullish-13.03 pp
Implied moveBalanced±$3.53
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6384.0%14.3%26.83113.6%14.8%
25Δ34.0888.2%13.1%27.88102.4%11.8%
30Δ33.5292.5%11.9%28.5896.7%10.0%
35Δ32.9696.7%10.8%29.2891.1%8.3%
40Δ32.40100.1%9.6%29.9885.4%6.5%
45Δ31.7899.5%8.4%30.4783.3%5.7%
50Δ31.1698.9%7.2%30.9581.3%4.9%
55Δ30.5498.3%6.0%31.4379.3%4.1%
60Δ29.9198.1%4.9%31.9277.4%3.3%
65Δ29.22100.1%4.2%32.4075.4%2.6%
70Δ28.54102.1%3.5%33.1574.2%2.1%
75Δ27.85104.1%2.8%33.9873.1%1.7%
80Δ26.83112.0%2.2%34.8072.0%1.3%

20Δ

Calls
Pseudo strike
34.63
IV
84.0%
B/E move
14.3%
Puts
Pseudo strike
26.83
IV
113.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
34.08
IV
88.2%
B/E move
13.1%
Puts
Pseudo strike
27.88
IV
102.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
33.52
IV
92.5%
B/E move
11.9%
Puts
Pseudo strike
28.58
IV
96.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
32.96
IV
96.7%
B/E move
10.8%
Puts
Pseudo strike
29.28
IV
91.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
32.40
IV
100.1%
B/E move
9.6%
Puts
Pseudo strike
29.98
IV
85.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
31.78
IV
99.5%
B/E move
8.4%
Puts
Pseudo strike
30.47
IV
83.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
31.16
IV
98.9%
B/E move
7.2%
Puts
Pseudo strike
30.95
IV
81.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
30.54
IV
98.3%
B/E move
6.0%
Puts
Pseudo strike
31.43
IV
79.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
29.91
IV
98.1%
B/E move
4.9%
Puts
Pseudo strike
31.92
IV
77.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
29.22
IV
100.1%
B/E move
4.2%
Puts
Pseudo strike
32.40
IV
75.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
28.54
IV
102.1%
B/E move
3.5%
Puts
Pseudo strike
33.15
IV
74.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
27.85
IV
104.1%
B/E move
2.8%
Puts
Pseudo strike
33.98
IV
73.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
26.83
IV
112.0%
B/E move
2.2%
Puts
Pseudo strike
34.80
IV
72.0%
B/E move
1.3%

Options history

IV · four-Friday blend82.89%
Daily close
AOSL70.0%96.8%123.6%2026-08-13: 100.83%2026-08-14: 92.02%2026-08-17: 100.68%2026-08-18: 95.47%2026-08-19: 93.95%2026-08-20: 119.92%2026-08-21: 87.66%2026-08-24: 91.43%2026-08-25: 88.01%2026-08-26: 85.96%2026-08-27: 81.79%2026-08-28: 83.34%2026-08-31: 82.37%2026-09-01: 85.35%2026-09-02: 86.05%2026-09-03: 82.85%2026-09-04: 77.19%2026-09-08: 84.00%2026-09-09: 85.80%2026-09-10: 80.76%2026-09-11: 79.35%2026-09-15: 85.31%2026-09-16: 99.12%2026-09-17: 96.52%2026-09-18: 78.81%2026-09-21: 82.50%2026-09-22: 80.18%2026-09-23: 78.69%2026-09-24: 81.84%2026-09-25: 81.08%2026-09-28: 79.05%2026-09-29: 75.77%2026-09-30: 78.62%2026-10-01: 81.30%2026-10-02: 78.13%2026-10-05: 76.39%2026-10-06: 74.75%2026-10-07: 73.66%2026-10-08: 75.44%2026-10-09: 77.11%2026-10-12: 81.99%2026-10-15: 117.79%2026-10-16: 77.30%2026-10-19: 79.13%2026-10-20: 80.71%2026-10-21: 79.29%2026-10-22: 79.95%2026-10-23: 80.66%2026-10-26: 80.84%2026-10-27: 85.52%2026-10-28: 87.31%2026-10-29: 81.73%2026-10-30: 82.89%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
100.83%
92.02%
100.68%
95.47%
93.95%
119.92%
87.66%
91.43%
88.01%
85.96%
81.79%
83.34%
82.37%
85.35%
86.05%
82.85%
77.19%
84.00%
85.80%
80.76%
79.35%
85.31%
99.12%
96.52%
78.81%
82.50%
80.18%
78.69%
81.84%
81.08%
79.05%
75.77%
78.62%
81.30%
78.13%
76.39%
74.75%
73.66%
75.44%
77.11%
81.99%
117.79%
77.30%
79.13%
80.71%
79.29%
79.95%
80.66%
80.84%
85.52%
87.31%
81.73%
82.89%