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Alpha and Omega Semiconductor Limited Common Shares AOSL

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Market datapartial · fetched 2026-10-22T22:58:29.713Z

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 · 2026-10-22T22:16:39.566174962Z

FundamentalsAlpha Vantage · unavailable

Share price$21.86
1D-2.0%
AH$21.79$22.10$22.42$22.73$23.055:30 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$0.56$2.02$3.48$4.94$6.40$14.88$19.29$23.70$28.11$32.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOSL spot · $21.86AOSL PRICE$0.81$0.77$0.97$1.18$1.44$1.71$1.98$2.32$2.70$3.08$3.61$4.46$5.31$0.72$0.94$1.16$1.48$1.82$2.16$2.51$2.96$3.42$3.87$4.50$5.24$5.98
PutsExpensive1.15×
CallsExpensive1.51×
SkewBullish-15.75 pp
Implied moveBearish±$4.49
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.26152.4%69.6%18.1691.2%20.2%
25Δ27.2694.9%28.2%19.0188.8%17.3%
30Δ26.1993.9%24.3%19.8686.5%14.5%
35Δ25.1292.9%20.3%20.5686.2%12.7%
40Δ24.3093.0%17.7%21.2486.4%11.2%
45Δ23.5193.3%15.3%21.9186.5%9.6%
50Δ22.7293.5%13.0%22.5986.6%8.1%
55Δ21.9694.0%11.1%23.3085.6%7.0%
60Δ21.2394.5%9.5%24.0184.7%5.8%
65Δ20.4995.0%7.8%24.7283.8%4.6%
70Δ19.6598.4%6.4%25.5683.2%3.7%
75Δ18.60107.4%5.5%26.4982.8%2.8%
80Δ17.55116.4%4.6%27.4182.5%2.0%

20Δ

Calls
Pseudo strike
36.26
IV
152.4%
B/E move
69.6%
Puts
Pseudo strike
18.16
IV
91.2%
B/E move
20.2%

25Δ

Calls
Pseudo strike
27.26
IV
94.9%
B/E move
28.2%
Puts
Pseudo strike
19.01
IV
88.8%
B/E move
17.3%

30Δ

Calls
Pseudo strike
26.19
IV
93.9%
B/E move
24.3%
Puts
Pseudo strike
19.86
IV
86.5%
B/E move
14.5%

35Δ

Calls
Pseudo strike
25.12
IV
92.9%
B/E move
20.3%
Puts
Pseudo strike
20.56
IV
86.2%
B/E move
12.7%

40Δ

Calls
Pseudo strike
24.30
IV
93.0%
B/E move
17.7%
Puts
Pseudo strike
21.24
IV
86.4%
B/E move
11.2%

45Δ

Calls
Pseudo strike
23.51
IV
93.3%
B/E move
15.3%
Puts
Pseudo strike
21.91
IV
86.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
22.72
IV
93.5%
B/E move
13.0%
Puts
Pseudo strike
22.59
IV
86.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
21.96
IV
94.0%
B/E move
11.1%
Puts
Pseudo strike
23.30
IV
85.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
21.23
IV
94.5%
B/E move
9.5%
Puts
Pseudo strike
24.01
IV
84.7%
B/E move
5.8%

65Δ

Calls
Pseudo strike
20.49
IV
95.0%
B/E move
7.8%
Puts
Pseudo strike
24.72
IV
83.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
19.65
IV
98.4%
B/E move
6.4%
Puts
Pseudo strike
25.56
IV
83.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
18.60
IV
107.4%
B/E move
5.5%
Puts
Pseudo strike
26.49
IV
82.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
17.55
IV
116.4%
B/E move
4.6%
Puts
Pseudo strike
27.41
IV
82.5%
B/E move
2.0%

Options history

AOSL79.0179.9480.862026-10-20: 80.73%2026-10-21: 79.14%Oct 20Oct 21
Table
DateIV
80.73%
79.14%