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American Outdoor Brands, Inc. Common Stock AOUT

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-11T05:54:28.522Z

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 · 2026-11-10T21:00:02.190206872Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T05:47:13.934254+00:00

Share price$18.72
1D+4.1%
AH$17.81$18.07$18.33$18.59$18.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOUT
Sold putSold callAH

American Outdoor Brands, Inc. Common Stock options

Live interpolated AOUT call and put midpoint premiums by absolute delta.American Outdoor Brands, Inc. Common Stock$0.28$1.12$1.97$2.81$3.66$16.52$17.91$19.31$20.70$22.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AOUT spot · $18.72AOUT PRICE$0.72$0.72$0.37$0.49$0.62$0.74$0.87$1.00$1.12$1.25$1.37$1.50$3.00$0.75$0.79$0.83$0.92$1.07$1.22$1.37$1.52$1.67$1.81$2.59$3.41
Puts——
CallsExpensive1.51×
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.31258.9%60.4%15.10192.0%23.3%
25Δ24.16186.3%33.0%16.06162.5%18.4%
30Δ19.9166.3%8.3%17.02133.0%13.5%
35Δ19.6566.3%7.6%17.69115.9%10.4%
40Δ19.3966.3%6.9%18.07111.5%9.2%
45Δ19.1366.2%6.1%18.45107.1%8.0%
50Δ18.8666.2%5.4%18.83102.7%6.7%
55Δ18.6066.2%4.7%19.2198.3%5.5%
60Δ18.3466.2%4.0%19.5993.9%4.2%
65Δ18.0866.2%3.2%19.9789.5%3.0%
70Δ17.8266.2%2.5%20.82101.4%2.6%
75Δ17.5666.2%1.8%21.71114.6%2.3%
80Δ16.00104.8%1.5%

20Δ

Calls
Pseudo strike
29.31
IV
258.9%
B/E move
60.4%
Puts
Pseudo strike
15.10
IV
192.0%
B/E move
23.3%

25Δ

Calls
Pseudo strike
24.16
IV
186.3%
B/E move
33.0%
Puts
Pseudo strike
16.06
IV
162.5%
B/E move
18.4%

30Δ

Calls
Pseudo strike
19.91
IV
66.3%
B/E move
8.3%
Puts
Pseudo strike
17.02
IV
133.0%
B/E move
13.5%

35Δ

Calls
Pseudo strike
19.65
IV
66.3%
B/E move
7.6%
Puts
Pseudo strike
17.69
IV
115.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
19.39
IV
66.3%
B/E move
6.9%
Puts
Pseudo strike
18.07
IV
111.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
19.13
IV
66.2%
B/E move
6.1%
Puts
Pseudo strike
18.45
IV
107.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
18.86
IV
66.2%
B/E move
5.4%
Puts
Pseudo strike
18.83
IV
102.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
18.60
IV
66.2%
B/E move
4.7%
Puts
Pseudo strike
19.21
IV
98.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
18.34
IV
66.2%
B/E move
4.0%
Puts
Pseudo strike
19.59
IV
93.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
18.08
IV
66.2%
B/E move
3.2%
Puts
Pseudo strike
19.97
IV
89.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.82
IV
66.2%
B/E move
2.5%
Puts
Pseudo strike
20.82
IV
101.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
17.56
IV
66.2%
B/E move
1.8%
Puts
Pseudo strike
21.71
IV
114.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
16.00
IV
104.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend67.39%
Daily close
AOUT49.2%77.1%105.0%2026-08-13: 80.45%2026-08-14: 98.88%2026-08-21: 89.29%2026-08-24: 76.98%2026-08-26: 69.78%2026-08-27: 82.00%2026-08-28: 82.06%2026-08-31: 64.19%2026-09-03: 62.02%2026-09-04: 64.32%2026-09-08: 62.69%2026-09-09: 58.38%2026-09-10: 64.92%2026-09-18: 57.76%2026-09-21: 61.81%2026-09-23: 60.18%2026-09-24: 57.16%2026-09-25: 58.62%2026-09-28: 53.04%2026-09-29: 64.44%2026-10-01: 59.89%2026-10-14: 74.18%2026-10-15: 101.12%2026-10-16: 60.75%2026-10-20: 61.36%2026-10-21: 60.56%2026-10-22: 58.87%2026-10-23: 58.89%2026-10-26: 62.41%2026-10-27: 65.08%2026-10-28: 64.23%2026-10-29: 64.41%2026-10-30: 67.39%Aug 13Sep 24Oct 30
33 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
80.45%
98.88%
89.29%
76.98%
69.78%
82.00%
82.06%
64.19%
62.02%
64.32%
62.69%
58.38%
64.92%
57.76%
61.81%
60.18%
57.16%
58.62%
53.04%
64.44%
59.89%
74.18%
101.12%
60.75%
61.36%
60.56%
58.87%
58.89%
62.41%
65.08%
64.23%
64.41%
67.39%