IntraAlpha
Create free account Start free

American Outdoor Brands Inc AOUT

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-22T09:04:33.906Z

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 · 2026-10-21T20:00:00.274760086Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T08:58:05.399754+00:00

Share price$17.81
1D+1.6%
AH$17.44$17.57$17.70$17.83$17.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOUT
Sold putSold callAH

American Outdoor Brands Inc options

Live interpolated AOUT call and put midpoint premiums by absolute delta.American Outdoor Brands Inc$0.24$1.38$2.51$3.65$4.78$13.16$15.39$17.62$19.85$22.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOUT spot · $17.81AOUT PRICE$0.63$0.36$0.47$0.57$0.68$0.78$0.89$0.99$1.16$1.61$2.06$2.51$2.96$0.76$0.90$0.97$1.05$1.12$1.30$1.54$1.78$2.02$2.26$2.50$3.27$4.46
PutsExpensive1.18×
CallsCheap0.87×
SkewBearish+16.08 pp
Implied moveBearish±$2.43
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.09135.0%55.6%14.21115.3%24.5%
25Δ19.9551.9%14.1%15.22104.1%19.6%
30Δ19.5950.8%12.6%15.9093.0%16.2%
35Δ19.2349.7%11.2%16.5781.8%12.8%
40Δ18.8748.6%9.8%17.2570.6%9.4%
45Δ18.5147.5%8.3%17.7665.8%7.6%
50Δ18.1546.4%6.9%18.1764.7%6.6%
55Δ17.7945.3%5.4%18.5863.5%5.6%
60Δ17.4045.7%4.2%19.0062.4%4.7%
65Δ16.8751.6%3.8%19.4161.2%3.7%
70Δ16.3557.6%3.4%19.8260.0%2.7%
75Δ15.8363.5%3.0%20.7262.4%2.0%
80Δ15.3169.5%2.6%22.0067.5%1.5%

20Δ

Calls
Pseudo strike
27.09
IV
135.0%
B/E move
55.6%
Puts
Pseudo strike
14.21
IV
115.3%
B/E move
24.5%

25Δ

Calls
Pseudo strike
19.95
IV
51.9%
B/E move
14.1%
Puts
Pseudo strike
15.22
IV
104.1%
B/E move
19.6%

30Δ

Calls
Pseudo strike
19.59
IV
50.8%
B/E move
12.6%
Puts
Pseudo strike
15.90
IV
93.0%
B/E move
16.2%

35Δ

Calls
Pseudo strike
19.23
IV
49.7%
B/E move
11.2%
Puts
Pseudo strike
16.57
IV
81.8%
B/E move
12.8%

40Δ

Calls
Pseudo strike
18.87
IV
48.6%
B/E move
9.8%
Puts
Pseudo strike
17.25
IV
70.6%
B/E move
9.4%

45Δ

Calls
Pseudo strike
18.51
IV
47.5%
B/E move
8.3%
Puts
Pseudo strike
17.76
IV
65.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
18.15
IV
46.4%
B/E move
6.9%
Puts
Pseudo strike
18.17
IV
64.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
17.79
IV
45.3%
B/E move
5.4%
Puts
Pseudo strike
18.58
IV
63.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
17.40
IV
45.7%
B/E move
4.2%
Puts
Pseudo strike
19.00
IV
62.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
16.87
IV
51.6%
B/E move
3.8%
Puts
Pseudo strike
19.41
IV
61.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.35
IV
57.6%
B/E move
3.4%
Puts
Pseudo strike
19.82
IV
60.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.83
IV
63.5%
B/E move
3.0%
Puts
Pseudo strike
20.72
IV
62.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.31
IV
69.5%
B/E move
2.6%
Puts
Pseudo strike
22.00
IV
67.5%
B/E move
1.5%

Options history

No recorded observations