IntraAlpha
Create free account Start free

Ampco-Pittsburgh Corp. AP

i

Market dataready · fetched 2026-11-12T14:55:31.537Z

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 · 2026-11-12T14:54:47.082741445Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:55:30.852388+00:00

Share price$7.37
1D+3.4%
$7.11$7.18$7.26$7.34$7.415:30 AM6:30 AM9:00 AM1:00 PMAP
Sold putSold call

Ampco-Pittsburgh Corp. options

Live interpolated AP call and put midpoint premiums by absolute delta.Ampco-Pittsburgh Corp.$0.08$1.58$3.09$4.59$6.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAP PRICE$0.24$0.27$0.31$0.34$0.37$0.43$0.48$0.53$0.58$0.64$0.69$0.84$1.22$1.60$1.98$2.36$2.74$5.66
PutsExpensive1.64×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.36307.5%33.1%
25Δ9.50178.5%32.1%5.73280.0%28.7%
30Δ9.08163.0%26.9%6.11252.6%24.3%
35Δ8.66147.5%21.6%6.48225.1%19.9%
40Δ8.24132.0%16.4%6.86197.7%15.5%
45Δ7.82116.5%11.2%7.24170.3%11.2%
50Δ7.63154.7%7.8%
55Δ8.07167.1%7.1%
60Δ8.50179.6%6.3%
65Δ8.94192.0%5.5%
70Δ9.38204.5%4.8%
75Δ9.81216.9%4.0%
80Δ12.71330.4%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
307.5%
B/E move
33.1%

25Δ

Calls
Pseudo strike
9.50
IV
178.5%
B/E move
32.1%
Puts
Pseudo strike
5.73
IV
280.0%
B/E move
28.7%

30Δ

Calls
Pseudo strike
9.08
IV
163.0%
B/E move
26.9%
Puts
Pseudo strike
6.11
IV
252.6%
B/E move
24.3%

35Δ

Calls
Pseudo strike
8.66
IV
147.5%
B/E move
21.6%
Puts
Pseudo strike
6.48
IV
225.1%
B/E move
19.9%

40Δ

Calls
Pseudo strike
8.24
IV
132.0%
B/E move
16.4%
Puts
Pseudo strike
6.86
IV
197.7%
B/E move
15.5%

45Δ

Calls
Pseudo strike
7.82
IV
116.5%
B/E move
11.2%
Puts
Pseudo strike
7.24
IV
170.3%
B/E move
11.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.63
IV
154.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.07
IV
167.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.50
IV
179.6%
B/E move
6.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.94
IV
192.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.38
IV
204.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.81
IV
216.9%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.71
IV
330.4%
B/E move
4.3%

Options history

IV · four-Friday blend109.36%
Daily close
AP90.0%117.8%145.6%2026-08-18: 141.77%2026-08-25: 97.29%2026-09-24: 99.29%2026-10-05: 98.34%2026-10-16: 97.71%2026-10-19: 97.84%2026-10-20: 93.83%2026-10-21: 100.52%2026-10-22: 98.40%2026-10-23: 108.85%2026-10-26: 99.88%2026-10-27: 105.16%2026-10-28: 127.39%2026-10-29: 109.36%Aug 18Oct 20Oct 29
14 observations2026-08-18 — 2026-10-29
Table
DateIV (%)
141.77%
97.29%
99.29%
98.34%
97.71%
97.84%
93.83%
100.52%
98.40%
108.85%
99.88%
105.16%
127.39%
109.36%