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Ampco-Pittsburgh Corporation AP

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-23T06:39:45.889Z

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 · 2026-10-22T23:00:00.00327387Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:39:45.521520+00:00

Share price$7.81
1D-3.0%
AH$7.39$7.57$7.76$7.94$8.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAP
Sold putSold callAH

Ampco-Pittsburgh Corporation options

Live interpolated AP call and put midpoint premiums by absolute delta.Ampco-Pittsburgh Corporation$0.27$0.92$1.58$2.24$2.90$4.53$6.12$7.72$9.31$10.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AP spot · $7.81AP PRICE$0.38$0.34$0.37$0.44$0.50$0.56$0.62$0.68$0.74$1.04$1.60$2.15$2.71$0.54$0.59$0.65$0.71$0.82$1.04$1.26$1.48$1.70$1.92$2.14$2.36
PutsExpensive1.64×
CallsExpensive1.47×
SkewBearish+8.59 pp
Implied moveBearish±$1.88
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.50195.4%90.4%5.56189.8%35.7%
25Δ10.65124.3%40.7%6.09167.5%29.7%
30Δ9.73105.2%29.3%6.62145.2%23.7%
35Δ9.3999.8%25.8%7.14122.9%17.7%
40Δ9.0494.5%22.2%7.60107.5%13.1%
45Δ8.7089.2%18.6%7.93106.7%11.7%
50Δ8.3683.8%15.0%8.26106.0%10.4%
55Δ8.0278.5%11.4%8.59105.2%9.0%
60Δ7.6873.2%7.8%8.92104.4%7.6%
65Δ7.2385.7%6.0%9.24103.7%6.2%
70Δ6.68116.9%6.1%9.57102.9%4.8%
75Δ6.14148.2%6.1%9.90102.2%3.4%
80Δ5.59179.5%6.2%

20Δ

Calls
Pseudo strike
14.50
IV
195.4%
B/E move
90.4%
Puts
Pseudo strike
5.56
IV
189.8%
B/E move
35.7%

25Δ

Calls
Pseudo strike
10.65
IV
124.3%
B/E move
40.7%
Puts
Pseudo strike
6.09
IV
167.5%
B/E move
29.7%

30Δ

Calls
Pseudo strike
9.73
IV
105.2%
B/E move
29.3%
Puts
Pseudo strike
6.62
IV
145.2%
B/E move
23.7%

35Δ

Calls
Pseudo strike
9.39
IV
99.8%
B/E move
25.8%
Puts
Pseudo strike
7.14
IV
122.9%
B/E move
17.7%

40Δ

Calls
Pseudo strike
9.04
IV
94.5%
B/E move
22.2%
Puts
Pseudo strike
7.60
IV
107.5%
B/E move
13.1%

45Δ

Calls
Pseudo strike
8.70
IV
89.2%
B/E move
18.6%
Puts
Pseudo strike
7.93
IV
106.7%
B/E move
11.7%

50Δ

Calls
Pseudo strike
8.36
IV
83.8%
B/E move
15.0%
Puts
Pseudo strike
8.26
IV
106.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.02
IV
78.5%
B/E move
11.4%
Puts
Pseudo strike
8.59
IV
105.2%
B/E move
9.0%

60Δ

Calls
Pseudo strike
7.68
IV
73.2%
B/E move
7.8%
Puts
Pseudo strike
8.92
IV
104.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
7.23
IV
85.7%
B/E move
6.0%
Puts
Pseudo strike
9.24
IV
103.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
6.68
IV
116.9%
B/E move
6.1%
Puts
Pseudo strike
9.57
IV
102.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.14
IV
148.2%
B/E move
6.1%
Puts
Pseudo strike
9.90
IV
102.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
5.59
IV
179.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

AP93.2997.04100.792026-10-20: 93.81%2026-10-21: 100.27%Oct 20Oct 21
Table
DateIV
93.81%
100.27%