IntraAlpha
Create free account Start free

AdvanSix Inc. ASIX

i

Market dataready · fetched 2026-11-12T14:55:40.161Z

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 · 2026-11-12T14:53:46.432380431Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:55:39.715330+00:00

Share price$15.50
1D-0.5%
$15.48$15.53$15.58$15.63$15.685:30 AM6:30 AM9:00 AM1:00 PMASIX
Sold putSold call

AdvanSix Inc. options

Live interpolated ASIX call and put midpoint premiums by absolute delta.AdvanSix Inc.$0.35$0.75$1.14$1.53$1.93$13.53$14.44$15.35$16.26$17.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ASIX spot · $15.50ASIX PRICE$0.39$0.41$0.43$0.45$0.46$0.48$0.50$0.52$0.53$0.55$0.57$0.59$0.48$0.61$0.74$0.88$1.01$1.14$1.28$1.41$1.55$1.68$1.81
Puts——
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.14234.4%58.3%12.79162.1%20.6%
25Δ23.36216.9%53.4%13.16155.6%19.0%
30Δ22.58199.4%48.4%13.54149.2%17.5%
35Δ21.80181.9%43.5%13.92142.8%15.9%
40Δ21.02164.3%38.6%14.29136.3%14.3%
45Δ20.24146.8%33.7%14.67129.9%12.8%
50Δ19.46129.3%28.8%15.04123.4%11.2%
55Δ18.68111.8%23.8%15.42117.0%9.6%
60Δ17.9094.3%18.9%15.80110.6%8.1%
65Δ17.1276.8%14.0%16.17104.1%6.5%
70Δ16.3459.3%9.1%16.5597.7%4.9%
75Δ15.5641.7%4.2%
80Δ

20Δ

Calls
Pseudo strike
24.14
IV
234.4%
B/E move
58.3%
Puts
Pseudo strike
12.79
IV
162.1%
B/E move
20.6%

25Δ

Calls
Pseudo strike
23.36
IV
216.9%
B/E move
53.4%
Puts
Pseudo strike
13.16
IV
155.6%
B/E move
19.0%

30Δ

Calls
Pseudo strike
22.58
IV
199.4%
B/E move
48.4%
Puts
Pseudo strike
13.54
IV
149.2%
B/E move
17.5%

35Δ

Calls
Pseudo strike
21.80
IV
181.9%
B/E move
43.5%
Puts
Pseudo strike
13.92
IV
142.8%
B/E move
15.9%

40Δ

Calls
Pseudo strike
21.02
IV
164.3%
B/E move
38.6%
Puts
Pseudo strike
14.29
IV
136.3%
B/E move
14.3%

45Δ

Calls
Pseudo strike
20.24
IV
146.8%
B/E move
33.7%
Puts
Pseudo strike
14.67
IV
129.9%
B/E move
12.8%

50Δ

Calls
Pseudo strike
19.46
IV
129.3%
B/E move
28.8%
Puts
Pseudo strike
15.04
IV
123.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
18.68
IV
111.8%
B/E move
23.8%
Puts
Pseudo strike
15.42
IV
117.0%
B/E move
9.6%

60Δ

Calls
Pseudo strike
17.90
IV
94.3%
B/E move
18.9%
Puts
Pseudo strike
15.80
IV
110.6%
B/E move
8.1%

65Δ

Calls
Pseudo strike
17.12
IV
76.8%
B/E move
14.0%
Puts
Pseudo strike
16.17
IV
104.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
16.34
IV
59.3%
B/E move
9.1%
Puts
Pseudo strike
16.55
IV
97.7%
B/E move
4.9%

75Δ

Calls
Pseudo strike
15.56
IV
41.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend57.48%
Daily EOD
ASIX51.2%61.1%71.0%2026-10-19: 52.54%2026-10-20: 55.34%2026-10-21: 61.05%2026-10-22: 59.10%2026-10-23: 62.92%2026-10-26: 62.76%2026-10-27: 59.82%2026-10-28: 69.64%2026-10-29: 62.33%2026-10-30: 57.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.54%
55.34%
61.05%
59.10%
62.92%
62.76%
59.82%
69.64%
62.33%
57.48%