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AdvanSix Inc ASIX

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-10-23T06:39:52.608Z

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 · 2026-10-22T23:00:00.003057522Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:39:52.258750+00:00

Share price$15.68
1D+1.7%
AH$15.25$15.36$15.48$15.60$15.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASIX
Sold putSold callAH

AdvanSix Inc options

Live interpolated ASIX call and put midpoint premiums by absolute delta.AdvanSix Inc$0.17$2.05$3.93$5.81$7.69$11.15$13.11$15.06$17.02$18.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASIX spot · $15.68ASIX PRICE$0.38$0.38$0.44$0.54$0.65$0.76$0.87$0.98$1.09$1.20$1.64$2.21$2.78$0.47$0.57$0.67$0.77$1.05$1.38$1.72$2.06$2.40$3.13$4.47$5.81$7.15
PutsExpensive2.00×
CallsExpensive1.39×
SkewBearish+28.06 pp
Implied moveBearish±$2.59
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.8886.0%29.1%13.0487.4%19.8%
25Δ18.2264.7%18.6%13.6481.1%16.7%
30Δ17.3254.9%13.2%14.2474.7%13.5%
35Δ17.0053.9%11.9%14.8468.3%10.3%
40Δ16.6853.0%10.6%15.3469.2%8.8%
45Δ16.3652.0%9.2%15.8172.7%8.0%
50Δ16.0451.1%7.9%16.2876.3%7.2%
55Δ15.7350.1%6.5%16.7579.8%6.3%
60Δ15.4149.2%5.2%17.2283.3%5.5%
65Δ15.0948.2%3.8%18.0789.9%4.7%
70Δ14.5554.6%3.2%19.51101.1%4.1%
75Δ13.9263.8%2.9%20.95112.2%3.4%
80Δ13.3073.0%2.5%22.39123.4%2.8%

20Δ

Calls
Pseudo strike
19.88
IV
86.0%
B/E move
29.1%
Puts
Pseudo strike
13.04
IV
87.4%
B/E move
19.8%

25Δ

Calls
Pseudo strike
18.22
IV
64.7%
B/E move
18.6%
Puts
Pseudo strike
13.64
IV
81.1%
B/E move
16.7%

30Δ

Calls
Pseudo strike
17.32
IV
54.9%
B/E move
13.2%
Puts
Pseudo strike
14.24
IV
74.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
17.00
IV
53.9%
B/E move
11.9%
Puts
Pseudo strike
14.84
IV
68.3%
B/E move
10.3%

40Δ

Calls
Pseudo strike
16.68
IV
53.0%
B/E move
10.6%
Puts
Pseudo strike
15.34
IV
69.2%
B/E move
8.8%

45Δ

Calls
Pseudo strike
16.36
IV
52.0%
B/E move
9.2%
Puts
Pseudo strike
15.81
IV
72.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
16.04
IV
51.1%
B/E move
7.9%
Puts
Pseudo strike
16.28
IV
76.3%
B/E move
7.2%

55Δ

Calls
Pseudo strike
15.73
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
16.75
IV
79.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
15.41
IV
49.2%
B/E move
5.2%
Puts
Pseudo strike
17.22
IV
83.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.09
IV
48.2%
B/E move
3.8%
Puts
Pseudo strike
18.07
IV
89.9%
B/E move
4.7%

70Δ

Calls
Pseudo strike
14.55
IV
54.6%
B/E move
3.2%
Puts
Pseudo strike
19.51
IV
101.1%
B/E move
4.1%

75Δ

Calls
Pseudo strike
13.92
IV
63.8%
B/E move
2.9%
Puts
Pseudo strike
20.95
IV
112.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
13.30
IV
73.0%
B/E move
2.5%
Puts
Pseudo strike
22.39
IV
123.4%
B/E move
2.8%

Options history

ASIX54.8858.2061.512026-10-20: 55.34%2026-10-21: 61.05%Oct 20Oct 21
Table
DateIV
55.34%
61.05%