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AerSale Corporation Common Stock ASLE

i

Market dataready · fetched 2026-11-12T14:55:22.263Z

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 · 2026-11-12T14:42:14.593465215Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:55:21.752453+00:00

Share price$5.26
1D-1.3%
$5.26$5.28$5.30$5.32$5.345:30 AM6:30 AM9:00 AM1:00 PMASLE
Sold putSold call

AerSale Corporation Common Stock options

Live interpolated ASLE call and put midpoint premiums by absolute delta.AerSale Corporation Common Stock$0.12$0.54$0.96$1.39$1.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEASLE PRICE$0.16$0.20$0.23$0.27$0.30$0.34$0.37$0.40$0.44$0.76$1.22$1.69$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.42448.9%42.2%
25Δ6.90160.1%34.3%3.89363.8%33.3%
30Δ6.68152.7%30.6%4.36278.7%24.3%
35Δ6.45145.3%26.9%4.83193.6%15.4%
40Δ6.22137.9%23.2%
45Δ5.99130.5%19.6%
50Δ5.76123.1%15.9%
55Δ5.53115.7%12.2%
60Δ5.30108.3%8.5%
65Δ5.07100.9%4.8%
70Δ4.68140.2%3.4%
75Δ4.21201.9%3.3%
80Δ3.74263.7%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
448.9%
B/E move
42.2%

25Δ

Calls
Pseudo strike
6.90
IV
160.1%
B/E move
34.3%
Puts
Pseudo strike
3.89
IV
363.8%
B/E move
33.3%

30Δ

Calls
Pseudo strike
6.68
IV
152.7%
B/E move
30.6%
Puts
Pseudo strike
4.36
IV
278.7%
B/E move
24.3%

35Δ

Calls
Pseudo strike
6.45
IV
145.3%
B/E move
26.9%
Puts
Pseudo strike
4.83
IV
193.6%
B/E move
15.4%

40Δ

Calls
Pseudo strike
6.22
IV
137.9%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.99
IV
130.5%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.76
IV
123.1%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.53
IV
115.7%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.30
IV
108.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.07
IV
100.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.68
IV
140.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.21
IV
201.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.74
IV
263.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.12%
Daily EOD
ASLE73.2%79.9%86.6%2026-10-23: 85.66%2026-10-27: 74.12%Oct 23Oct 27
2 observations2026-10-23 — 2026-10-27
Table
DateIV (%)
85.66%
74.12%