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Astec Industries, Inc. Common Stock ASTE

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Market datapartial · fetched 2026-10-22T04:21:50.306Z

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 · 2026-10-21T20:00:01.336632209Z

FundamentalsAlpha Vantage · unavailable

Share price$39.56
1D+0.2%
AH$39.03$39.18$39.34$39.50$39.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASTE
Sold putSold callAH

Astec Industries, Inc. Common Stock options

Live interpolated ASTE call and put midpoint premiums by absolute delta.Astec Industries, Inc. Common Stock$1.41$2.97$4.54$6.11$7.68$28.24$34.06$39.88$45.69$51.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASTE spot · $39.56ASTE PRICE$1.58$2.08$2.45$2.45$2.49$2.57$2.65$3.00$3.51$4.02$4.52$5.03$5.59$2.45$2.45$2.50$2.66$2.82$2.98$3.28$3.82$4.35$4.88$5.42$5.95$7.22
PutsExpensive2.05×
CallsExpensive2.58×
SkewBullish-5.60 pp
Implied moveBearish±$5.93
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.03125.0%48.2%30.14155.5%30.0%
25Δ55.87138.2%46.5%33.05125.0%22.7%
30Δ53.05139.1%40.3%35.42101.3%16.8%
35Δ47.29109.7%25.7%36.6991.3%14.0%
40Δ44.1591.0%17.9%37.9681.4%11.2%
45Δ42.3979.3%13.6%39.2371.4%8.4%
50Δ40.6367.6%9.4%40.3464.7%6.3%
55Δ39.4263.0%7.2%41.2363.0%5.4%
60Δ38.5262.4%6.3%42.1161.4%4.6%
65Δ37.6361.8%5.3%42.9959.7%3.7%
70Δ36.7361.2%4.3%43.8758.0%2.8%
75Δ35.8360.5%3.3%44.7556.4%1.9%
80Δ34.8959.7%2.3%46.2656.6%1.3%

20Δ

Calls
Pseudo strike
57.03
IV
125.0%
B/E move
48.2%
Puts
Pseudo strike
30.14
IV
155.5%
B/E move
30.0%

25Δ

Calls
Pseudo strike
55.87
IV
138.2%
B/E move
46.5%
Puts
Pseudo strike
33.05
IV
125.0%
B/E move
22.7%

30Δ

Calls
Pseudo strike
53.05
IV
139.1%
B/E move
40.3%
Puts
Pseudo strike
35.42
IV
101.3%
B/E move
16.8%

35Δ

Calls
Pseudo strike
47.29
IV
109.7%
B/E move
25.7%
Puts
Pseudo strike
36.69
IV
91.3%
B/E move
14.0%

40Δ

Calls
Pseudo strike
44.15
IV
91.0%
B/E move
17.9%
Puts
Pseudo strike
37.96
IV
81.4%
B/E move
11.2%

45Δ

Calls
Pseudo strike
42.39
IV
79.3%
B/E move
13.6%
Puts
Pseudo strike
39.23
IV
71.4%
B/E move
8.4%

50Δ

Calls
Pseudo strike
40.63
IV
67.6%
B/E move
9.4%
Puts
Pseudo strike
40.34
IV
64.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
39.42
IV
63.0%
B/E move
7.2%
Puts
Pseudo strike
41.23
IV
63.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
38.52
IV
62.4%
B/E move
6.3%
Puts
Pseudo strike
42.11
IV
61.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
37.63
IV
61.8%
B/E move
5.3%
Puts
Pseudo strike
42.99
IV
59.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
36.73
IV
61.2%
B/E move
4.3%
Puts
Pseudo strike
43.87
IV
58.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
35.83
IV
60.5%
B/E move
3.3%
Puts
Pseudo strike
44.75
IV
56.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
34.89
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
46.26
IV
56.6%
B/E move
1.3%

Options history

No recorded observations