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Astec Industries, Inc. Common Stock ASTE

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-11T14:02:37.772Z

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 · 2026-11-11T12:00:03.13304448Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:37.382042+00:00

Share price$37.25
1D
Price history unavailable.

Astec Industries, Inc. Common Stock options

Live interpolated ASTE call and put midpoint premiums by absolute delta.Astec Industries, Inc. Common Stock$0.76$2.41$4.05$5.70$7.35$32.33$35.03$37.73$40.42$43.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASTE spot · $37.25ASTE PRICE$0.94$1.15$1.36$1.57$1.78$1.99$2.19$2.40$2.61$2.45$1.73$2.04$2.35$2.66$2.97$3.28$3.58$4.40$5.63$6.87
Puts——
Calls——
Skew——
Implied moveBearish±$4.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.84298.0%31.9%
25Δ
30Δ
35Δ38.7653.5%6.6%35.31111.1%9.9%
40Δ38.3253.8%6.0%36.03107.3%8.7%
45Δ37.8854.1%5.3%36.76103.6%7.6%
50Δ37.4454.4%4.7%37.4999.8%6.5%
55Δ37.0054.8%4.1%38.2196.0%5.4%
60Δ36.5655.1%3.5%38.9492.3%4.3%
65Δ36.1255.4%2.8%39.6788.5%3.1%
70Δ35.6855.7%2.2%40.7689.7%2.4%
75Δ35.2456.0%1.6%42.1695.2%2.0%
80Δ43.56100.6%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.84
IV
298.0%
B/E move
31.9%

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
38.76
IV
53.5%
B/E move
6.6%
Puts
Pseudo strike
35.31
IV
111.1%
B/E move
9.9%

40Δ

Calls
Pseudo strike
38.32
IV
53.8%
B/E move
6.0%
Puts
Pseudo strike
36.03
IV
107.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
37.88
IV
54.1%
B/E move
5.3%
Puts
Pseudo strike
36.76
IV
103.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
37.44
IV
54.4%
B/E move
4.7%
Puts
Pseudo strike
37.49
IV
99.8%
B/E move
6.5%

55Δ

Calls
Pseudo strike
37.00
IV
54.8%
B/E move
4.1%
Puts
Pseudo strike
38.21
IV
96.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
36.56
IV
55.1%
B/E move
3.5%
Puts
Pseudo strike
38.94
IV
92.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
36.12
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
39.67
IV
88.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
35.68
IV
55.7%
B/E move
2.2%
Puts
Pseudo strike
40.76
IV
89.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
35.24
IV
56.0%
B/E move
1.6%
Puts
Pseudo strike
42.16
IV
95.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.56
IV
100.6%
B/E move
1.5%

Options history

IV · four-Friday blend56.81%
Daily EOD
ASTE50.6%53.9%57.3%2026-10-19: 51.64%2026-10-20: 51.26%2026-10-21: 51.65%2026-10-22: 51.09%2026-10-23: 53.51%2026-10-26: 55.77%2026-10-27: 53.88%2026-10-28: 55.05%2026-10-29: 55.57%2026-10-30: 56.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.64%
51.26%
51.65%
51.09%
53.51%
55.77%
53.88%
55.05%
55.57%
56.81%