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AeroVironment Inc AVAV

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:02:39.360Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:05.802988882Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:02:38.780146+00:00

Share price$123.22
1D+4.0%
AH$117$119$120$122$1245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVAV
Sold putSold callAH

AeroVironment Inc options

Live interpolated AVAV call and put midpoint premiums by absolute delta.AeroVironment Inc$0.13$3.92$7.71$11.50$15.29$115.00$119.34$123.68$128.03$132.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $123.22OPTION PRICELive AVAV spot · $123.22AVAV PRICE$0.54$0.67$0.85$1.05$1.25$1.43$1.57$2.45$4.48$3.24$2.94$5.86$8.28$0.55$0.85$0.98$1.22$1.53$2.22$2.52$2.41$3.68$5.25$4.32$7.19$14.20
PutsExpensive1.20×
CallsCheap0.74×
SkewBearish+16.21 pp
Implied moveBearish±$4.09
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.6777.6%4.1%119.2175.6%3.7%
25Δ126.4370.2%3.1%119.5786.8%3.7%
30Δ125.7470.5%2.7%120.6578.7%2.9%
35Δ125.0870.4%2.4%121.4277.5%2.4%
40Δ124.4769.1%2.0%122.0580.5%2.2%
45Δ123.8767.0%1.7%122.6896.6%2.2%
50Δ123.3362.4%1.4%123.3295.9%2.0%
55Δ122.5180.3%1.4%123.9678.3%1.4%
60Δ121.26133.3%2.0%125.10101.6%1.5%
65Δ121.5389.2%1.3%126.68124.1%1.5%
70Δ121.0864.4%0.6%126.3992.3%0.9%
75Δ118.44112.1%0.9%129.36122.3%0.9%
80Δ116.02143.1%0.9%136.00210.2%1.2%

20Δ

Calls
Pseudo strike
127.67
IV
77.6%
B/E move
4.1%
Puts
Pseudo strike
119.21
IV
75.6%
B/E move
3.7%

25Δ

Calls
Pseudo strike
126.43
IV
70.2%
B/E move
3.1%
Puts
Pseudo strike
119.57
IV
86.8%
B/E move
3.7%

30Δ

Calls
Pseudo strike
125.74
IV
70.5%
B/E move
2.7%
Puts
Pseudo strike
120.65
IV
78.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
125.08
IV
70.4%
B/E move
2.4%
Puts
Pseudo strike
121.42
IV
77.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
124.47
IV
69.1%
B/E move
2.0%
Puts
Pseudo strike
122.05
IV
80.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
123.87
IV
67.0%
B/E move
1.7%
Puts
Pseudo strike
122.68
IV
96.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
123.33
IV
62.4%
B/E move
1.4%
Puts
Pseudo strike
123.32
IV
95.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
122.51
IV
80.3%
B/E move
1.4%
Puts
Pseudo strike
123.96
IV
78.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
121.26
IV
133.3%
B/E move
2.0%
Puts
Pseudo strike
125.10
IV
101.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
121.53
IV
89.2%
B/E move
1.3%
Puts
Pseudo strike
126.68
IV
124.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
121.08
IV
64.4%
B/E move
0.6%
Puts
Pseudo strike
126.39
IV
92.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
118.44
IV
112.1%
B/E move
0.9%
Puts
Pseudo strike
129.36
IV
122.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
116.02
IV
143.1%
B/E move
0.9%
Puts
Pseudo strike
136.00
IV
210.2%
B/E move
1.2%