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AeroVironment Inc AVAV

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:33:25.399Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:54.375069532Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:23.661201+00:00

Share price$123.39
1D+4.1%
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$0.27$2.81$5.35$7.88$10.42$115.32$119.62$123.92$128.22$132.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $123.39OPTION PRICELive AVAV spot · $123.39AVAV PRICE$0.55$0.65$0.83$1.02$1.21$1.40$1.52$1.65$3.97$4.08$2.72$4.83$7.39$0.55$0.86$1.00$1.26$1.66$2.36$2.49$2.73$4.12$5.44$3.79$9.69$8.07
PutsExpensive1.17×
CallsCheap0.69×
SkewBearish+20.03 pp
Implied moveBearish±$4.01
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.9179.0%4.1%119.3676.1%3.7%
25Δ126.5068.5%3.1%119.6888.7%3.7%
30Δ125.8368.3%2.6%120.8080.0%2.9%
35Δ125.1967.9%2.3%121.5380.4%2.5%
40Δ124.5966.7%2.0%122.1786.4%2.3%
45Δ124.0065.1%1.6%122.80102.7%2.4%
50Δ123.5060.6%1.3%123.4894.8%1.9%
55Δ123.0056.0%1.0%124.2987.5%1.5%
60Δ121.57116.0%1.7%125.54112.1%1.6%
65Δ121.26112.5%1.6%126.94129.6%1.5%
70Δ121.7067.0%0.8%126.2778.5%0.7%
75Δ119.4792.8%0.7%131.63165.0%1.2%
80Δ116.91124.4%0.7%130.62123.4%0.7%

20Δ

Calls
Pseudo strike
127.91
IV
79.0%
B/E move
4.1%
Puts
Pseudo strike
119.36
IV
76.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
126.50
IV
68.5%
B/E move
3.1%
Puts
Pseudo strike
119.68
IV
88.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
125.83
IV
68.3%
B/E move
2.6%
Puts
Pseudo strike
120.80
IV
80.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
125.19
IV
67.9%
B/E move
2.3%
Puts
Pseudo strike
121.53
IV
80.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
124.59
IV
66.7%
B/E move
2.0%
Puts
Pseudo strike
122.17
IV
86.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
124.00
IV
65.1%
B/E move
1.6%
Puts
Pseudo strike
122.80
IV
102.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
123.50
IV
60.6%
B/E move
1.3%
Puts
Pseudo strike
123.48
IV
94.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
123.00
IV
56.0%
B/E move
1.0%
Puts
Pseudo strike
124.29
IV
87.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
121.57
IV
116.0%
B/E move
1.7%
Puts
Pseudo strike
125.54
IV
112.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
121.26
IV
112.5%
B/E move
1.6%
Puts
Pseudo strike
126.94
IV
129.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
121.70
IV
67.0%
B/E move
0.8%
Puts
Pseudo strike
126.27
IV
78.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
119.47
IV
92.8%
B/E move
0.7%
Puts
Pseudo strike
131.63
IV
165.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
116.91
IV
124.4%
B/E move
0.7%
Puts
Pseudo strike
130.62
IV
123.4%
B/E move
0.7%