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AeroVironment Inc AVAV

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T00:14:45.131Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:32.645610414Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:14:40.144621+00:00

Share price$122.50
1D+3.5%
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$1.80$8.28$14.76$21.24$27.73$88.73$110.48$132.23$153.98$175.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVAV spot · $122.50AVAV PRICE$2.50$3.29$4.02$4.94$5.92$7.15$8.53$10.04$11.37$12.10$13.51$16.44$20.21$2.64$3.47$4.58$5.78$7.03$8.39$9.77$11.70$13.83$16.40$19.12$23.00$25.86
PutsCheap0.87×
CallsCheap0.93×
SkewBullish-3.16 pp
Implied moveBearish±$18.30
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.4263.4%23.2%107.4456.6%14.5%
25Δ143.4763.1%19.8%111.1854.5%12.1%
30Δ138.3160.2%16.2%113.8756.2%10.8%
35Δ134.6860.2%14.0%116.6157.1%9.5%
40Δ131.3159.7%12.0%119.4157.4%8.3%
45Δ128.2460.6%10.5%122.1857.1%7.1%
50Δ125.3562.4%9.3%124.9456.7%6.0%
55Δ122.3263.2%8.0%127.9257.4%5.1%
60Δ119.3862.5%6.7%131.0558.3%4.3%
65Δ116.7857.5%5.2%134.5359.6%3.6%
70Δ113.8755.4%4.0%138.1759.7%2.8%
75Δ110.2659.7%3.4%142.8461.5%2.2%
80Δ105.7664.6%2.8%146.4959.6%1.5%

20Δ

Calls
Pseudo strike
148.42
IV
63.4%
B/E move
23.2%
Puts
Pseudo strike
107.44
IV
56.6%
B/E move
14.5%

25Δ

Calls
Pseudo strike
143.47
IV
63.1%
B/E move
19.8%
Puts
Pseudo strike
111.18
IV
54.5%
B/E move
12.1%

30Δ

Calls
Pseudo strike
138.31
IV
60.2%
B/E move
16.2%
Puts
Pseudo strike
113.87
IV
56.2%
B/E move
10.8%

35Δ

Calls
Pseudo strike
134.68
IV
60.2%
B/E move
14.0%
Puts
Pseudo strike
116.61
IV
57.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
131.31
IV
59.7%
B/E move
12.0%
Puts
Pseudo strike
119.41
IV
57.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
128.24
IV
60.6%
B/E move
10.5%
Puts
Pseudo strike
122.18
IV
57.1%
B/E move
7.1%

50Δ

Calls
Pseudo strike
125.35
IV
62.4%
B/E move
9.3%
Puts
Pseudo strike
124.94
IV
56.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
122.32
IV
63.2%
B/E move
8.0%
Puts
Pseudo strike
127.92
IV
57.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
119.38
IV
62.5%
B/E move
6.7%
Puts
Pseudo strike
131.05
IV
58.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
116.78
IV
57.5%
B/E move
5.2%
Puts
Pseudo strike
134.53
IV
59.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
113.87
IV
55.4%
B/E move
4.0%
Puts
Pseudo strike
138.17
IV
59.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
110.26
IV
59.7%
B/E move
3.4%
Puts
Pseudo strike
142.84
IV
61.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
105.76
IV
64.6%
B/E move
2.8%
Puts
Pseudo strike
146.49
IV
59.6%
B/E move
1.5%