IntraAlpha
Create free account Start free

AEVEX Corp. AVEX

i

Market dataready · fetched 2026-11-11T15:39:30.645Z

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 · 2026-11-11T15:39:17.063773213Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T15:39:30.154681+00:00

Share price$11.98
1D-1.3%
$11.60$11.76$11.92$12.08$12.235:30 AM6:30 AM9:00 AM1:00 PMAVEX
Sold putSold call

AEVEX Corp. options

Live interpolated AVEX call and put midpoint premiums by absolute delta.AEVEX Corp.$0.14$1.13$2.11$3.10$4.09$8.38$10.11$11.85$13.59$15.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVEX spot · $11.98AVEX PRICE$0.25$0.32$0.41$0.50$0.59$0.68$0.80$0.92$1.04$1.16$1.28$1.41$1.54$0.38$0.43$0.50$0.68$0.85$1.03$1.21$1.41$1.67$1.93$2.19$3.58$3.80
PutsFair1.05×
CallsCheap0.81×
SkewBearish+26.49 pp
Implied moveBearish±$2.01
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.46123.9%22.7%10.02157.1%19.5%
25Δ14.00127.4%19.6%10.55138.9%15.6%
30Δ13.62125.2%17.2%11.04123.4%12.0%
35Δ13.24122.9%14.7%11.35126.4%10.9%
40Δ12.87120.6%12.3%11.67129.4%9.7%
45Δ12.49118.4%9.9%11.98132.5%8.6%
50Δ12.22115.9%8.7%12.29135.5%7.5%
55Δ11.95113.5%7.5%12.62137.3%6.4%
60Δ11.69111.1%6.2%13.00136.5%5.5%
65Δ11.42108.7%5.0%13.37135.8%4.5%
70Δ11.15106.3%3.8%13.74135.1%3.6%
75Δ10.91100.9%2.8%15.12178.7%3.6%
80Δ10.7191.8%2.2%15.47164.3%2.6%

20Δ

Calls
Pseudo strike
14.46
IV
123.9%
B/E move
22.7%
Puts
Pseudo strike
10.02
IV
157.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
14.00
IV
127.4%
B/E move
19.6%
Puts
Pseudo strike
10.55
IV
138.9%
B/E move
15.6%

30Δ

Calls
Pseudo strike
13.62
IV
125.2%
B/E move
17.2%
Puts
Pseudo strike
11.04
IV
123.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
13.24
IV
122.9%
B/E move
14.7%
Puts
Pseudo strike
11.35
IV
126.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
12.87
IV
120.6%
B/E move
12.3%
Puts
Pseudo strike
11.67
IV
129.4%
B/E move
9.7%

45Δ

Calls
Pseudo strike
12.49
IV
118.4%
B/E move
9.9%
Puts
Pseudo strike
11.98
IV
132.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
12.22
IV
115.9%
B/E move
8.7%
Puts
Pseudo strike
12.29
IV
135.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
11.95
IV
113.5%
B/E move
7.5%
Puts
Pseudo strike
12.62
IV
137.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.69
IV
111.1%
B/E move
6.2%
Puts
Pseudo strike
13.00
IV
136.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
11.42
IV
108.7%
B/E move
5.0%
Puts
Pseudo strike
13.37
IV
135.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
11.15
IV
106.3%
B/E move
3.8%
Puts
Pseudo strike
13.74
IV
135.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
10.91
IV
100.9%
B/E move
2.8%
Puts
Pseudo strike
15.12
IV
178.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
10.71
IV
91.8%
B/E move
2.2%
Puts
Pseudo strike
15.47
IV
164.3%
B/E move
2.6%

Options history

IV · four-Friday blend83.33%
Daily EOD
AVEX77.7%82.5%87.3%2026-10-19: 80.34%2026-10-20: 79.30%2026-10-21: 78.41%2026-10-22: 82.34%2026-10-23: 81.06%2026-10-26: 78.44%2026-10-27: 81.91%2026-10-28: 84.41%2026-10-29: 86.63%2026-10-30: 83.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.34%
79.30%
78.41%
82.34%
81.06%
78.44%
81.91%
84.41%
86.63%
83.33%