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AEVEX Corp. AVEX

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Market datapartial · fetched 2026-10-22T06:51:24.898Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:59:43.635681576Z

FundamentalsAlpha Vantage · unavailable

Share price$10.23
1D-17.6%
AH$9.19$9.95$10.72$11.48$12.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVEX
Sold putSold callAH

AEVEX Corp. options

Live interpolated AVEX call and put midpoint premiums by absolute delta.AEVEX Corp.$0.00$2.48$4.97$7.45$9.93$5.34$8.58$11.82$15.07$18.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVEX spot · $10.23AVEX PRICE$0.22$0.29$0.37$0.44$0.51$0.59$0.66$0.73$0.40$0.53$0.65$0.78$0.90$1.32$1.81$2.29$2.77$3.49$4.52$7.22$9.21
PutsFair0.98×
CallsCheap0.64×
SkewBearish+54.29 pp
Implied moveBearish±$2.47
TiltBearish80.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6276.3%25.5%8.3692.4%22.2%
25Δ12.2173.1%22.2%8.7592.5%19.6%
30Δ11.8970.9%19.8%9.1492.6%17.0%
35Δ11.5768.8%17.4%9.5492.7%14.4%
40Δ11.2566.6%14.9%9.9392.7%11.8%
45Δ10.9364.5%12.5%10.47100.6%10.6%
50Δ10.6162.3%10.1%11.04110.3%9.8%
55Δ10.2960.2%7.7%11.61120.0%8.9%
60Δ12.18129.6%8.1%
65Δ12.99139.1%7.1%
70Δ14.14148.3%6.0%
75Δ16.89184.7%5.5%
80Δ19.01192.3%4.2%

20Δ

Calls
Pseudo strike
12.62
IV
76.3%
B/E move
25.5%
Puts
Pseudo strike
8.36
IV
92.4%
B/E move
22.2%

25Δ

Calls
Pseudo strike
12.21
IV
73.1%
B/E move
22.2%
Puts
Pseudo strike
8.75
IV
92.5%
B/E move
19.6%

30Δ

Calls
Pseudo strike
11.89
IV
70.9%
B/E move
19.8%
Puts
Pseudo strike
9.14
IV
92.6%
B/E move
17.0%

35Δ

Calls
Pseudo strike
11.57
IV
68.8%
B/E move
17.4%
Puts
Pseudo strike
9.54
IV
92.7%
B/E move
14.4%

40Δ

Calls
Pseudo strike
11.25
IV
66.6%
B/E move
14.9%
Puts
Pseudo strike
9.93
IV
92.7%
B/E move
11.8%

45Δ

Calls
Pseudo strike
10.93
IV
64.5%
B/E move
12.5%
Puts
Pseudo strike
10.47
IV
100.6%
B/E move
10.6%

50Δ

Calls
Pseudo strike
10.61
IV
62.3%
B/E move
10.1%
Puts
Pseudo strike
11.04
IV
110.3%
B/E move
9.8%

55Δ

Calls
Pseudo strike
10.29
IV
60.2%
B/E move
7.7%
Puts
Pseudo strike
11.61
IV
120.0%
B/E move
8.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.18
IV
129.6%
B/E move
8.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.99
IV
139.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.14
IV
148.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.89
IV
184.7%
B/E move
5.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.01
IV
192.3%
B/E move
4.2%

Options history

No recorded observations