IntraAlpha
Create free account Start free

Aviat Networks, Inc. Common Stock AVNW

i

Market dataready · fetched 2026-11-12T02:43:36.550Z

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 · 2026-11-11T21:00:03.515873194Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T02:43:36.209465+00:00

Share price$16.44
1D+0.2%
AH$15.62$15.98$16.35$16.72$17.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVNW
Sold putSold callAH

Aviat Networks, Inc. Common Stock options

Live interpolated AVNW call and put midpoint premiums by absolute delta.Aviat Networks, Inc. Common Stock$0.46$1.31$2.16$3.01$3.86$11.10$13.73$16.36$18.99$21.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVNW spot · $16.44AVNW PRICE$0.95$1.03$1.05$1.08$1.12$1.25$1.37$1.50$1.63$1.75$1.91$3.02$0.55$0.66$0.76$0.87$0.97$1.08$1.18$1.28$1.50$2.55$3.61
Puts——
Calls——
Skew——
Implied moveBullish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.56308.2%61.3%
30Δ22.24261.5%41.5%15.22104.5%10.8%
35Δ20.56221.8%31.5%15.51100.1%9.7%
40Δ18.88182.2%21.4%15.8095.7%8.5%
45Δ17.43148.3%12.8%16.0991.2%7.4%
50Δ17.02140.2%11.1%16.3886.8%6.3%
55Δ16.61132.0%9.4%16.6782.4%5.2%
60Δ16.21123.9%7.7%16.9678.0%4.0%
65Δ15.80115.8%6.0%17.2473.6%2.9%
70Δ15.39107.7%4.3%17.6272.5%1.9%
75Δ14.96101.1%2.6%18.6996.7%1.8%
80Δ13.84141.6%2.6%19.76121.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
25.56
IV
308.2%
B/E move
61.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
22.24
IV
261.5%
B/E move
41.5%
Puts
Pseudo strike
15.22
IV
104.5%
B/E move
10.8%

35Δ

Calls
Pseudo strike
20.56
IV
221.8%
B/E move
31.5%
Puts
Pseudo strike
15.51
IV
100.1%
B/E move
9.7%

40Δ

Calls
Pseudo strike
18.88
IV
182.2%
B/E move
21.4%
Puts
Pseudo strike
15.80
IV
95.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
17.43
IV
148.3%
B/E move
12.8%
Puts
Pseudo strike
16.09
IV
91.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
17.02
IV
140.2%
B/E move
11.1%
Puts
Pseudo strike
16.38
IV
86.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
16.61
IV
132.0%
B/E move
9.4%
Puts
Pseudo strike
16.67
IV
82.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
16.21
IV
123.9%
B/E move
7.7%
Puts
Pseudo strike
16.96
IV
78.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
15.80
IV
115.8%
B/E move
6.0%
Puts
Pseudo strike
17.24
IV
73.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
15.39
IV
107.7%
B/E move
4.3%
Puts
Pseudo strike
17.62
IV
72.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.96
IV
101.1%
B/E move
2.6%
Puts
Pseudo strike
18.69
IV
96.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
13.84
IV
141.6%
B/E move
2.6%
Puts
Pseudo strike
19.76
IV
121.0%
B/E move
1.8%

Options history

IV · four-Friday blend75.00%
Daily close
AVNW52.6%84.2%115.8%2026-08-13: 72.98%2026-08-14: 74.31%2026-08-17: 77.52%2026-08-18: 87.57%2026-08-21: 74.44%2026-08-24: 73.49%2026-08-25: 73.95%2026-08-26: 77.78%2026-08-27: 63.93%2026-08-28: 63.47%2026-08-31: 58.98%2026-09-03: 70.04%2026-09-04: 61.73%2026-09-08: 62.98%2026-09-09: 78.26%2026-09-10: 65.35%2026-09-14: 67.51%2026-09-15: 73.35%2026-09-16: 84.47%2026-09-17: 111.42%2026-09-18: 56.95%2026-09-21: 61.43%2026-09-23: 63.16%2026-09-24: 60.19%2026-09-25: 61.48%2026-09-28: 62.62%2026-09-29: 66.92%2026-09-30: 62.86%2026-10-01: 66.21%2026-10-07: 69.49%2026-10-08: 71.41%2026-10-09: 73.17%2026-10-13: 75.95%2026-10-16: 65.19%2026-10-19: 72.51%2026-10-20: 71.29%2026-10-21: 71.02%2026-10-22: 72.63%2026-10-23: 73.52%2026-10-26: 74.67%2026-10-27: 73.13%2026-10-28: 72.92%2026-10-29: 77.68%2026-10-30: 75.00%Aug 13Sep 21Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
72.98%
74.31%
77.52%
87.57%
74.44%
73.49%
73.95%
77.78%
63.93%
63.47%
58.98%
70.04%
61.73%
62.98%
78.26%
65.35%
67.51%
73.35%
84.47%
111.42%
56.95%
61.43%
63.16%
60.19%
61.48%
62.62%
66.92%
62.86%
66.21%
69.49%
71.41%
73.17%
75.95%
65.19%
72.51%
71.29%
71.02%
72.63%
73.52%
74.67%
73.13%
72.92%
77.68%
75.00%