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Avnet, Inc. Common Stock AVT

i

Market dataready · fetched 2026-11-11T05:54:31.473Z

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 · 2026-11-11T00:12:19.5368556Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-11T05:54:31.109854+00:00

Share price$85.04
1D+1.3%
AH$83.33$84.26$85.19$86.11$87.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVT
Sold putSold callAH

Avnet, Inc. Common Stock options

Live interpolated AVT call and put midpoint premiums by absolute delta.Avnet, Inc. Common Stock$0.66$3.23$5.79$8.36$10.92$71.71$78.20$84.68$91.17$97.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVT spot · $85.04AVT PRICE$0.94$1.25$1.57$1.95$2.35$2.75$3.15$3.68$4.35$5.02$5.69$6.36$7.59$1.06$1.38$1.80$2.23$2.66$3.09$3.64$4.31$4.99$5.66$6.33$8.24$10.18
PutsCheap0.82×
CallsCheap0.86×
SkewBearish+1.72 pp
Implied moveBearish±$6.79
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.0561.6%10.5%78.2864.7%9.2%
25Δ91.6563.0%9.3%79.8065.5%7.8%
30Δ90.2664.4%8.0%81.0065.1%6.9%
35Δ89.0664.1%7.0%82.1464.5%6.0%
40Δ87.9063.5%6.1%83.2964.0%5.2%
45Δ86.7462.8%5.2%84.4463.4%4.3%
50Δ85.5862.1%4.3%85.5663.0%3.7%
55Δ84.4661.9%3.6%86.6662.6%3.2%
60Δ83.3662.0%3.1%87.7662.2%2.7%
65Δ82.2662.1%2.6%88.8661.9%2.2%
70Δ81.1662.2%2.1%89.9661.5%1.7%
75Δ80.0662.3%1.6%92.1266.4%1.4%
80Δ78.5362.0%1.3%94.3171.5%1.1%

20Δ

Calls
Pseudo strike
93.05
IV
61.6%
B/E move
10.5%
Puts
Pseudo strike
78.28
IV
64.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
91.65
IV
63.0%
B/E move
9.3%
Puts
Pseudo strike
79.80
IV
65.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
90.26
IV
64.4%
B/E move
8.0%
Puts
Pseudo strike
81.00
IV
65.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
89.06
IV
64.1%
B/E move
7.0%
Puts
Pseudo strike
82.14
IV
64.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
87.90
IV
63.5%
B/E move
6.1%
Puts
Pseudo strike
83.29
IV
64.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
86.74
IV
62.8%
B/E move
5.2%
Puts
Pseudo strike
84.44
IV
63.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
85.58
IV
62.1%
B/E move
4.3%
Puts
Pseudo strike
85.56
IV
63.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
84.46
IV
61.9%
B/E move
3.6%
Puts
Pseudo strike
86.66
IV
62.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
83.36
IV
62.0%
B/E move
3.1%
Puts
Pseudo strike
87.76
IV
62.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
82.26
IV
62.1%
B/E move
2.6%
Puts
Pseudo strike
88.86
IV
61.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
81.16
IV
62.2%
B/E move
2.1%
Puts
Pseudo strike
89.96
IV
61.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
80.06
IV
62.3%
B/E move
1.6%
Puts
Pseudo strike
92.12
IV
66.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
78.53
IV
62.0%
B/E move
1.3%
Puts
Pseudo strike
94.31
IV
71.5%
B/E move
1.1%

Options history

IV · four-Friday blend52.14%
Daily close
AVT39.7%46.5%53.4%2026-08-13: 45.54%2026-08-14: 43.04%2026-08-17: 44.41%2026-08-18: 44.72%2026-08-21: 42.12%2026-08-24: 41.26%2026-08-25: 41.61%2026-08-26: 42.76%2026-08-27: 40.75%2026-08-28: 41.47%2026-08-31: 40.61%2026-09-01: 41.03%2026-09-02: 41.90%2026-09-03: 42.14%2026-09-04: 40.74%2026-09-08: 43.90%2026-09-09: 43.75%2026-09-10: 42.54%2026-09-11: 43.75%2026-09-15: 45.79%2026-09-18: 43.60%2026-09-21: 43.62%2026-09-22: 43.52%2026-09-23: 44.68%2026-09-24: 45.96%2026-09-25: 44.96%2026-09-28: 46.01%2026-09-29: 44.41%2026-09-30: 46.10%2026-10-01: 43.84%2026-10-02: 44.26%2026-10-05: 44.78%2026-10-06: 45.15%2026-10-07: 47.45%2026-10-08: 46.49%2026-10-09: 45.53%2026-10-14: 50.75%2026-10-16: 47.98%2026-10-19: 48.18%2026-10-20: 47.79%2026-10-21: 49.32%2026-10-22: 49.44%2026-10-23: 51.54%2026-10-26: 51.39%2026-10-27: 51.51%2026-10-28: 50.75%2026-10-29: 52.44%2026-10-30: 52.14%Aug 13Sep 23Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.54%
43.04%
44.41%
44.72%
42.12%
41.26%
41.61%
42.76%
40.75%
41.47%
40.61%
41.03%
41.90%
42.14%
40.74%
43.90%
43.75%
42.54%
43.75%
45.79%
43.60%
43.62%
43.52%
44.68%
45.96%
44.96%
46.01%
44.41%
46.10%
43.84%
44.26%
44.78%
45.15%
47.45%
46.49%
45.53%
50.75%
47.98%
48.18%
47.79%
49.32%
49.44%
51.54%
51.39%
51.51%
50.75%
52.44%
52.14%