Share price$171.39
1D+2.0%
Sold putSold callAH
Armstrong World Industries, Inc. AWI
i
Market datapartial · fetched 2026-10-22T21:21:23.591Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.000423703Z
FundamentalsAlpha Vantage · unavailable
Armstrong World Industries, Inc. options
PutsExpensive1.56×
CallsExpensive1.22×
SkewBearish+4.85 pp
Implied moveBearish±$13.80
TiltBearish14.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 185.95 | 31.2% | 9.4% | 157.52 | 39.0% | 9.4% |
| 25Δ | 182.90 | 30.3% | 8.0% | 161.09 | 36.7% | 7.6% |
| 30Δ | 180.59 | 30.6% | 6.9% | 163.90 | 35.3% | 6.4% |
| 35Δ | 178.58 | 31.5% | 6.2% | 166.31 | 35.2% | 5.5% |
| 40Δ | 176.68 | 32.6% | 5.6% | 168.45 | 35.9% | 4.8% |
| 45Δ | 174.76 | 33.5% | 5.0% | 170.63 | 36.4% | 4.2% |
| 50Δ | 172.71 | 33.7% | 4.4% | 172.86 | 36.5% | 3.6% |
| 55Δ | 170.65 | 33.9% | 3.8% | 175.10 | 36.6% | 3.0% |
| 60Δ | 168.67 | 33.2% | 3.2% | 177.52 | 36.8% | 2.5% |
| 65Δ | 166.73 | 32.2% | 2.6% | 179.93 | 36.9% | 2.0% |
| 70Δ | 164.74 | 31.4% | 2.1% | 182.98 | 37.8% | 1.6% |
| 75Δ | 162.30 | 31.9% | 1.7% | 186.28 | 38.8% | 1.2% |
| 80Δ | 159.81 | 32.5% | 1.4% | 190.13 | 39.8% | 0.8% |
20Δ
- Pseudo strike
- 185.95
- IV
- 31.2%
- B/E move
- 9.4%
- Pseudo strike
- 157.52
- IV
- 39.0%
- B/E move
- 9.4%
25Δ
- Pseudo strike
- 182.90
- IV
- 30.3%
- B/E move
- 8.0%
- Pseudo strike
- 161.09
- IV
- 36.7%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 180.59
- IV
- 30.6%
- B/E move
- 6.9%
- Pseudo strike
- 163.90
- IV
- 35.3%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 178.58
- IV
- 31.5%
- B/E move
- 6.2%
- Pseudo strike
- 166.31
- IV
- 35.2%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 176.68
- IV
- 32.6%
- B/E move
- 5.6%
- Pseudo strike
- 168.45
- IV
- 35.9%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 174.76
- IV
- 33.5%
- B/E move
- 5.0%
- Pseudo strike
- 170.63
- IV
- 36.4%
- B/E move
- 4.2%
50Δ
- Pseudo strike
- 172.71
- IV
- 33.7%
- B/E move
- 4.4%
- Pseudo strike
- 172.86
- IV
- 36.5%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 170.65
- IV
- 33.9%
- B/E move
- 3.8%
- Pseudo strike
- 175.10
- IV
- 36.6%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 168.67
- IV
- 33.2%
- B/E move
- 3.2%
- Pseudo strike
- 177.52
- IV
- 36.8%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 166.73
- IV
- 32.2%
- B/E move
- 2.6%
- Pseudo strike
- 179.93
- IV
- 36.9%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 164.74
- IV
- 31.4%
- B/E move
- 2.1%
- Pseudo strike
- 182.98
- IV
- 37.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 162.30
- IV
- 31.9%
- B/E move
- 1.7%
- Pseudo strike
- 186.28
- IV
- 38.8%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 159.81
- IV
- 32.5%
- B/E move
- 1.4%
- Pseudo strike
- 190.13
- IV
- 39.8%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 30.43% | |
| 30.62% |