Madison Air Solutions Corporation MAIR
INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENTi
Market dataready · fetched 2026-11-12T01:54:37.921Z
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: 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 dataPriceAlpaca · sip · 2026-11-12T00:15:26.001341057Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:49:30.362910+00:00
Madison Air Solutions Corporation options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.39 | 68.5% | 15.3% | |||
| 25Δ | 26.56 | 64.7% | 12.2% | 22.53 | 64.8% | 7.7% |
| 30Δ | 25.73 | 60.9% | 9.0% | 22.82 | 63.4% | 7.0% |
| 35Δ | 24.96 | 58.1% | 6.1% | 23.12 | 62.0% | 6.3% |
| 40Δ | 24.61 | 63.2% | 5.7% | 23.41 | 60.6% | 5.5% |
| 45Δ | 24.25 | 68.4% | 5.3% | 23.70 | 59.3% | 4.8% |
| 50Δ | 23.90 | 73.5% | 4.9% | 24.00 | 57.9% | 4.1% |
| 55Δ | 23.54 | 78.6% | 4.4% | 24.29 | 56.5% | 3.4% |
| 60Δ | 23.19 | 83.8% | 4.0% | 24.59 | 55.1% | 2.6% |
| 65Δ | 22.83 | 88.9% | 3.6% | 24.88 | 53.7% | 1.9% |
| 70Δ | 22.44 | 94.1% | 3.1% | |||
| 75Δ | 21.48 | 100.5% | 2.6% | |||
| 80Δ | 20.51 | 106.8% | 2.1% | |||
20Δ
- Pseudo strike
- 27.39
- IV
- 68.5%
- B/E move
- 15.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 26.56
- IV
- 64.7%
- B/E move
- 12.2%
- Pseudo strike
- 22.53
- IV
- 64.8%
- B/E move
- 7.7%
30Δ
- Pseudo strike
- 25.73
- IV
- 60.9%
- B/E move
- 9.0%
- Pseudo strike
- 22.82
- IV
- 63.4%
- B/E move
- 7.0%
35Δ
- Pseudo strike
- 24.96
- IV
- 58.1%
- B/E move
- 6.1%
- Pseudo strike
- 23.12
- IV
- 62.0%
- B/E move
- 6.3%
40Δ
- Pseudo strike
- 24.61
- IV
- 63.2%
- B/E move
- 5.7%
- Pseudo strike
- 23.41
- IV
- 60.6%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 24.25
- IV
- 68.4%
- B/E move
- 5.3%
- Pseudo strike
- 23.70
- IV
- 59.3%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 23.90
- IV
- 73.5%
- B/E move
- 4.9%
- Pseudo strike
- 24.00
- IV
- 57.9%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 23.54
- IV
- 78.6%
- B/E move
- 4.4%
- Pseudo strike
- 24.29
- IV
- 56.5%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 23.19
- IV
- 83.8%
- B/E move
- 4.0%
- Pseudo strike
- 24.59
- IV
- 55.1%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 22.83
- IV
- 88.9%
- B/E move
- 3.6%
- Pseudo strike
- 24.88
- IV
- 53.7%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 22.44
- IV
- 94.1%
- B/E move
- 3.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 21.48
- IV
- 100.5%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 20.51
- IV
- 106.8%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 59.86% | |
| 59.01% | |
| 58.67% | |
| 58.14% | |
| 59.02% | |
| 60.96% | |
| 62.56% | |
| 60.06% | |
| 63.83% | |
| 60.78% |
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