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StandardAero, Inc. SARO

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Market datapartial · fetched 2026-10-22T17:54:31.402Z

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 · 2026-10-22T17:54:28.243095608Z

FundamentalsAlpha Vantage · unavailable

Share price$21.44
1D-0.9%
$21.20$21.31$21.43$21.54$21.655:30 AM6:30 AM9:00 AM1:00 PMSARO
Sold putSold call

StandardAero, Inc. options

Live interpolated SARO call and put midpoint premiums by absolute delta.StandardAero, Inc.$0.20$1.32$2.44$3.56$4.68$17.24$19.33$21.43$23.52$25.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SARO spot · $21.43SARO PRICE$0.32$0.42$0.53$0.64$0.77$1.04$1.31$1.57$1.84$2.11$2.50$3.43$4.36$0.44$0.53$0.65$0.80$0.95$1.10$1.25$1.40$1.55
PutsCheap0.89×
CallsFair1.03×
SkewBullish-5.65 pp
Implied moveBullish±$2.56
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3545.9%15.1%18.6562.0%15.1%
25Δ23.8746.1%13.3%19.4556.0%11.8%
30Δ23.3846.4%11.6%20.1151.4%9.2%
35Δ22.9046.7%9.8%20.4850.1%8.2%
40Δ22.4247.4%8.2%20.8548.7%7.2%
45Δ22.0150.0%7.5%21.2247.4%6.1%
50Δ21.5952.6%6.8%21.5946.1%5.1%
55Δ21.1755.3%6.1%21.9544.7%4.1%
60Δ20.7657.9%5.4%22.3243.4%3.1%
65Δ20.3460.5%4.7%
70Δ19.8064.0%4.0%
75Δ18.7471.5%3.4%
80Δ17.6878.9%2.8%

20Δ

Calls
Pseudo strike
24.35
IV
45.9%
B/E move
15.1%
Puts
Pseudo strike
18.65
IV
62.0%
B/E move
15.1%

25Δ

Calls
Pseudo strike
23.87
IV
46.1%
B/E move
13.3%
Puts
Pseudo strike
19.45
IV
56.0%
B/E move
11.8%

30Δ

Calls
Pseudo strike
23.38
IV
46.4%
B/E move
11.6%
Puts
Pseudo strike
20.11
IV
51.4%
B/E move
9.2%

35Δ

Calls
Pseudo strike
22.90
IV
46.7%
B/E move
9.8%
Puts
Pseudo strike
20.48
IV
50.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
22.42
IV
47.4%
B/E move
8.2%
Puts
Pseudo strike
20.85
IV
48.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
22.01
IV
50.0%
B/E move
7.5%
Puts
Pseudo strike
21.22
IV
47.4%
B/E move
6.1%

50Δ

Calls
Pseudo strike
21.59
IV
52.6%
B/E move
6.8%
Puts
Pseudo strike
21.59
IV
46.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
21.17
IV
55.3%
B/E move
6.1%
Puts
Pseudo strike
21.95
IV
44.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
20.76
IV
57.9%
B/E move
5.4%
Puts
Pseudo strike
22.32
IV
43.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.34
IV
60.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.80
IV
64.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.74
IV
71.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.68
IV
78.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations