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StandardAero, Inc. SARO

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-23T19:38:37.807Z

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 · 2026-10-23T19:38:25.255636126Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T19:38:35.612594+00:00

Share price$21.81
1D+1.0%
$21.09$21.28$21.48$21.67$21.865:30 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.$0.41$1.52$2.64$3.75$4.87$17.15$19.46$21.77$24.09$26.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SARO spot · $21.81SARO PRICE$0.58$0.64$0.70$0.76$0.82$0.92$1.15$1.39$1.62$1.85$2.09$2.32$2.77$0.81$0.53$0.69$0.85$1.01$1.18$1.34$1.50$1.89$2.33$2.76$3.19$4.55
PutsCheap0.92×
CallsExpensive1.06×
SkewBullish-3.57 pp
Implied moveBearish±$2.49
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.40102.0%37.5%17.40116.9%23.9%
25Δ27.9790.7%31.2%19.9854.3%10.8%
30Δ26.5379.4%24.9%20.4053.0%9.6%
35Δ25.1068.1%18.6%20.8152.1%8.5%
40Δ23.6756.8%12.3%21.2251.3%7.4%
45Δ22.4347.7%7.0%21.6350.4%6.2%
50Δ22.0348.4%6.3%22.0349.5%5.1%
55Δ21.6349.0%5.5%22.4448.6%4.0%
60Δ21.2449.7%4.8%22.9749.8%3.4%
65Δ20.8450.4%4.1%23.5151.4%2.9%
70Δ20.4551.0%3.3%24.0652.9%2.3%
75Δ20.0551.7%2.6%24.6154.4%1.8%
80Δ19.4850.5%2.0%26.0564.1%1.4%

20Δ

Calls
Pseudo strike
29.40
IV
102.0%
B/E move
37.5%
Puts
Pseudo strike
17.40
IV
116.9%
B/E move
23.9%

25Δ

Calls
Pseudo strike
27.97
IV
90.7%
B/E move
31.2%
Puts
Pseudo strike
19.98
IV
54.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
26.53
IV
79.4%
B/E move
24.9%
Puts
Pseudo strike
20.40
IV
53.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
25.10
IV
68.1%
B/E move
18.6%
Puts
Pseudo strike
20.81
IV
52.1%
B/E move
8.5%

40Δ

Calls
Pseudo strike
23.67
IV
56.8%
B/E move
12.3%
Puts
Pseudo strike
21.22
IV
51.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
22.43
IV
47.7%
B/E move
7.0%
Puts
Pseudo strike
21.63
IV
50.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
22.03
IV
48.4%
B/E move
6.3%
Puts
Pseudo strike
22.03
IV
49.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
21.63
IV
49.0%
B/E move
5.5%
Puts
Pseudo strike
22.44
IV
48.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
21.24
IV
49.7%
B/E move
4.8%
Puts
Pseudo strike
22.97
IV
49.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
20.84
IV
50.4%
B/E move
4.1%
Puts
Pseudo strike
23.51
IV
51.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
20.45
IV
51.0%
B/E move
3.3%
Puts
Pseudo strike
24.06
IV
52.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.05
IV
51.7%
B/E move
2.6%
Puts
Pseudo strike
24.61
IV
54.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
19.48
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
26.05
IV
64.1%
B/E move
1.4%

Options history

No recorded observations