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StandardAero, Inc. SARO

i

Market dataready · fetched 2026-11-13T02:50:47.100Z

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 · 2026-11-13T00:45:51.288913817Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:49:29.190159+00:00

Share price$27.80
1D-4.1%
AH$27.43$27.87$28.30$28.74$29.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSARO
Sold putSold callAH

StandardAero, Inc. options

Live interpolated SARO call and put midpoint premiums by absolute delta.StandardAero, Inc.$0.27$0.91$1.55$2.20$2.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESARO PRICE$0.34$0.53$0.72$0.92$1.11$1.30$1.49$1.69$1.88$2.07$2.27$2.46$2.65
Puts——
CallsCheap0.53×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.6748.8%7.9%
25Δ29.3349.8%7.4%
30Δ28.9950.9%6.9%
35Δ28.6451.9%6.3%
40Δ28.3053.0%5.8%
45Δ27.9654.0%5.3%
50Δ27.6255.0%4.7%
55Δ27.2856.1%4.2%
60Δ26.9457.1%3.7%
65Δ26.6058.2%3.1%
70Δ26.2559.2%2.6%
75Δ25.9160.3%2.1%
80Δ25.5761.3%1.5%

20Δ

Calls
Pseudo strike
29.67
IV
48.8%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.33
IV
49.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
28.99
IV
50.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.64
IV
51.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.30
IV
53.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.96
IV
54.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.62
IV
55.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
27.28
IV
56.1%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.94
IV
57.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.60
IV
58.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.25
IV
59.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.91
IV
60.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.57
IV
61.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.24%
Daily EOD
SARO43.3%46.1%48.8%2026-10-19: 46.00%2026-10-20: 43.97%2026-10-21: 47.35%2026-10-22: 44.15%2026-10-23: 43.72%2026-10-26: 44.88%2026-10-27: 48.39%2026-10-28: 46.03%2026-10-29: 47.01%2026-10-30: 46.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.00%
43.97%
47.35%
44.15%
43.72%
44.88%
48.39%
46.03%
47.01%
46.24%