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StandardAero, Inc. SARO

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Market datapartial · fetched 2026-10-22T23:31:01.594Z

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 · 2026-10-22T23:00:00.001993072Z

FundamentalsAlpha Vantage · unavailable

Share price$21.72
1D+0.8%
AH$21.19$21.35$21.51$21.67$21.835:30 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.$0.20$1.32$2.43$3.55$4.67$17.50$19.58$21.66$23.75$25.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SARO spot · $21.72SARO PRICE$0.32$0.44$0.56$0.68$0.80$0.95$1.17$1.39$1.61$1.83$2.05$2.27$4.35$0.44$0.53$0.68$0.83$0.99$1.14$1.30$1.45$1.71$2.07$2.43$2.78$3.14
PutsCheap0.88×
CallsCheap0.95×
SkewBullish-1.92 pp
Implied moveBearish±$2.47
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7147.8%15.3%18.9262.1%14.9%
25Δ24.2447.9%13.6%19.8354.5%11.1%
30Δ23.7648.0%12.0%20.3352.2%9.5%
35Δ23.2948.1%10.3%20.7251.0%8.4%
40Δ22.8148.2%8.7%21.1249.8%7.3%
45Δ22.3748.4%7.3%21.5248.7%6.2%
50Δ21.9748.7%6.6%21.9247.5%5.1%
55Δ21.5849.0%5.8%22.3146.3%4.0%
60Δ21.1849.3%5.0%22.7545.8%3.2%
65Δ20.7949.6%4.2%23.2245.8%2.6%
70Δ20.4049.9%3.4%23.6845.8%2.1%
75Δ20.0050.2%2.6%24.1545.9%1.6%
80Δ17.8981.3%2.4%24.6245.9%1.1%

20Δ

Calls
Pseudo strike
24.71
IV
47.8%
B/E move
15.3%
Puts
Pseudo strike
18.92
IV
62.1%
B/E move
14.9%

25Δ

Calls
Pseudo strike
24.24
IV
47.9%
B/E move
13.6%
Puts
Pseudo strike
19.83
IV
54.5%
B/E move
11.1%

30Δ

Calls
Pseudo strike
23.76
IV
48.0%
B/E move
12.0%
Puts
Pseudo strike
20.33
IV
52.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
23.29
IV
48.1%
B/E move
10.3%
Puts
Pseudo strike
20.72
IV
51.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
22.81
IV
48.2%
B/E move
8.7%
Puts
Pseudo strike
21.12
IV
49.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
22.37
IV
48.4%
B/E move
7.3%
Puts
Pseudo strike
21.52
IV
48.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
21.97
IV
48.7%
B/E move
6.6%
Puts
Pseudo strike
21.92
IV
47.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
21.58
IV
49.0%
B/E move
5.8%
Puts
Pseudo strike
22.31
IV
46.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
21.18
IV
49.3%
B/E move
5.0%
Puts
Pseudo strike
22.75
IV
45.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
20.79
IV
49.6%
B/E move
4.2%
Puts
Pseudo strike
23.22
IV
45.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
20.40
IV
49.9%
B/E move
3.4%
Puts
Pseudo strike
23.68
IV
45.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
20.00
IV
50.2%
B/E move
2.6%
Puts
Pseudo strike
24.15
IV
45.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
17.89
IV
81.3%
B/E move
2.4%
Puts
Pseudo strike
24.62
IV
45.9%
B/E move
1.1%

Options history

No recorded observations