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Sky Harbour Group Corporation SKYH

REAL ESTATE · REAL ESTATE - DEVELOPMENT
i

Market dataready · fetched 2026-11-13T10:49:03.720Z

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 · 2026-11-13T00:00:00.002349593Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T10:40:02.120295+00:00

Share price$11.07
1D+0.5%
AH$10.99$11.10$11.22$11.34$11.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKYH
Sold putSold callAH

Sky Harbour Group Corporation options

Live interpolated SKYH call and put midpoint premiums by absolute delta.Sky Harbour Group Corporation$0.30$1.06$1.82$2.58$3.34$9.68$10.38$11.07$11.77$12.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SKYH spot · $11.07SKYH PRICE$0.47$0.38$0.39$0.40$0.41$0.42$0.43$0.55$0.68$0.80$0.93$1.06$1.70$0.70$0.96$0.83$1.29$1.74$2.20$2.66$3.12
Puts——
Calls——
Skew——
Implied moveBearish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.75600.3%45.3%
25Δ14.59229.0%36.0%9.38235.8%21.6%
30Δ12.81148.5%19.2%9.81253.5%20.1%
35Δ12.45131.4%16.0%
40Δ12.09114.3%12.8%
45Δ11.7297.2%9.6%
50Δ11.3680.1%6.4%11.4979.5%3.7%
55Δ11.0063.2%3.2%11.9893.2%3.4%
60Δ10.8365.3%2.8%12.47107.0%3.1%
65Δ10.6667.5%2.4%12.96120.7%2.8%
70Δ10.4969.7%2.1%13.45134.4%2.5%
75Δ10.3371.9%1.7%13.94148.1%2.2%
80Δ10.1674.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.75
IV
600.3%
B/E move
45.3%

25Δ

Calls
Pseudo strike
14.59
IV
229.0%
B/E move
36.0%
Puts
Pseudo strike
9.38
IV
235.8%
B/E move
21.6%

30Δ

Calls
Pseudo strike
12.81
IV
148.5%
B/E move
19.2%
Puts
Pseudo strike
9.81
IV
253.5%
B/E move
20.1%

35Δ

Calls
Pseudo strike
12.45
IV
131.4%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.09
IV
114.3%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.72
IV
97.2%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.36
IV
80.1%
B/E move
6.4%
Puts
Pseudo strike
11.49
IV
79.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
11.00
IV
63.2%
B/E move
3.2%
Puts
Pseudo strike
11.98
IV
93.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
10.83
IV
65.3%
B/E move
2.8%
Puts
Pseudo strike
12.47
IV
107.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
10.66
IV
67.5%
B/E move
2.4%
Puts
Pseudo strike
12.96
IV
120.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
10.49
IV
69.7%
B/E move
2.1%
Puts
Pseudo strike
13.45
IV
134.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.33
IV
71.9%
B/E move
1.7%
Puts
Pseudo strike
13.94
IV
148.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.16
IV
74.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.70%
Daily EOD
SKYH41.6%59.1%76.6%2026-10-19: 58.05%2026-10-20: 50.73%2026-10-21: 44.01%2026-10-22: 53.78%2026-10-23: 46.23%2026-10-26: 55.72%2026-10-27: 50.45%2026-10-28: 74.22%2026-10-29: 45.83%2026-10-30: 47.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.05%
50.73%
44.01%
53.78%
46.23%
55.72%
50.45%
74.22%
45.83%
47.70%