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Sky Harbour Group Corporation SKYH

REAL ESTATE · REAL ESTATE - DEVELOPMENT
i

Market dataready · fetched 2026-10-22T16:42:34.925Z

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 · 2026-10-22T16:41:57.577423238Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:42:33.194318+00:00

Share price$9.16
1D+1.8%
$8.98$9.05$9.11$9.17$9.245:30 AM6:30 AM9:00 AM1:00 PMSKYH
Sold putSold call

Sky Harbour Group Corporation options

Live interpolated SKYH call and put midpoint premiums by absolute delta.Sky Harbour Group Corporation$0.29$2.15$4.02$5.89$7.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESKYH PRICE$0.80$0.80$0.49$0.54$0.59$0.64$0.84$1.35$1.85$2.35$2.86$3.19$4.43$7.22$3.81
PutsExpensive3.81×
CallsExpensive2.79×
SkewBearish+46.06 pp
Implied move——
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.29216.4%75.7%
35Δ12.34166.5%43.4%
40Δ9.9474.5%13.8%
45Δ9.6869.6%11.6%
50Δ9.4264.7%9.3%
55Δ9.1759.8%7.1%
60Δ8.8263.4%5.5%
65Δ8.3083.5%5.3%11.71138.5%7.0%
70Δ7.77103.7%5.1%13.02156.5%6.2%
75Δ7.25123.8%4.8%15.84199.6%5.9%
80Δ6.72143.9%4.6%12.72115.0%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.29
IV
216.4%
B/E move
75.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.34
IV
166.5%
B/E move
43.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.94
IV
74.5%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.68
IV
69.6%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.42
IV
64.7%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.17
IV
59.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.82
IV
63.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.30
IV
83.5%
B/E move
5.3%
Puts
Pseudo strike
11.71
IV
138.5%
B/E move
7.0%

70Δ

Calls
Pseudo strike
7.77
IV
103.7%
B/E move
5.1%
Puts
Pseudo strike
13.02
IV
156.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
7.25
IV
123.8%
B/E move
4.8%
Puts
Pseudo strike
15.84
IV
199.6%
B/E move
5.9%

80Δ

Calls
Pseudo strike
6.72
IV
143.9%
B/E move
4.6%
Puts
Pseudo strike
12.72
IV
115.0%
B/E move
2.7%

Options history

No recorded observations