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Sky Harbour Group Corporation SKYH

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Market datapartial · fetched 2026-10-22T17:46:50.179Z

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 · 2026-10-22T17:46:20.938912749Z

FundamentalsAlpha Vantage · unavailable

Share price$9.14
1D+1.4%
$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$0.35$1.66$2.97$4.29$5.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESKYH PRICE$0.80$0.80$0.49$0.54$0.60$0.65$0.72$0.81$0.90$0.99$1.07$3.03$4.27$5.22$4.13
PutsExpensive3.58×
CallsExpensive2.18×
SkewBearish+59.91 pp
Implied move——
TiltBearish33.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.29217.4%76.1%
35Δ12.32167.2%43.6%
40Δ9.9275.3%14.0%
45Δ9.6670.4%11.7%
50Δ9.4065.5%9.4%
55Δ9.1460.6%7.1%
60Δ8.9256.8%5.5%
65Δ8.7654.3%4.7%11.54134.6%6.9%
70Δ8.6051.7%3.9%12.85152.2%6.0%
75Δ8.4449.2%3.1%13.89163.0%5.0%
80Δ8.2746.7%2.3%13.01122.5%2.9%

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
217.4%
B/E move
76.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.32
IV
167.2%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.92
IV
75.3%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.66
IV
70.4%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.40
IV
65.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.14
IV
60.6%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.92
IV
56.8%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.76
IV
54.3%
B/E move
4.7%
Puts
Pseudo strike
11.54
IV
134.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
8.60
IV
51.7%
B/E move
3.9%
Puts
Pseudo strike
12.85
IV
152.2%
B/E move
6.0%

75Δ

Calls
Pseudo strike
8.44
IV
49.2%
B/E move
3.1%
Puts
Pseudo strike
13.89
IV
163.0%
B/E move
5.0%

80Δ

Calls
Pseudo strike
8.27
IV
46.7%
B/E move
2.3%
Puts
Pseudo strike
13.01
IV
122.5%
B/E move
2.9%

Options history

No recorded observations