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Applied Optoelectronics, Inc. Common Stock AAOI

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-07T01:06:12.255Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:37.179437306Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T05:53:15.838821+00:00

NewsAlpha Vantage · collected 2026-11-06T05:54:28.838779+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T05:53:04.327235+00:00

Research2026-09-08 · 0 entries · 2 trades · 0 option records · 252 price bars

Share price$50.13
1D+2.5%
AH$46$47$49$50$525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAOI
Sold putSold callAH

Applied Optoelectronics, Inc. Common Stock options

Live interpolated AAOI call and put midpoint premiums by absolute delta.Applied Optoelectronics, Inc. Common Stock$0.62$3.81$7.00$10.19$13.38$31.33$42.95$54.58$66.20$77.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AAOI spot · $50.13AAOI PRICE$0.96$1.28$1.66$2.05$2.48$3.05$3.52$4.06$4.76$5.84$7.08$7.88$1.23$1.78$2.25$2.69$3.26$3.85$4.89$5.32$8.43$9.98$12.46
Puts——
Calls——
Skew——
Implied moveBearish±$8.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.76135.0%21.1%43.27143.9%16.1%
25Δ57.96135.7%18.2%44.45153.7%14.9%
30Δ56.48137.8%16.0%45.93151.8%12.9%
35Δ55.02138.5%13.8%47.36146.3%10.9%
40Δ53.68139.3%12.0%48.65145.9%9.5%
45Δ52.48144.9%10.8%49.91144.0%8.1%
50Δ51.17143.2%9.1%51.31153.3%7.4%
55Δ49.90142.3%7.6%52.44144.3%6.0%
60Δ48.65145.3%6.5%
65Δ
70Δ46.29134.4%4.0%56.87144.8%3.4%
75Δ44.74143.9%3.4%58.77147.1%2.7%
80Δ43.46138.9%2.4%61.55157.3%2.1%

20Δ

Calls
Pseudo strike
59.76
IV
135.0%
B/E move
21.1%
Puts
Pseudo strike
43.27
IV
143.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
57.96
IV
135.7%
B/E move
18.2%
Puts
Pseudo strike
44.45
IV
153.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
56.48
IV
137.8%
B/E move
16.0%
Puts
Pseudo strike
45.93
IV
151.8%
B/E move
12.9%

35Δ

Calls
Pseudo strike
55.02
IV
138.5%
B/E move
13.8%
Puts
Pseudo strike
47.36
IV
146.3%
B/E move
10.9%

40Δ

Calls
Pseudo strike
53.68
IV
139.3%
B/E move
12.0%
Puts
Pseudo strike
48.65
IV
145.9%
B/E move
9.5%

45Δ

Calls
Pseudo strike
52.48
IV
144.9%
B/E move
10.8%
Puts
Pseudo strike
49.91
IV
144.0%
B/E move
8.1%

50Δ

Calls
Pseudo strike
51.17
IV
143.2%
B/E move
9.1%
Puts
Pseudo strike
51.31
IV
153.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
49.90
IV
142.3%
B/E move
7.6%
Puts
Pseudo strike
52.44
IV
144.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
48.65
IV
145.3%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

Calls
Pseudo strike
46.29
IV
134.4%
B/E move
4.0%
Puts
Pseudo strike
56.87
IV
144.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
44.74
IV
143.9%
B/E move
3.4%
Puts
Pseudo strike
58.77
IV
147.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
43.46
IV
138.9%
B/E move
2.4%
Puts
Pseudo strike
61.55
IV
157.3%
B/E move
2.1%

Options history

IV · four-Friday blend128.53%
Daily close
AAOI75.0%125.3%175.5%2026-08-10: 128.85%2026-08-11: 122.37%2026-08-12: 120.00%2026-08-13: 114.01%2026-08-14: 110.55%2026-08-17: 116.37%2026-08-18: 115.44%2026-08-19: 110.35%2026-08-20: 111.11%2026-08-21: 102.45%2026-08-24: 106.53%2026-08-25: 104.68%2026-08-26: 102.02%2026-08-27: 95.38%2026-08-28: 83.66%2026-08-31: 87.44%2026-09-01: 88.80%2026-09-02: 85.57%2026-09-03: 84.62%2026-09-04: 84.98%2026-09-08: 97.43%2026-09-09: 93.03%2026-09-10: 89.80%2026-09-11: 81.97%2026-09-14: 91.19%2026-09-15: 86.98%2026-09-16: 92.22%2026-09-17: 85.40%2026-09-18: 87.44%2026-09-21: 92.66%2026-09-22: 90.90%2026-09-23: 88.65%2026-09-24: 88.03%2026-09-25: 82.72%2026-09-28: 87.82%2026-09-29: 89.91%2026-09-30: 86.73%2026-10-01: 89.99%2026-10-02: 83.74%2026-10-05: 91.67%2026-10-06: 90.64%2026-10-07: 89.79%2026-10-08: 91.33%2026-10-09: 87.99%2026-10-12: 92.92%2026-10-13: 97.19%2026-10-14: 101.71%2026-10-15: 104.16%2026-10-16: 105.50%2026-10-19: 109.06%2026-10-20: 109.58%2026-10-21: 109.10%2026-10-22: 120.56%2026-10-23: 113.86%2026-10-26: 123.71%2026-10-27: 121.46%2026-10-28: 125.50%2026-10-29: 128.18%2026-10-30: 135.32%2026-11-03: 168.54%2026-11-06: 128.53%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
128.85%
122.37%
120.00%
114.01%
110.55%
116.37%
115.44%
110.35%
111.11%
102.45%
106.53%
104.68%
102.02%
95.38%
83.66%
87.44%
88.80%
85.57%
84.62%
84.98%
97.43%
93.03%
89.80%
81.97%
91.19%
86.98%
92.22%
85.40%
87.44%
92.66%
90.90%
88.65%
88.03%
82.72%
87.82%
89.91%
86.73%
89.99%
83.74%
91.67%
90.64%
89.79%
91.33%
87.99%
92.92%
97.19%
101.71%
104.16%
105.50%
109.06%
109.58%
109.10%
120.56%
113.86%
123.71%
121.46%
125.50%
128.18%
135.32%
168.54%
128.53%

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