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American Exceptionalism Acquisition Corp. A AEXA

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-11-08T21:12:53.686Z

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 · 2026-11-07T00:00:00.001797897Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T21:12:53.366156+00:00

Share price$10.64
1D-1.4%
AH$10.61$10.66$10.70$10.75$10.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEXA
Sold putSold callAH

American Exceptionalism Acquisition Corp. A options

Live interpolated AEXA call and put midpoint premiums by absolute delta.American Exceptionalism Acquisition Corp. A$0.42$1.03$1.63$2.24$2.84$6.83$8.08$9.32$10.56$11.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEXA spot · $10.64AEXA PRICE$0.49$0.54$0.59$0.77$1.01$1.24$1.48$1.73$1.99$2.67$1.07$1.07$1.09$1.12$1.16$1.19$1.22$1.34$1.46$1.58$1.71$1.87$2.03
PutsExpensive5.06×
Calls——
Skew——
Implied moveBearish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.60356.9%38.7%
25Δ8.56285.0%29.6%
30Δ9.22240.8%23.6%
35Δ11.90121.0%16.4%9.65214.6%19.8%
40Δ11.50110.5%13.2%10.09188.4%16.0%
45Δ11.11100.1%9.9%10.53162.1%12.2%
50Δ10.80107.3%8.7%10.97135.9%8.4%
55Δ10.52120.9%8.3%11.24127.4%7.0%
60Δ10.25134.6%8.0%11.50120.3%5.7%
65Δ9.96147.1%7.5%11.75113.3%4.4%
70Δ9.57149.4%6.2%12.01106.3%3.2%
75Δ9.18151.8%4.9%12.2499.4%2.5%
80Δ8.40181.3%4.0%12.4892.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
356.9%
B/E move
38.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
285.0%
B/E move
29.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.22
IV
240.8%
B/E move
23.6%

35Δ

Calls
Pseudo strike
11.90
IV
121.0%
B/E move
16.4%
Puts
Pseudo strike
9.65
IV
214.6%
B/E move
19.8%

40Δ

Calls
Pseudo strike
11.50
IV
110.5%
B/E move
13.2%
Puts
Pseudo strike
10.09
IV
188.4%
B/E move
16.0%

45Δ

Calls
Pseudo strike
11.11
IV
100.1%
B/E move
9.9%
Puts
Pseudo strike
10.53
IV
162.1%
B/E move
12.2%

50Δ

Calls
Pseudo strike
10.80
IV
107.3%
B/E move
8.7%
Puts
Pseudo strike
10.97
IV
135.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
10.52
IV
120.9%
B/E move
8.3%
Puts
Pseudo strike
11.24
IV
127.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
10.25
IV
134.6%
B/E move
8.0%
Puts
Pseudo strike
11.50
IV
120.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
9.96
IV
147.1%
B/E move
7.5%
Puts
Pseudo strike
11.75
IV
113.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
9.57
IV
149.4%
B/E move
6.2%
Puts
Pseudo strike
12.01
IV
106.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
9.18
IV
151.8%
B/E move
4.9%
Puts
Pseudo strike
12.24
IV
99.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.40
IV
181.3%
B/E move
4.0%
Puts
Pseudo strike
12.48
IV
92.5%
B/E move
1.9%

Options history

IV · four-Friday blend52.27%
Daily close
AEXA39.5%109.6%179.7%2026-08-10: 85.54%2026-08-11: 83.56%2026-08-12: 79.28%2026-08-14: 94.13%2026-08-17: 103.38%2026-08-18: 93.55%2026-08-19: 124.32%2026-08-20: 144.99%2026-08-21: 69.51%2026-08-24: 71.02%2026-08-26: 79.33%2026-08-28: 74.42%2026-08-31: 60.05%2026-09-01: 76.68%2026-09-02: 64.57%2026-09-03: 66.66%2026-09-04: 76.91%2026-09-08: 74.70%2026-09-09: 95.85%2026-09-10: 86.24%2026-09-11: 96.18%2026-09-14: 102.31%2026-09-15: 125.79%2026-09-16: 126.29%2026-09-17: 170.01%2026-09-18: 68.21%2026-09-21: 60.20%2026-09-22: 65.32%2026-09-23: 77.10%2026-09-24: 62.70%2026-09-25: 51.63%2026-09-28: 63.53%2026-09-29: 74.83%2026-09-30: 75.97%2026-10-01: 58.02%2026-10-02: 77.03%2026-10-05: 90.28%2026-10-06: 73.94%2026-10-07: 67.91%2026-10-08: 83.57%2026-10-09: 72.97%2026-10-12: 78.21%2026-10-13: 110.46%2026-10-14: 135.48%2026-10-15: 131.97%2026-10-16: 65.34%2026-10-19: 67.27%2026-10-20: 62.57%2026-10-21: 51.15%2026-10-22: 69.55%2026-10-23: 70.39%2026-10-27: 49.12%2026-10-28: 55.40%2026-10-29: 52.53%2026-10-30: 52.27%Aug 10Sep 22Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
85.54%
83.56%
79.28%
94.13%
103.38%
93.55%
124.32%
144.99%
69.51%
71.02%
79.33%
74.42%
60.05%
76.68%
64.57%
66.66%
76.91%
74.70%
95.85%
86.24%
96.18%
102.31%
125.79%
126.29%
170.01%
68.21%
60.20%
65.32%
77.10%
62.70%
51.63%
63.53%
74.83%
75.97%
58.02%
77.03%
90.28%
73.94%
67.91%
83.57%
72.97%
78.21%
110.46%
135.48%
131.97%
65.34%
67.27%
62.57%
51.15%
69.55%
70.39%
49.12%
55.40%
52.53%
52.27%