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AAR Corp. AIR

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-04T00:30:34.156Z

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 · 2026-11-04T00:00:00.003007191Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T00:30:33.602024+00:00

Share price$108.62
1D-0.3%
AH$108$109$110$111$1125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIR
Sold putSold callAH

AAR Corp. options

Live interpolated AIR call and put midpoint premiums by absolute delta.AAR Corp.$0.86$3.83$6.80$9.77$12.74$89.52$98.20$106.88$115.56$124.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIR spot · $108.62AIR PRICE$1.18$1.62$2.05$2.58$3.14$3.71$4.43$5.39$6.36$7.37$8.60$9.84$11.89$1.57$2.07$2.60$3.12$3.77$4.44$5.11$5.76$6.40$7.04$7.67$8.72$9.91
PutsExpensive1.12×
CallsFair0.97×
SkewBullish-2.05 pp
Implied moveBearish±$9.54
TiltBalanced0.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.7945.0%10.4%98.9255.8%10.4%
25Δ117.1746.5%9.4%100.9955.4%8.9%
30Δ115.5447.9%8.3%102.8954.1%7.7%
35Δ113.9848.5%7.3%104.7952.9%6.4%
40Δ112.4648.8%6.4%106.3752.1%5.5%
45Δ110.9349.0%5.5%107.9151.4%4.7%
50Δ109.3949.8%4.8%109.4550.7%3.9%
55Δ107.8451.5%4.2%110.8249.0%3.3%
60Δ106.2853.2%3.7%112.0946.9%2.7%
65Δ104.6854.7%3.2%113.3744.7%2.1%
70Δ102.8654.9%2.6%114.6542.6%1.5%
75Δ101.0455.2%2.1%116.1341.1%1.1%
80Δ98.5158.2%1.6%117.6839.9%0.8%

20Δ

Calls
Pseudo strike
118.79
IV
45.0%
B/E move
10.4%
Puts
Pseudo strike
98.92
IV
55.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
117.17
IV
46.5%
B/E move
9.4%
Puts
Pseudo strike
100.99
IV
55.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
115.54
IV
47.9%
B/E move
8.3%
Puts
Pseudo strike
102.89
IV
54.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
113.98
IV
48.5%
B/E move
7.3%
Puts
Pseudo strike
104.79
IV
52.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
112.46
IV
48.8%
B/E move
6.4%
Puts
Pseudo strike
106.37
IV
52.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
110.93
IV
49.0%
B/E move
5.5%
Puts
Pseudo strike
107.91
IV
51.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
109.39
IV
49.8%
B/E move
4.8%
Puts
Pseudo strike
109.45
IV
50.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
107.84
IV
51.5%
B/E move
4.2%
Puts
Pseudo strike
110.82
IV
49.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
106.28
IV
53.2%
B/E move
3.7%
Puts
Pseudo strike
112.09
IV
46.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
104.68
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
113.37
IV
44.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
102.86
IV
54.9%
B/E move
2.6%
Puts
Pseudo strike
114.65
IV
42.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
101.04
IV
55.2%
B/E move
2.1%
Puts
Pseudo strike
116.13
IV
41.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
98.51
IV
58.2%
B/E move
1.6%
Puts
Pseudo strike
117.68
IV
39.9%
B/E move
0.8%

Options history

IV · four-Friday blend45.17%
Daily close
AIR41.4%49.4%57.3%2026-08-05: 48.00%2026-08-06: 47.83%2026-08-07: 48.74%2026-08-10: 49.20%2026-08-11: 48.37%2026-08-12: 47.29%2026-08-13: 47.13%2026-08-14: 46.15%2026-08-17: 48.28%2026-08-18: 50.85%2026-08-19: 51.66%2026-08-20: 54.52%2026-08-21: 48.56%2026-08-24: 50.09%2026-08-25: 48.66%2026-08-26: 48.33%2026-08-27: 48.33%2026-08-28: 48.11%2026-08-31: 49.23%2026-09-01: 48.77%2026-09-02: 48.65%2026-09-03: 49.10%2026-09-04: 48.81%2026-09-08: 50.46%2026-09-09: 50.87%2026-09-10: 51.19%2026-09-11: 50.86%2026-09-14: 55.34%2026-09-15: 55.16%2026-09-16: 54.55%2026-09-17: 56.19%2026-09-18: 51.61%2026-09-21: 51.89%2026-09-22: 51.31%2026-09-23: 50.53%2026-09-24: 50.73%2026-09-25: 51.53%2026-09-28: 52.83%2026-09-29: 48.33%2026-09-30: 46.18%2026-10-01: 46.34%2026-10-02: 46.50%2026-10-05: 46.62%2026-10-06: 45.65%2026-10-07: 46.96%2026-10-08: 45.45%2026-10-09: 45.71%2026-10-12: 47.15%2026-10-13: 48.01%2026-10-16: 44.64%2026-10-19: 45.31%2026-10-20: 46.19%2026-10-21: 44.76%2026-10-22: 45.59%2026-10-23: 46.19%2026-10-26: 46.61%2026-10-27: 45.40%2026-10-28: 42.53%2026-10-29: 43.19%2026-10-30: 45.17%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
48.00%
47.83%
48.74%
49.20%
48.37%
47.29%
47.13%
46.15%
48.28%
50.85%
51.66%
54.52%
48.56%
50.09%
48.66%
48.33%
48.33%
48.11%
49.23%
48.77%
48.65%
49.10%
48.81%
50.46%
50.87%
51.19%
50.86%
55.34%
55.16%
54.55%
56.19%
51.61%
51.89%
51.31%
50.53%
50.73%
51.53%
52.83%
48.33%
46.18%
46.34%
46.50%
46.62%
45.65%
46.96%
45.45%
45.71%
47.15%
48.01%
44.64%
45.31%
46.19%
44.76%
45.59%
46.19%
46.61%
45.40%
42.53%
43.19%
45.17%