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Alpha and Omega Semiconductor Limited Common Shares AOSL

i

Market datapartial · fetched 2026-11-03T22:07:27.583Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:48:14.951417787Z

FundamentalsAlpha Vantage · unavailable

Share price$22.44
1D+1.9%
AH$21.95$22.18$22.42$22.65$22.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOSL
Sold putSold callAH

Alpha and Omega Semiconductor Limited Common Shares options

Live interpolated AOSL call and put midpoint premiums by absolute delta.Alpha and Omega Semiconductor Limited Common Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAOSL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend82.89%
Daily close
AOSL70.0%96.8%123.6%2026-08-13: 100.83%2026-08-14: 92.02%2026-08-17: 100.68%2026-08-18: 95.47%2026-08-19: 93.95%2026-08-20: 119.92%2026-08-21: 87.66%2026-08-24: 91.43%2026-08-25: 88.01%2026-08-26: 85.96%2026-08-27: 81.79%2026-08-28: 83.34%2026-08-31: 82.37%2026-09-01: 85.35%2026-09-02: 86.05%2026-09-03: 82.85%2026-09-04: 77.19%2026-09-08: 84.00%2026-09-09: 85.80%2026-09-10: 80.76%2026-09-11: 79.35%2026-09-15: 85.31%2026-09-16: 99.12%2026-09-17: 96.52%2026-09-18: 78.81%2026-09-21: 82.50%2026-09-22: 80.18%2026-09-23: 78.69%2026-09-24: 81.84%2026-09-25: 81.08%2026-09-28: 79.05%2026-09-29: 75.77%2026-09-30: 78.62%2026-10-01: 81.30%2026-10-02: 78.13%2026-10-05: 76.39%2026-10-06: 74.75%2026-10-07: 73.66%2026-10-08: 75.44%2026-10-09: 77.11%2026-10-12: 81.99%2026-10-15: 117.79%2026-10-16: 77.30%2026-10-19: 79.13%2026-10-20: 80.71%2026-10-21: 79.29%2026-10-22: 79.95%2026-10-23: 80.66%2026-10-26: 80.84%2026-10-27: 85.52%2026-10-28: 87.31%2026-10-29: 81.73%2026-10-30: 82.89%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
100.83%
92.02%
100.68%
95.47%
93.95%
119.92%
87.66%
91.43%
88.01%
85.96%
81.79%
83.34%
82.37%
85.35%
86.05%
82.85%
77.19%
84.00%
85.80%
80.76%
79.35%
85.31%
99.12%
96.52%
78.81%
82.50%
80.18%
78.69%
81.84%
81.08%
79.05%
75.77%
78.62%
81.30%
78.13%
76.39%
74.75%
73.66%
75.44%
77.11%
81.99%
117.79%
77.30%
79.13%
80.71%
79.29%
79.95%
80.66%
80.84%
85.52%
87.31%
81.73%
82.89%