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American Outdoor Brands, Inc. Common Stock AOUT

i

Market dataready · fetched 2026-11-06T21:10:01.127Z

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 · 2026-11-06T21:00:00.380561903Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-06T21:10:00.863871+00:00

Share price$17.31
1D+2.7%
AH$16.77$17.05$17.32$17.59$17.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOUT
Sold putSold callAH

American Outdoor Brands, Inc. Common Stock options

Live interpolated AOUT call and put midpoint premiums by absolute delta.American Outdoor Brands, Inc. Common Stock$0.30$1.00$1.71$2.42$3.13$13.53$15.13$16.73$18.33$19.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AOUT spot · $17.31AOUT PRICE$0.37$0.48$0.58$0.69$0.79$0.90$1.21$1.53$1.85$2.17$2.49$2.92$0.67$0.80$0.84$0.89$0.93$0.98$1.02$1.32$1.62$1.91$2.21$2.51$2.81
PutsExpensive1.84×
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.90156.7%23.6%
25Δ19.3268.7%13.8%15.00137.3%18.0%
30Δ18.9669.4%12.3%15.50123.7%15.4%
35Δ18.6070.0%10.8%16.00110.1%12.7%
40Δ18.2470.7%9.3%16.5096.6%10.1%
45Δ17.8871.4%7.8%16.9983.0%7.5%
50Δ17.5272.0%6.4%17.4969.5%4.9%
55Δ17.0977.0%5.7%17.8970.2%4.3%
60Δ16.6682.2%5.1%18.2971.1%3.7%
65Δ16.2487.4%4.5%18.6972.0%3.1%
70Δ15.8192.5%3.9%19.0873.0%2.5%
75Δ15.3897.7%3.2%19.4873.9%2.0%
80Δ14.85106.1%2.7%19.8874.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.90
IV
156.7%
B/E move
23.6%

25Δ

Calls
Pseudo strike
19.32
IV
68.7%
B/E move
13.8%
Puts
Pseudo strike
15.00
IV
137.3%
B/E move
18.0%

30Δ

Calls
Pseudo strike
18.96
IV
69.4%
B/E move
12.3%
Puts
Pseudo strike
15.50
IV
123.7%
B/E move
15.4%

35Δ

Calls
Pseudo strike
18.60
IV
70.0%
B/E move
10.8%
Puts
Pseudo strike
16.00
IV
110.1%
B/E move
12.7%

40Δ

Calls
Pseudo strike
18.24
IV
70.7%
B/E move
9.3%
Puts
Pseudo strike
16.50
IV
96.6%
B/E move
10.1%

45Δ

Calls
Pseudo strike
17.88
IV
71.4%
B/E move
7.8%
Puts
Pseudo strike
16.99
IV
83.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
17.52
IV
72.0%
B/E move
6.4%
Puts
Pseudo strike
17.49
IV
69.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
17.09
IV
77.0%
B/E move
5.7%
Puts
Pseudo strike
17.89
IV
70.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
16.66
IV
82.2%
B/E move
5.1%
Puts
Pseudo strike
18.29
IV
71.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
16.24
IV
87.4%
B/E move
4.5%
Puts
Pseudo strike
18.69
IV
72.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.81
IV
92.5%
B/E move
3.9%
Puts
Pseudo strike
19.08
IV
73.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
15.38
IV
97.7%
B/E move
3.2%
Puts
Pseudo strike
19.48
IV
73.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
14.85
IV
106.1%
B/E move
2.7%
Puts
Pseudo strike
19.88
IV
74.8%
B/E move
1.4%

Options history

IV · four-Friday blend67.39%
Daily close
AOUT49.2%77.1%105.0%2026-08-13: 80.45%2026-08-14: 98.88%2026-08-21: 89.29%2026-08-24: 76.98%2026-08-26: 69.78%2026-08-27: 82.00%2026-08-28: 82.06%2026-08-31: 64.19%2026-09-03: 62.02%2026-09-04: 64.32%2026-09-08: 62.69%2026-09-09: 58.38%2026-09-10: 64.92%2026-09-18: 57.76%2026-09-21: 61.81%2026-09-23: 60.18%2026-09-24: 57.16%2026-09-25: 58.62%2026-09-28: 53.04%2026-09-29: 64.44%2026-10-01: 59.89%2026-10-14: 74.18%2026-10-15: 101.12%2026-10-16: 60.75%2026-10-20: 61.36%2026-10-21: 60.56%2026-10-22: 58.87%2026-10-23: 58.89%2026-10-26: 62.41%2026-10-27: 65.08%2026-10-28: 64.23%2026-10-29: 64.41%2026-10-30: 67.39%Aug 13Sep 24Oct 30
33 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
80.45%
98.88%
89.29%
76.98%
69.78%
82.00%
82.06%
64.19%
62.02%
64.32%
62.69%
58.38%
64.92%
57.76%
61.81%
60.18%
57.16%
58.62%
53.04%
64.44%
59.89%
74.18%
101.12%
60.75%
61.36%
60.56%
58.87%
58.89%
62.41%
65.08%
64.23%
64.41%
67.39%