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Ampco-Pittsburgh Corp. AP

i

Market dataready · fetched 2026-11-03T14:42:17.542Z

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 · 2026-11-03T14:30:00.863189722Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:42:16.398565+00:00

Share price$7.66
1D+0.0%
$7.66$7.66$7.66$7.66$7.675:30 AM6:30 AM9:00 AM1:00 PMAP
Sold putSold call

Ampco-Pittsburgh Corp. options

Live interpolated AP call and put midpoint premiums by absolute delta.Ampco-Pittsburgh Corp.$0.19$0.72$1.25$1.77$2.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAP PRICE$0.48$0.58$0.67$0.76$0.86$1.00$1.28$1.57$1.86$2.15$0.25$0.31$0.38$0.44$0.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.97124.2%25.3%
25Δ6.33117.1%21.5%
30Δ6.68109.9%17.7%
35Δ9.02125.4%24.1%7.04102.7%13.9%
40Δ8.70126.1%21.1%7.3995.6%10.1%
45Δ8.38126.7%18.2%
50Δ8.06127.4%15.2%
55Δ7.74128.0%12.2%
60Δ7.40130.0%9.7%
65Δ7.02135.9%8.4%
70Δ6.64141.8%7.2%
75Δ6.25147.6%5.9%
80Δ5.87153.5%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.97
IV
124.2%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.33
IV
117.1%
B/E move
21.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
109.9%
B/E move
17.7%

35Δ

Calls
Pseudo strike
9.02
IV
125.4%
B/E move
24.1%
Puts
Pseudo strike
7.04
IV
102.7%
B/E move
13.9%

40Δ

Calls
Pseudo strike
8.70
IV
126.1%
B/E move
21.1%
Puts
Pseudo strike
7.39
IV
95.6%
B/E move
10.1%

45Δ

Calls
Pseudo strike
8.38
IV
126.7%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.06
IV
127.4%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.74
IV
128.0%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.40
IV
130.0%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.02
IV
135.9%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.64
IV
141.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.25
IV
147.6%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.87
IV
153.5%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend109.36%
Daily close
AP90.0%117.8%145.6%2026-08-05: 116.23%2026-08-06: 107.25%2026-08-11: 109.93%2026-08-18: 141.77%2026-08-25: 97.29%2026-09-24: 99.29%2026-10-05: 98.34%2026-10-16: 97.71%2026-10-19: 97.84%2026-10-20: 93.83%2026-10-21: 100.52%2026-10-22: 98.40%2026-10-23: 108.85%2026-10-26: 99.88%2026-10-27: 105.16%2026-10-28: 127.39%2026-10-29: 109.36%Aug 5Oct 19Oct 29
17 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
116.23%
107.25%
109.93%
141.77%
97.29%
99.29%
98.34%
97.71%
97.84%
93.83%
100.52%
98.40%
108.85%
99.88%
105.16%
127.39%
109.36%