IntraAlpha
Create free account Start free

AeroVironment, Inc. Common Stock AVAV

i

Market dataready · fetched 2026-11-04T03:01:18.131Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:57:33.981990193Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-04T03:01:17.178274+00:00

Share price$124.00
1D+0.0%
AH$123$124$126$127$1285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVAV
Sold putSold callAH

AeroVironment, Inc. Common Stock options

Live interpolated AVAV call and put midpoint premiums by absolute delta.AeroVironment, Inc. Common Stock$0.97$3.59$6.21$8.83$11.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAVAV PRICE$1.25$1.43$1.90$6.43$1.69$1.99$6.05$9.13$10.69
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.89104.1%9.8%
25Δ131.3788.5%7.1%117.5894.2%6.5%
30Δ130.0792.5%6.4%119.3888.1%5.3%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ120.3798.3%2.3%128.0082.1%1.7%
70Δ
75Δ131.6992.1%1.2%
80Δ133.6192.7%0.9%

20Δ

Calls
Pseudo strike
134.89
IV
104.1%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
131.37
IV
88.5%
B/E move
7.1%
Puts
Pseudo strike
117.58
IV
94.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
130.07
IV
92.5%
B/E move
6.4%
Puts
Pseudo strike
119.38
IV
88.1%
B/E move
5.3%

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
120.37
IV
98.3%
B/E move
2.3%
Puts
Pseudo strike
128.00
IV
82.1%
B/E move
1.7%

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
131.69
IV
92.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.61
IV
92.7%
B/E move
0.9%

Options history

IV · four-Friday blend70.36%
Daily close
AVAV47.2%91.9%136.6%2026-08-05: 80.42%2026-08-06: 79.96%2026-08-07: 71.03%2026-08-10: 73.13%2026-08-11: 75.09%2026-08-12: 75.43%2026-08-13: 75.69%2026-08-14: 71.20%2026-08-17: 74.68%2026-08-18: 69.44%2026-08-19: 73.07%2026-08-20: 73.76%2026-08-21: 73.61%2026-08-24: 80.83%2026-08-25: 81.17%2026-08-26: 83.82%2026-08-27: 85.75%2026-08-28: 74.16%2026-08-31: 79.15%2026-09-01: 87.70%2026-09-02: 93.02%2026-09-03: 90.66%2026-09-04: 92.12%2026-09-08: 110.21%2026-09-09: 130.43%2026-09-10: 79.56%2026-09-11: 60.38%2026-09-14: 67.91%2026-09-15: 70.45%2026-09-16: 68.97%2026-09-17: 71.55%2026-09-18: 59.14%2026-09-21: 67.43%2026-09-22: 63.63%2026-09-23: 69.79%2026-09-24: 69.12%2026-09-25: 57.09%2026-09-28: 64.64%2026-09-29: 65.75%2026-09-30: 65.04%2026-10-01: 65.33%2026-10-02: 54.16%2026-10-05: 55.03%2026-10-06: 53.97%2026-10-07: 60.97%2026-10-08: 57.60%2026-10-09: 53.37%2026-10-12: 54.00%2026-10-13: 60.22%2026-10-14: 64.63%2026-10-15: 62.14%2026-10-16: 57.18%2026-10-19: 64.02%2026-10-20: 60.25%2026-10-21: 63.10%2026-10-22: 71.45%2026-10-23: 62.28%2026-10-26: 69.85%2026-10-27: 60.73%2026-10-28: 67.28%2026-10-29: 65.95%2026-10-30: 70.36%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
80.42%
79.96%
71.03%
73.13%
75.09%
75.43%
75.69%
71.20%
74.68%
69.44%
73.07%
73.76%
73.61%
80.83%
81.17%
83.82%
85.75%
74.16%
79.15%
87.70%
93.02%
90.66%
92.12%
110.21%
130.43%
79.56%
60.38%
67.91%
70.45%
68.97%
71.55%
59.14%
67.43%
63.63%
69.79%
69.12%
57.09%
64.64%
65.75%
65.04%
65.33%
54.16%
55.03%
53.97%
60.97%
57.60%
53.37%
54.00%
60.22%
64.63%
62.14%
57.18%
64.02%
60.25%
63.10%
71.45%
62.28%
69.85%
60.73%
67.28%
65.95%
70.36%