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AeroVironment, Inc. Common Stock AVAV

i

Market dataready · fetched 2026-11-06T21:08:58.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:04:48.183565155Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-06T21:08:57.390377+00:00

Share price$111.72
1D+7.2%
AH$101$104$108$111$1145:30 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$4.51$8.05$11.60$15.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVAV PRICE$1.36$1.83$2.42$3.07$3.42$4.30$5.77$6.89$7.80$10.87$14.12$1.74$2.44$2.97$3.75$4.56$5.18$6.46$8.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.8682.3%12.1%
25Δ121.5983.1%10.5%105.1271.3%7.5%
30Δ120.0287.5%9.6%106.2578.2%7.1%
35Δ118.2189.9%8.6%107.9276.8%6.1%
40Δ115.8582.6%6.8%109.3879.7%5.5%
45Δ114.3787.8%6.2%110.9481.1%4.8%
50Δ112.4478.4%4.0%
55Δ110.9286.5%4.4%114.1783.2%3.6%
60Δ109.1889.8%3.9%
65Δ107.4688.4%3.2%
70Δ118.3971.9%1.7%
75Δ103.2694.3%2.2%
80Δ99.69108.0%1.9%

20Δ

Calls
Pseudo strike
123.86
IV
82.3%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
121.59
IV
83.1%
B/E move
10.5%
Puts
Pseudo strike
105.12
IV
71.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
120.02
IV
87.5%
B/E move
9.6%
Puts
Pseudo strike
106.25
IV
78.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
118.21
IV
89.9%
B/E move
8.6%
Puts
Pseudo strike
107.92
IV
76.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
115.85
IV
82.6%
B/E move
6.8%
Puts
Pseudo strike
109.38
IV
79.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
114.37
IV
87.8%
B/E move
6.2%
Puts
Pseudo strike
110.94
IV
81.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.44
IV
78.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
110.92
IV
86.5%
B/E move
4.4%
Puts
Pseudo strike
114.17
IV
83.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
109.18
IV
89.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
107.46
IV
88.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.39
IV
71.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
103.26
IV
94.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.69
IV
108.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.36%
Daily close
AVAV47.2%91.9%136.6%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%