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StandardAero, Inc. SARO

i

Market dataready · fetched 2026-11-06T14:32:45.384Z

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 · 2026-11-06T14:32:41.849093519Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:32:44.891303+00:00

Share price$26.70
1D+3.0%
$26.15$26.51$26.88$27.24$27.605:30 AM6:30 AM9:00 AM1:00 PMSARO
Sold putSold call

StandardAero, Inc. options

Live interpolated SARO call and put midpoint premiums by absolute delta.StandardAero, Inc.$0.39$1.41$2.44$3.46$4.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESARO PRICE$0.50$0.75$0.99$1.24$1.49$1.74$1.99$2.24$2.49$2.74$3.12$3.66$4.19$0.62$0.65
Puts——
CallsFair1.01×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.4155.6%12.0%23.0398.6%16.1%
25Δ28.9459.5%11.2%24.2180.0%11.8%
30Δ28.4863.5%10.4%
35Δ28.0267.4%9.6%
40Δ27.5671.4%8.8%
45Δ27.1075.3%8.0%
50Δ26.6479.3%7.2%
55Δ26.1783.3%6.4%
60Δ25.7187.2%5.6%
65Δ25.2591.2%4.8%
70Δ24.6693.6%4.0%
75Δ23.9194.3%3.3%
80Δ23.1795.0%2.5%

20Δ

Calls
Pseudo strike
29.41
IV
55.6%
B/E move
12.0%
Puts
Pseudo strike
23.03
IV
98.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
28.94
IV
59.5%
B/E move
11.2%
Puts
Pseudo strike
24.21
IV
80.0%
B/E move
11.8%

30Δ

Calls
Pseudo strike
28.48
IV
63.5%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.02
IV
67.4%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.56
IV
71.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.10
IV
75.3%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.64
IV
79.3%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
26.17
IV
83.3%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.71
IV
87.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.25
IV
91.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.66
IV
93.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.91
IV
94.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.17
IV
95.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.24%
Daily EOD
SARO43.3%46.1%48.8%2026-10-19: 46.00%2026-10-20: 43.97%2026-10-21: 47.35%2026-10-22: 44.15%2026-10-23: 43.72%2026-10-26: 44.88%2026-10-27: 48.39%2026-10-28: 46.03%2026-10-29: 47.01%2026-10-30: 46.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.00%
43.97%
47.35%
44.15%
43.72%
44.88%
48.39%
46.03%
47.01%
46.24%