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StandardAero, Inc. SARO

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-08T09:15:35.993Z

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 · 2026-11-07T00:03:23.879334478Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T09:15:35.542793+00:00

Share price$27.52
1D+4.4%
AH$25.47$26.04$26.62$27.19$27.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSARO
Sold putSold callAH

StandardAero, Inc. options

Live interpolated SARO call and put midpoint premiums by absolute delta.StandardAero, Inc.$0.21$0.88$1.55$2.22$2.88$20.75$23.73$26.70$29.68$32.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SARO spot · $27.52SARO PRICE$0.28$0.48$0.68$0.89$1.09$1.29$1.49$1.69$1.89$2.09$2.29$2.49$2.69$0.40$0.59$0.79$0.98$1.18$1.37$1.56$1.76$1.95$2.15$2.34$2.53
Puts——
CallsCheap0.71×
Skew——
Implied moveBearish±$3.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9852.3%10.0%25.1562.5%10.0%
25Δ29.5952.8%9.3%25.5661.7%9.3%
30Δ29.2053.3%8.6%25.9660.9%8.5%
35Δ28.8053.8%7.9%26.3760.1%7.8%
40Δ28.4154.3%7.2%26.7759.3%7.0%
45Δ28.0254.8%6.5%27.1858.5%6.2%
50Δ27.6255.4%5.8%27.5857.7%5.5%
55Δ27.2355.9%5.1%27.9856.9%4.7%
60Δ26.8456.4%4.4%28.3956.1%3.9%
65Δ26.4456.9%3.7%28.7955.3%3.2%
70Δ26.0557.4%3.0%29.2054.5%2.4%
75Δ25.6557.9%2.3%29.6053.7%1.6%
80Δ25.2658.4%1.6%

20Δ

Calls
Pseudo strike
29.98
IV
52.3%
B/E move
10.0%
Puts
Pseudo strike
25.15
IV
62.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
29.59
IV
52.8%
B/E move
9.3%
Puts
Pseudo strike
25.56
IV
61.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
29.20
IV
53.3%
B/E move
8.6%
Puts
Pseudo strike
25.96
IV
60.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
28.80
IV
53.8%
B/E move
7.9%
Puts
Pseudo strike
26.37
IV
60.1%
B/E move
7.8%

40Δ

Calls
Pseudo strike
28.41
IV
54.3%
B/E move
7.2%
Puts
Pseudo strike
26.77
IV
59.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
28.02
IV
54.8%
B/E move
6.5%
Puts
Pseudo strike
27.18
IV
58.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
27.62
IV
55.4%
B/E move
5.8%
Puts
Pseudo strike
27.58
IV
57.7%
B/E move
5.5%

55Δ

Calls
Pseudo strike
27.23
IV
55.9%
B/E move
5.1%
Puts
Pseudo strike
27.98
IV
56.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
26.84
IV
56.4%
B/E move
4.4%
Puts
Pseudo strike
28.39
IV
56.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
26.44
IV
56.9%
B/E move
3.7%
Puts
Pseudo strike
28.79
IV
55.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
26.05
IV
57.4%
B/E move
3.0%
Puts
Pseudo strike
29.20
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.65
IV
57.9%
B/E move
2.3%
Puts
Pseudo strike
29.60
IV
53.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.26
IV
58.4%
B/E move
1.6%
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%