Industrials

AAON, Inc. (AAON) options and signal

Figures as of 28 Sep 2026

AAON is AAON, Inc., an Industrials name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
IV rank85 of 10028 Sep
At the money IV66.4%28 Sep
Priced move to 16 Oct14.1% down, 13.5% up28 Sep
Call wall and put wall95 and 8028 Sep
Signal and the desk's viewNo signal, view neutral25 Sep

Options Snapshot

AAON's IV rank is 85 of 100 on 28 Sep 2026.

FigureValue
IV rank85 of 100
At the money IV66.4%, near month, 18 days
Put/call ratio, open interest0.35
Call open interest, strikes captured near the price6,240 contracts
Put open interest, strikes captured near the price2,190 contracts
Cost to trade at the moneyFair, 30.1% of the option's mid price

IV rank is where the at the money IV sits among AAON's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, AAON options priced a move of 14.1 percent down and 13.5 percent up by 16 Oct 2026.

ExpiryDaysDownUpRange
16 Oct 20261814.1%13.5%73.34 to 96.84
20 Nov 20265326.4%26.8%62.84 to 108.24
18 Dec 20268130.7%31.2%59.14 to 111.94
15 Jan 202710934.2%35.7%56.14 to 115.84
19 Mar 202717252.7%45.5%40.34 to 124.14
16 Apr 202720047.5%47.5%44.84 to 125.84

The range is one standard deviation either side of the close of 85.34, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, AAON's call wall is the 95 strike and its put wall is the 80 strike.

FigureValue
Call wall, most open call gamma95
Put wall, most open put gamma80
Net dollar gamma, calls minus puts$602,042
Total dollar gamma, both sides$1.01 million
Close85.34

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 3 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, AAON's at the money IV runs from 66.4 percent at 18 days to 64.0 percent at 200 days.

Days to expiryAt the money IV
1866.4%
5369.2%
8166.2%
10965.9%
17276.8%
20064.0%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, AAON's IV ten percent below the price sits 0.1 points above at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price69.3%+0.1 points
At the money69.2%0.0 points
10% above the price69.8%+0.6 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, AAON's surface spans 6 expiries out to 200 days, with IV from 36.3 to 77.6 percent near the price.

FigureValue
Expiries captured6
Nearest expiry16 Oct 2026, 18 days
Farthest expiry16 Apr 2027, 200 days
Points within 10% of the price, 7 days out or more17
Lowest IV among them36.3%
Highest IV among them77.6%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, AAON has 6 captured expiries, from 16 Oct 2026 to 16 Apr 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
16 Oct 20261866.4%3,825979
20 Nov 20265369.2%1,31496
18 Dec 20268166.2%303224
15 Jan 202710965.9%520435
19 Mar 202717276.8%242219
16 Apr 202720064.0%33234

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, AAON's largest open interest sits at the 95 strike, with 1,861 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
951,842191,861
705564451,001
9096325988
80342335677
11061435649
60193347540

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, AAON's at the money IV moved from 56.4 percent to 66.4 percent.

Figure25 Sep28 SepChange
At the money IV56.4%66.4%+10.0 points
Open interest, strikes captured near the price6,5108,424+1,914
Put/call ratio, open interest0.380.35-0.03

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 1,094 AAON option contracts traded, 0.7 times its own recent average.

FigureValue
Calls traded654
Puts traded440
Against its recent average0.7 times
Busier than3 of its last 6 trading days
Open interest, whole chain8,806 contracts
Volume to open interest0.12
Unusual volume flagNo

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 18 trading days of AAON's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 202685.78minus $222,0979080
31 Aug 202675.97minus $157,0617080
28 Sep 202685.34$602,0429580

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of AAON was neutral, paper trading.

FigureValue
SideNeutral at 45 trading days, no signal
Strategy familyIron condor (sell both sides, defined risk)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 AAON sat at the 24th percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days3 of 100Bearish
20 trading days10 of 100Bearish
45 trading days24 of 100Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 AAON's near timeframes were bearish and its long timeframe was neutral, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayBearish2 of 2
Long45 dayNeutral0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 AAON had carried no signal for at least 5 trading days, paper trading.

Trading daySignal45 day percentile
25 Sep 2026None24 of 100
24 Sep 2026None33 of 100
23 Sep 2026None32 of 100
22 Sep 2026None25 of 100
21 Sep 2026None79 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 51 of 147 Industrials names were bullish and 37 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Industrials147513759

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Questions

What is AAON's IV rank?
AAON's IV rank is 85 of 100 on 28 Sep 2026.
What move are AAON options pricing?
On 28 Sep 2026, AAON options priced a move of 14.1 percent down and 13.5 percent up by 16 Oct 2026.
Where are AAON's call wall and put wall?
On 28 Sep 2026, AAON's call wall is the 95 strike and its put wall is the 80 strike.
What was the desk's latest view of AAON on the Free plan?
On 25 Sep 2026 the desk's view of AAON was neutral, paper trading.

More Industrials names

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