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Acadian Asset Management Inc. AAMI

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T16:18:03.678Z

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 · 2026-11-12T16:17:07.820951976Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:18:02.617053+00:00

Share price$96.03
1D-0.4%
$95.70$95.96$96.22$96.48$96.745:30 AM6:30 AM9:00 AM1:00 PMAAMI
Sold putSold call

Acadian Asset Management Inc. options

Live interpolated AAMI call and put midpoint premiums by absolute delta.Acadian Asset Management Inc.$1.36$2.68$3.99$5.30$6.62$86.56$91.54$96.52$101.51$106.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAMI spot · $96.03AAMI PRICE$1.51$1.71$2.00$2.31$2.48$2.54$2.59$2.65$2.80$3.66$4.52$5.38$6.24$2.45$2.45$2.45$2.45$2.45$2.58$2.85$3.11$3.37$3.64$3.90$4.17
Puts——
CallsExpensive1.09×
Skew——
Implied moveBearish±$5.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.52103.6%17.7%81.82142.6%17.3%
25Δ105.9485.9%12.1%87.16107.4%11.8%
30Δ103.1878.3%9.5%90.4785.1%8.3%
35Δ101.0072.6%7.6%92.2971.9%6.4%
40Δ99.3966.0%6.1%94.1058.7%4.6%
45Δ98.2658.6%5.0%95.3450.8%3.4%
50Δ97.1251.2%3.8%96.0248.0%3.0%
55Δ95.9943.8%2.7%96.6945.3%2.5%
60Δ94.8737.5%1.7%97.3742.5%2.1%
65Δ93.8139.9%1.5%98.0539.7%1.7%
70Δ92.7542.2%1.3%98.7337.0%1.3%
75Δ91.6944.6%1.1%99.4034.2%0.8%
80Δ90.6347.0%0.9%

20Δ

Calls
Pseudo strike
111.52
IV
103.6%
B/E move
17.7%
Puts
Pseudo strike
81.82
IV
142.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
105.94
IV
85.9%
B/E move
12.1%
Puts
Pseudo strike
87.16
IV
107.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
103.18
IV
78.3%
B/E move
9.5%
Puts
Pseudo strike
90.47
IV
85.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
101.00
IV
72.6%
B/E move
7.6%
Puts
Pseudo strike
92.29
IV
71.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
99.39
IV
66.0%
B/E move
6.1%
Puts
Pseudo strike
94.10
IV
58.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
98.26
IV
58.6%
B/E move
5.0%
Puts
Pseudo strike
95.34
IV
50.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
97.12
IV
51.2%
B/E move
3.8%
Puts
Pseudo strike
96.02
IV
48.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
95.99
IV
43.8%
B/E move
2.7%
Puts
Pseudo strike
96.69
IV
45.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
94.87
IV
37.5%
B/E move
1.7%
Puts
Pseudo strike
97.37
IV
42.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
93.81
IV
39.9%
B/E move
1.5%
Puts
Pseudo strike
98.05
IV
39.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
92.75
IV
42.2%
B/E move
1.3%
Puts
Pseudo strike
98.73
IV
37.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
91.69
IV
44.6%
B/E move
1.1%
Puts
Pseudo strike
99.40
IV
34.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
90.63
IV
47.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.66%
Daily close
AAMI31.3%43.7%56.1%2026-08-14: 41.00%2026-08-17: 42.74%2026-08-18: 44.30%2026-08-21: 35.03%2026-08-24: 35.19%2026-08-25: 33.68%2026-08-26: 34.23%2026-08-27: 33.33%2026-08-28: 33.89%2026-08-31: 32.98%2026-09-01: 36.09%2026-09-02: 35.20%2026-09-03: 35.22%2026-09-04: 35.13%2026-09-08: 38.40%2026-09-09: 38.01%2026-09-10: 38.36%2026-09-14: 40.83%2026-09-15: 40.41%2026-09-17: 52.36%2026-09-18: 33.84%2026-09-21: 34.27%2026-09-22: 35.13%2026-09-23: 34.12%2026-09-24: 34.45%2026-09-25: 33.92%2026-09-28: 33.50%2026-09-29: 35.76%2026-09-30: 35.73%2026-10-01: 35.62%2026-10-02: 34.48%2026-10-05: 35.15%2026-10-06: 37.52%2026-10-07: 37.77%2026-10-08: 38.51%2026-10-09: 36.03%2026-10-12: 44.52%2026-10-13: 41.26%2026-10-14: 54.36%2026-10-16: 35.06%2026-10-19: 34.41%2026-10-20: 33.52%2026-10-21: 34.67%2026-10-22: 34.74%2026-10-23: 35.69%2026-10-26: 35.48%2026-10-27: 35.07%2026-10-28: 35.22%2026-10-29: 34.54%2026-10-30: 35.66%Aug 14Sep 24Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
41.00%
42.74%
44.30%
35.03%
35.19%
33.68%
34.23%
33.33%
33.89%
32.98%
36.09%
35.20%
35.22%
35.13%
38.40%
38.01%
38.36%
40.83%
40.41%
52.36%
33.84%
34.27%
35.13%
34.12%
34.45%
33.92%
33.50%
35.76%
35.73%
35.62%
34.48%
35.15%
37.52%
37.77%
38.51%
36.03%
44.52%
41.26%
54.36%
35.06%
34.41%
33.52%
34.67%
34.74%
35.69%
35.48%
35.07%
35.22%
34.54%
35.66%