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Acadian Asset Management Inc. AAMI

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Market datapartial · fetched 2026-10-23T06:02:51.959Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003738151Z

FundamentalsAlpha Vantage · unavailable

Share price$92.79
1D-1.1%
AH$92.60$93.28$93.95$94.63$95.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAMI
Sold putSold callAH

Acadian Asset Management Inc. options

Live interpolated AAMI call and put midpoint premiums by absolute delta.Acadian Asset Management Inc.$1.66$4.39$7.13$9.87$12.60$78.98$86.63$94.29$101.95$109.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAMI spot · $92.79AAMI PRICE$2.40$2.46$2.49$2.70$3.09$3.47$4.31$5.18$6.06$7.13$8.40$9.68$11.81$2.45$1.95$2.33$2.70$3.08$3.45$3.82$4.20$5.18$6.71$8.25$9.28$10.11
PutsExpensive1.18×
CallsExpensive1.43×
SkewBullish-11.58 pp
Implied moveBullish±$8.13
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8392.8%31.7%79.5676.3%16.9%
25Δ108.8270.7%19.9%85.7647.4%9.7%
30Δ102.8656.3%13.5%87.6444.6%8.1%
35Δ99.0048.0%9.6%89.5241.9%6.4%
40Δ97.0745.3%7.9%90.8839.6%5.4%
45Δ95.1542.7%6.3%92.0737.4%4.5%
50Δ93.6643.9%5.6%93.2535.3%3.6%
55Δ92.2045.5%4.9%94.4333.1%2.8%
60Δ90.7447.0%4.3%95.9333.8%2.2%
65Δ89.1048.3%3.7%97.7037.2%1.9%
70Δ87.2849.4%3.1%99.4840.5%1.7%
75Δ85.4650.5%2.5%100.8539.5%1.3%
80Δ82.8753.4%2.0%102.0536.7%0.9%

20Δ

Calls
Pseudo strike
119.83
IV
92.8%
B/E move
31.7%
Puts
Pseudo strike
79.56
IV
76.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
108.82
IV
70.7%
B/E move
19.9%
Puts
Pseudo strike
85.76
IV
47.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
102.86
IV
56.3%
B/E move
13.5%
Puts
Pseudo strike
87.64
IV
44.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
99.00
IV
48.0%
B/E move
9.6%
Puts
Pseudo strike
89.52
IV
41.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
97.07
IV
45.3%
B/E move
7.9%
Puts
Pseudo strike
90.88
IV
39.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
95.15
IV
42.7%
B/E move
6.3%
Puts
Pseudo strike
92.07
IV
37.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
93.66
IV
43.9%
B/E move
5.6%
Puts
Pseudo strike
93.25
IV
35.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
92.20
IV
45.5%
B/E move
4.9%
Puts
Pseudo strike
94.43
IV
33.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
90.74
IV
47.0%
B/E move
4.3%
Puts
Pseudo strike
95.93
IV
33.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.10
IV
48.3%
B/E move
3.7%
Puts
Pseudo strike
97.70
IV
37.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
87.28
IV
49.4%
B/E move
3.1%
Puts
Pseudo strike
99.48
IV
40.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
85.46
IV
50.5%
B/E move
2.5%
Puts
Pseudo strike
100.85
IV
39.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
82.87
IV
53.4%
B/E move
2.0%
Puts
Pseudo strike
102.05
IV
36.7%
B/E move
0.9%

Options history

AAMI33.4833.7634.042026-10-20: 33.52%2026-10-21: 34.00%Oct 20Oct 21
Table
DateIV
33.52%
34.00%