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AllianceBernstein Holding, L.P. AB

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T13:52:59.776Z

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 · 2026-11-11T13:34:34.613738291Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:50:56.269537+00:00

Share price$33.79
1D+0.0%
$33.77$33.78$33.79$33.80$33.815:30 AM6:30 AM9:00 AM1:00 PMAB
Sold putSold call

AllianceBernstein Holding, L.P. options

Live interpolated AB call and put midpoint premiums by absolute delta.AllianceBernstein Holding, L.P.$0.27$1.17$2.06$2.95$3.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ 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 PRICEAB PRICE$0.37$0.66$0.95$1.25$1.54$1.83$2.13$2.42$2.71$3.01$3.30$3.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.7529.2%3.9%
30Δ34.3732.3%3.7%
35Δ34.0035.5%3.4%
40Δ33.6238.6%3.2%
45Δ33.2441.8%2.9%
50Δ32.8644.9%2.7%
55Δ32.4848.0%2.4%
60Δ32.1051.2%2.2%
65Δ31.7354.3%1.9%
70Δ31.3557.5%1.7%
75Δ30.9760.6%1.4%
80Δ30.5963.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.75
IV
29.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.37
IV
32.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.00
IV
35.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.62
IV
38.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.24
IV
41.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.86
IV
44.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.48
IV
48.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
32.10
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.73
IV
54.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.35
IV
57.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.97
IV
60.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.59
IV
63.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.61%
Daily close
AB22.3%26.8%31.2%2026-09-30: 23.15%2026-10-01: 24.04%2026-10-05: 28.18%2026-10-06: 25.85%2026-10-09: 22.92%2026-10-20: 25.57%2026-10-21: 23.83%2026-10-22: 27.17%2026-10-23: 24.89%2026-10-30: 30.61%Sep 30Oct 9Oct 30
10 observations2026-09-30 — 2026-10-30
Table
DateIV (%)
23.15%
24.04%
28.18%
25.85%
22.92%
25.57%
23.83%
27.17%
24.89%
30.61%