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ABM Industries, Inc. ABM

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-12T01:37:59.372Z

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 · 2026-11-12T00:00:00.003734761Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T01:35:34.074506+00:00

Share price$54.28
1D-0.1%
AH$53.87$54.02$54.17$54.32$54.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABM
Sold putSold callAH

ABM Industries, Inc. options

Live interpolated ABM call and put midpoint premiums by absolute delta.ABM Industries, Inc.$0.58$2.36$4.14$5.92$7.70$50.46$52.35$54.24$56.13$58.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive ABM spot · $54.28ABM PRICE$1.48$2.29$3.11$3.92$4.74$5.56$6.37$7.19$0.78$0.86$0.94$1.02$1.11$1.19$1.27
Puts——
Calls——
Skew——
Implied moveBullish±$3.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ50.5964.3%8.2%
30Δ51.2259.2%7.2%
35Δ51.8654.1%6.2%
40Δ52.4949.0%5.2%
45Δ54.0933.1%2.4%53.1243.8%4.2%
50Δ53.1737.8%2.2%53.7538.7%3.2%
55Δ52.2442.5%2.0%54.3933.6%2.1%
60Δ51.3247.3%1.8%
65Δ50.3952.0%1.6%
70Δ49.4756.7%1.4%
75Δ48.5561.4%1.2%
80Δ47.6266.1%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.59
IV
64.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.22
IV
59.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.86
IV
54.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.49
IV
49.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
54.09
IV
33.1%
B/E move
2.4%
Puts
Pseudo strike
53.12
IV
43.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
53.17
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
53.75
IV
38.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
52.24
IV
42.5%
B/E move
2.0%
Puts
Pseudo strike
54.39
IV
33.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
51.32
IV
47.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.39
IV
52.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.47
IV
56.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
48.55
IV
61.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.62
IV
66.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.10%
Daily close
ABM27.6%34.4%41.1%2026-08-21: 34.39%2026-08-24: 35.93%2026-08-25: 35.93%2026-08-26: 37.63%2026-08-27: 38.39%2026-08-28: 35.39%2026-08-31: 37.50%2026-09-01: 40.20%2026-09-02: 36.57%2026-09-03: 39.20%2026-09-04: 38.61%2026-09-18: 28.66%2026-09-21: 31.61%2026-09-22: 28.52%2026-09-23: 29.45%2026-09-24: 28.97%2026-10-08: 29.25%2026-10-09: 28.53%2026-10-12: 34.31%2026-10-16: 28.92%2026-10-19: 31.61%2026-10-20: 30.22%2026-10-21: 31.88%2026-10-22: 32.75%2026-10-23: 31.47%2026-10-26: 30.64%2026-10-28: 32.10%Aug 21Sep 22Oct 28
27 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
34.39%
35.93%
35.93%
37.63%
38.39%
35.39%
37.50%
40.20%
36.57%
39.20%
38.61%
28.66%
31.61%
28.52%
29.45%
28.97%
29.25%
28.53%
34.31%
28.92%
31.61%
30.22%
31.88%
32.75%
31.47%
30.64%
32.10%