IntraAlpha
Create free account Start free

ABM Industries, Inc. ABM

i

Market datapartial · fetched 2026-10-22T21:11:21.071Z

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 · 2026-10-22T20:10:00.004288511Z

FundamentalsAlpha Vantage · unavailable

Share price$53.88
1D+3.0%
AH$52.14$52.67$53.20$53.73$54.265:30 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.$0.80$2.02$3.24$4.47$5.69$45.87$49.65$53.42$57.20$60.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABM spot · $53.88ABM PRICE$0.93$0.98$1.04$1.10$1.15$1.41$1.82$2.24$2.65$3.06$3.47$3.89$4.30$1.10$1.32$1.53$1.75$1.97$2.18$2.40$2.62$3.15$3.70$4.24$4.79$5.34
PutsExpensive1.39×
CallsExpensive1.15×
SkewBearish+6.02 pp
Implied moveBearish±$4.23
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.3370.7%26.7%46.2864.4%16.1%
25Δ64.5560.7%21.6%47.5260.2%14.2%
30Δ61.7650.6%16.6%48.7656.0%12.3%
35Δ58.9740.6%11.5%50.0051.7%10.4%
40Δ56.1830.5%6.4%51.2447.5%8.6%
45Δ54.6426.6%4.0%52.4843.3%6.7%
50Δ54.0227.2%3.7%53.7239.0%4.8%
55Δ53.4027.8%3.3%54.9634.8%2.9%
60Δ52.7828.4%2.9%55.7434.0%2.4%
65Δ52.1629.0%2.5%56.5033.4%2.0%
70Δ51.5429.6%2.1%57.2732.8%1.6%
75Δ50.9230.2%1.7%58.0332.2%1.2%
80Δ50.3030.8%1.3%58.7931.5%0.8%

20Δ

Calls
Pseudo strike
67.33
IV
70.7%
B/E move
26.7%
Puts
Pseudo strike
46.28
IV
64.4%
B/E move
16.1%

25Δ

Calls
Pseudo strike
64.55
IV
60.7%
B/E move
21.6%
Puts
Pseudo strike
47.52
IV
60.2%
B/E move
14.2%

30Δ

Calls
Pseudo strike
61.76
IV
50.6%
B/E move
16.6%
Puts
Pseudo strike
48.76
IV
56.0%
B/E move
12.3%

35Δ

Calls
Pseudo strike
58.97
IV
40.6%
B/E move
11.5%
Puts
Pseudo strike
50.00
IV
51.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
56.18
IV
30.5%
B/E move
6.4%
Puts
Pseudo strike
51.24
IV
47.5%
B/E move
8.6%

45Δ

Calls
Pseudo strike
54.64
IV
26.6%
B/E move
4.0%
Puts
Pseudo strike
52.48
IV
43.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
54.02
IV
27.2%
B/E move
3.7%
Puts
Pseudo strike
53.72
IV
39.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
53.40
IV
27.8%
B/E move
3.3%
Puts
Pseudo strike
54.96
IV
34.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
52.78
IV
28.4%
B/E move
2.9%
Puts
Pseudo strike
55.74
IV
34.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
52.16
IV
29.0%
B/E move
2.5%
Puts
Pseudo strike
56.50
IV
33.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
51.54
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
57.27
IV
32.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
50.92
IV
30.2%
B/E move
1.7%
Puts
Pseudo strike
58.03
IV
32.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
50.30
IV
30.8%
B/E move
1.3%
Puts
Pseudo strike
58.79
IV
31.5%
B/E move
0.8%

Options history

ABM30.0931.0532.012026-10-20: 30.22%2026-10-21: 31.88%Oct 20Oct 21
Table
DateIV
30.22%
31.88%