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Arcosa, Inc. Common Stock ACA

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Market datapartial · fetched 2026-10-22T08:50:02.726Z

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 · 2026-10-21T23:00:00.003254608Z

FundamentalsAlpha Vantage · unavailable

Share price$149.03
1D+0.4%
AH$148.37$148.77$149.16$149.55$149.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACA
Sold putSold callAH

Arcosa, Inc. Common Stock options

Live interpolated ACA call and put midpoint premiums by absolute delta.Arcosa, Inc. Common Stock$2.29$3.79$5.30$6.80$8.30$135.14$142.16$149.19$156.22$163.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACA spot · $149.03ACA PRICE$2.45$2.45$2.45$2.62$3.20$3.78$4.37$4.95$5.53$6.12$6.70$7.29$7.87$2.46$2.82$3.18$3.54$3.90$4.26$4.62$4.98$5.34$5.70$6.06$7.86
PutsExpensive5.09×
CallsExpensive4.27×
SkewBullish-0.77 pp
Implied moveBalanced±$8.63
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.5056.2%18.1%
25Δ163.6642.0%11.5%140.0537.0%7.7%
30Δ158.6133.3%8.1%141.4535.0%7.0%
35Δ154.6526.8%5.5%142.8533.1%6.3%
40Δ153.4325.8%5.1%144.2631.1%5.6%
45Δ152.2024.8%4.7%145.6629.1%4.9%
50Δ150.9823.7%4.2%147.0627.1%4.2%
55Δ149.7522.7%3.8%148.4625.2%3.5%
60Δ148.5321.7%3.4%149.8723.2%2.8%
65Δ147.3020.6%2.9%151.2721.2%2.1%
70Δ146.0819.6%2.5%152.6719.2%1.4%
75Δ144.8518.6%2.1%154.0717.2%0.7%
80Δ143.6317.5%1.7%156.5618.3%0.2%

20Δ

Calls
Pseudo strike
173.50
IV
56.2%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
163.66
IV
42.0%
B/E move
11.5%
Puts
Pseudo strike
140.05
IV
37.0%
B/E move
7.7%

30Δ

Calls
Pseudo strike
158.61
IV
33.3%
B/E move
8.1%
Puts
Pseudo strike
141.45
IV
35.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
154.65
IV
26.8%
B/E move
5.5%
Puts
Pseudo strike
142.85
IV
33.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
153.43
IV
25.8%
B/E move
5.1%
Puts
Pseudo strike
144.26
IV
31.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
152.20
IV
24.8%
B/E move
4.7%
Puts
Pseudo strike
145.66
IV
29.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
150.98
IV
23.7%
B/E move
4.2%
Puts
Pseudo strike
147.06
IV
27.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
149.75
IV
22.7%
B/E move
3.8%
Puts
Pseudo strike
148.46
IV
25.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
148.53
IV
21.7%
B/E move
3.4%
Puts
Pseudo strike
149.87
IV
23.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
147.30
IV
20.6%
B/E move
2.9%
Puts
Pseudo strike
151.27
IV
21.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
146.08
IV
19.6%
B/E move
2.5%
Puts
Pseudo strike
152.67
IV
19.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
144.85
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
154.07
IV
17.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
143.63
IV
17.5%
B/E move
1.7%
Puts
Pseudo strike
156.56
IV
18.3%
B/E move
0.2%

Options history

No recorded observations