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Acco Brands Corporation ACCO

INDUSTRIALS · BUSINESS EQUIPMENT & SUPPLIES
i

Market dataready · fetched 2026-11-12T03:09:11.164Z

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 · 2026-11-12T00:05:00.442092757Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:10.827590+00:00

Share price$5.33
1D+0.4%
AH$5.30$5.33$5.35$5.38$5.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACCO
Sold putSold callAH

Acco Brands Corporation options

Live interpolated ACCO call and put midpoint premiums by absolute delta.Acco Brands Corporation$0.01$0.53$1.05$1.57$2.09$4.66$4.98$5.30$5.62$5.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACCO spot · $5.33ACCO PRICE$0.38$0.38$0.39$0.39$0.40$0.40$0.41$0.41$0.42$0.42$0.46$1.09$0.07$0.13$0.31$0.49$0.67$0.85$1.03$1.21$1.39$1.57$1.75$1.94
Puts——
Calls——
Skew——
Implied moveBearish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.54110.0%16.1%
25Δ9.98406.6%94.3%5.0665.5%7.5%
30Δ9.48372.5%85.0%5.2676.0%7.0%
35Δ8.98338.4%75.7%5.4786.5%6.5%
40Δ8.48304.3%66.4%5.6797.0%6.1%
45Δ7.98270.2%57.1%5.88107.5%5.6%
50Δ7.48236.1%47.8%6.09118.0%5.2%
55Δ6.98202.0%38.5%6.29128.5%4.7%
60Δ6.48167.9%29.2%6.50139.0%4.2%
65Δ5.97133.8%19.9%6.70149.5%3.8%
70Δ5.4799.7%10.6%6.91160.0%3.3%
75Δ4.9771.6%1.8%7.11170.5%2.8%
80Δ4.33149.4%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.54
IV
110.0%
B/E move
16.1%

25Δ

Calls
Pseudo strike
9.98
IV
406.6%
B/E move
94.3%
Puts
Pseudo strike
5.06
IV
65.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
9.48
IV
372.5%
B/E move
85.0%
Puts
Pseudo strike
5.26
IV
76.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
8.98
IV
338.4%
B/E move
75.7%
Puts
Pseudo strike
5.47
IV
86.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
8.48
IV
304.3%
B/E move
66.4%
Puts
Pseudo strike
5.67
IV
97.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
7.98
IV
270.2%
B/E move
57.1%
Puts
Pseudo strike
5.88
IV
107.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
7.48
IV
236.1%
B/E move
47.8%
Puts
Pseudo strike
6.09
IV
118.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
6.98
IV
202.0%
B/E move
38.5%
Puts
Pseudo strike
6.29
IV
128.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
6.48
IV
167.9%
B/E move
29.2%
Puts
Pseudo strike
6.50
IV
139.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
5.97
IV
133.8%
B/E move
19.9%
Puts
Pseudo strike
6.70
IV
149.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
5.47
IV
99.7%
B/E move
10.6%
Puts
Pseudo strike
6.91
IV
160.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
4.97
IV
71.6%
B/E move
1.8%
Puts
Pseudo strike
7.11
IV
170.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
4.33
IV
149.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations