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Accel Entertainment, Inc. ACEL

i

Market dataready · fetched 2026-11-11T14:05:49.937Z

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 · 2026-11-11T00:00:00.003028273Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:02:54.999340+00:00

Share price$13.85
1D+0.4%
AH$13.63$13.71$13.79$13.86$13.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACEL
Sold putSold callAH

Accel Entertainment, Inc. options

Live interpolated ACEL call and put midpoint premiums by absolute delta.Accel Entertainment, Inc.$0.74$1.03$1.32$1.62$1.91$10.40$11.91$13.42$14.93$16.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACEL spot · $13.85ACEL PRICE$0.78$0.78$0.78$0.78$0.89$1.00$1.12$1.24$1.35$1.47$1.59$0.78$0.78$0.78$0.83$0.89$0.94$1.00$1.05$1.11$1.16$1.22$1.27$1.82
PutsExpensive2.82×
Calls——
Skew——
Implied moveBalanced±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.50266.7%29.8%
25Δ21.27292.7%59.2%11.53212.8%22.4%
30Δ17.76219.7%33.8%12.51161.0%15.3%
35Δ16.33178.4%23.5%12.77150.5%13.8%
40Δ15.06139.5%14.3%13.04140.0%12.3%
45Δ14.68132.5%12.4%13.30129.5%10.8%
50Δ14.35126.9%10.8%13.56119.0%9.3%
55Δ14.01121.3%9.3%13.82108.5%7.8%
60Δ13.68115.7%7.7%14.0898.0%6.3%
65Δ13.35110.1%6.1%14.3487.5%4.8%
70Δ13.02104.5%4.6%14.6177.0%3.3%
75Δ12.6898.9%3.0%14.8766.5%1.8%
80Δ15.5371.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.50
IV
266.7%
B/E move
29.8%

25Δ

Calls
Pseudo strike
21.27
IV
292.7%
B/E move
59.2%
Puts
Pseudo strike
11.53
IV
212.8%
B/E move
22.4%

30Δ

Calls
Pseudo strike
17.76
IV
219.7%
B/E move
33.8%
Puts
Pseudo strike
12.51
IV
161.0%
B/E move
15.3%

35Δ

Calls
Pseudo strike
16.33
IV
178.4%
B/E move
23.5%
Puts
Pseudo strike
12.77
IV
150.5%
B/E move
13.8%

40Δ

Calls
Pseudo strike
15.06
IV
139.5%
B/E move
14.3%
Puts
Pseudo strike
13.04
IV
140.0%
B/E move
12.3%

45Δ

Calls
Pseudo strike
14.68
IV
132.5%
B/E move
12.4%
Puts
Pseudo strike
13.30
IV
129.5%
B/E move
10.8%

50Δ

Calls
Pseudo strike
14.35
IV
126.9%
B/E move
10.8%
Puts
Pseudo strike
13.56
IV
119.0%
B/E move
9.3%

55Δ

Calls
Pseudo strike
14.01
IV
121.3%
B/E move
9.3%
Puts
Pseudo strike
13.82
IV
108.5%
B/E move
7.8%

60Δ

Calls
Pseudo strike
13.68
IV
115.7%
B/E move
7.7%
Puts
Pseudo strike
14.08
IV
98.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
13.35
IV
110.1%
B/E move
6.1%
Puts
Pseudo strike
14.34
IV
87.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
13.02
IV
104.5%
B/E move
4.6%
Puts
Pseudo strike
14.61
IV
77.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
12.68
IV
98.9%
B/E move
3.0%
Puts
Pseudo strike
14.87
IV
66.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.53
IV
71.7%
B/E move
1.0%

Options history

IV · four-Friday blend73.38%
Daily close
ACEL42.3%73.0%103.7%2026-08-13: 49.66%2026-08-14: 46.53%2026-08-19: 99.51%2026-08-25: 61.60%2026-09-04: 56.73%2026-09-11: 74.23%2026-10-19: 66.76%2026-10-21: 74.98%2026-10-27: 80.48%2026-10-29: 66.91%2026-10-30: 73.38%Aug 13Sep 11Oct 30
11 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.66%
46.53%
99.51%
61.60%
56.73%
74.23%
66.76%
74.98%
80.48%
66.91%
73.38%