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Albertsons Companies, Inc. ACI

i

Market dataready · fetched 2026-11-10T22:29:55.662Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:18:12.57661143Z

FundamentalsSEC EDGAR · ready · as of 2026-09-12 · fetched 2026-11-10T22:29:55.257788+00:00

Share price$13.14
1D+2.5%
AH$12.79$12.93$13.07$13.21$13.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACI
Sold putSold callAH

Albertsons Companies, Inc. options

Live interpolated ACI call and put midpoint premiums by absolute delta.Albertsons Companies, Inc.$0.08$0.75$1.42$2.08$2.75$12.35$12.72$13.08$13.44$13.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACI spot · $13.14ACI PRICE$0.17$0.22$0.27$0.32$0.37$0.43$0.54$0.64$2.56$0.15$0.19$0.23$0.26$0.32$0.40$0.48
Puts——
Calls——
Skew——
Implied moveBearish±$0.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.5284.7%5.9%
30Δ12.6681.3%5.1%
35Δ13.4257.8%3.4%12.8078.0%4.3%
40Δ13.3360.0%3.1%12.9474.6%3.5%
45Δ13.2462.3%2.8%13.0774.6%3.0%
50Δ13.1564.6%2.5%13.1976.8%2.6%
55Δ13.0666.8%2.2%13.3279.1%2.3%
60Δ12.9569.3%1.9%
65Δ12.8272.2%1.6%
70Δ12.6975.1%1.4%
75Δ
80Δ10.97255.4%3.0%

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
12.52
IV
84.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
81.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
13.42
IV
57.8%
B/E move
3.4%
Puts
Pseudo strike
12.80
IV
78.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
13.33
IV
60.0%
B/E move
3.1%
Puts
Pseudo strike
12.94
IV
74.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
13.24
IV
62.3%
B/E move
2.8%
Puts
Pseudo strike
13.07
IV
74.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
13.15
IV
64.6%
B/E move
2.5%
Puts
Pseudo strike
13.19
IV
76.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
13.06
IV
66.8%
B/E move
2.2%
Puts
Pseudo strike
13.32
IV
79.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
12.95
IV
69.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.82
IV
72.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.69
IV
75.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

Calls
Pseudo strike
10.97
IV
255.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.24%
Daily close
ACI28.0%83.6%139.2%2026-08-12: 37.42%2026-08-13: 47.35%2026-08-14: 35.66%2026-08-20: 35.92%2026-08-21: 44.68%2026-08-24: 62.59%2026-08-25: 43.05%2026-08-26: 51.33%2026-08-28: 51.99%2026-08-31: 43.97%2026-09-01: 59.19%2026-09-02: 41.45%2026-09-03: 131.53%2026-09-04: 40.56%2026-09-10: 65.43%2026-09-11: 45.74%2026-09-14: 102.84%2026-09-15: 47.47%2026-09-17: 72.56%2026-09-18: 47.47%2026-09-21: 38.21%2026-09-24: 46.15%2026-09-25: 42.12%2026-09-28: 46.13%2026-09-29: 50.30%2026-10-02: 42.07%2026-10-05: 42.50%2026-10-06: 62.49%2026-10-08: 89.74%2026-10-09: 52.32%2026-10-12: 64.52%2026-10-13: 49.94%2026-10-14: 67.79%2026-10-15: 52.21%2026-10-16: 73.31%2026-10-19: 113.34%2026-10-20: 54.27%2026-10-21: 84.29%2026-10-22: 97.59%2026-10-23: 38.39%2026-10-26: 61.59%2026-10-27: 41.37%2026-10-28: 88.03%2026-10-29: 56.15%2026-10-30: 53.24%Aug 12Sep 25Oct 30
45 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
37.42%
47.35%
35.66%
35.92%
44.68%
62.59%
43.05%
51.33%
51.99%
43.97%
59.19%
41.45%
131.53%
40.56%
65.43%
45.74%
102.84%
47.47%
72.56%
47.47%
38.21%
46.15%
42.12%
46.13%
50.30%
42.07%
42.50%
62.49%
89.74%
52.32%
64.52%
49.94%
67.79%
52.21%
73.31%
113.34%
54.27%
84.29%
97.59%
38.39%
61.59%
41.37%
88.03%
56.15%
53.24%