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American Coastal Insurance Corporation Common Stock ACIC

i

Market dataready · fetched 2026-11-12T01:14:57.456Z

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 · 2026-11-11T21:25:59.707842737Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:14:56.907128+00:00

Share price$10.18
1D-2.3%
AH$10.15$10.22$10.30$10.37$10.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACIC
Sold putSold callAH

American Coastal Insurance Corporation Common Stock options

Live interpolated ACIC call and put midpoint premiums by absolute delta.American Coastal Insurance Corporation Common Stock$0.47$0.79$1.10$1.42$1.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEACIC PRICE$0.72$0.72$0.72$0.75$0.51$0.76$1.01$1.26$0.72$0.72$0.50$0.65$0.79$0.94$1.08$1.26$1.45$1.65
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.50329.3%33.5%
25Δ19.12407.9%94.9%8.40253.8%24.6%
30Δ14.58302.2%50.4%
35Δ12.59235.7%30.8%
40Δ11.59196.5%21.2%
45Δ10.1480.2%5.3%
50Δ10.3484.0%4.8%
55Δ10.5487.8%4.2%
60Δ10.7491.7%3.7%
65Δ9.8649.9%1.9%10.9495.5%3.2%
70Δ9.6163.3%1.8%11.1795.4%2.6%
75Δ9.3576.7%1.8%11.4293.4%2.1%
80Δ9.0990.1%1.7%11.6791.4%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.50
IV
329.3%
B/E move
33.5%

25Δ

Calls
Pseudo strike
19.12
IV
407.9%
B/E move
94.9%
Puts
Pseudo strike
8.40
IV
253.8%
B/E move
24.6%

30Δ

Calls
Pseudo strike
14.58
IV
302.2%
B/E move
50.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.59
IV
235.7%
B/E move
30.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.59
IV
196.5%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.14
IV
80.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.34
IV
84.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.54
IV
87.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.74
IV
91.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
9.86
IV
49.9%
B/E move
1.9%
Puts
Pseudo strike
10.94
IV
95.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
9.61
IV
63.3%
B/E move
1.8%
Puts
Pseudo strike
11.17
IV
95.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
9.35
IV
76.7%
B/E move
1.8%
Puts
Pseudo strike
11.42
IV
93.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
9.09
IV
90.1%
B/E move
1.7%
Puts
Pseudo strike
11.67
IV
91.4%
B/E move
1.5%

Options history

IV · four-Friday blend45.72%
Daily close
ACIC36.8%55.7%74.6%2026-08-13: 53.90%2026-08-14: 51.41%2026-08-21: 42.64%2026-08-24: 44.13%2026-08-25: 47.47%2026-08-27: 39.96%2026-08-28: 39.37%2026-08-31: 42.29%2026-09-03: 40.54%2026-09-09: 50.61%2026-09-10: 64.74%2026-09-14: 71.95%2026-09-18: 43.52%2026-09-21: 44.11%2026-09-22: 42.94%2026-09-23: 42.73%2026-09-24: 44.34%2026-09-25: 43.55%2026-09-28: 46.17%2026-10-01: 46.46%2026-10-02: 44.19%2026-10-06: 57.02%2026-10-07: 49.50%2026-10-12: 62.69%2026-10-16: 46.55%2026-10-19: 54.34%2026-10-20: 42.61%2026-10-21: 44.33%2026-10-22: 61.76%2026-10-23: 55.14%2026-10-26: 46.91%2026-10-27: 52.11%2026-10-28: 56.68%2026-10-29: 47.68%2026-10-30: 45.72%Aug 13Sep 25Oct 30
35 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
53.90%
51.41%
42.64%
44.13%
47.47%
39.96%
39.37%
42.29%
40.54%
50.61%
64.74%
71.95%
43.52%
44.11%
42.94%
42.73%
44.34%
43.55%
46.17%
46.46%
44.19%
57.02%
49.50%
62.69%
46.55%
54.34%
42.61%
44.33%
61.76%
55.14%
46.91%
52.11%
56.68%
47.68%
45.72%