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American Coastal Insurance Corporation Common Stock ACIC

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Market datapartial · fetched 2026-10-22T16:20:58.128Z

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 · 2026-10-22T16:14:02.53733052Z

FundamentalsAlpha Vantage · unavailable

Share price$11.36
1D+1.2%
$11.17$11.23$11.29$11.34$11.405:30 AM6:30 AM9:00 AM1:00 PMACIC
Sold putSold call

American Coastal Insurance Corporation Common Stock options

Live interpolated ACIC call and put midpoint premiums by absolute delta.American Coastal Insurance Corporation Common Stock$0.00$2.43$4.86$7.29$9.73$6.63$8.91$11.18$13.46$15.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACIC spot · $11.36ACIC PRICE$0.49$0.25$0.25$0.92$1.08$1.12$1.15$1.19$1.22$1.59$2.00$2.42$2.83$0.73$0.86$0.84$0.93$1.02$1.28$1.53$1.97$2.52$3.07$3.62$4.60$9.02
PutsExpensive2.64×
CallsExpensive2.09×
SkewBearish+10.74 pp
Implied moveBearish±$2.68
TiltBearish32.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.88165.9%70.6%8.62159.6%30.5%
25Δ12.9157.2%15.9%9.36145.8%25.1%
30Δ12.3645.3%11.0%10.10115.9%18.4%
35Δ14.75151.7%38.1%10.57104.8%15.0%
40Δ13.91148.4%32.0%11.0394.8%11.8%
45Δ13.20132.0%26.0%11.4496.8%10.5%
50Δ12.49115.7%20.1%11.8598.7%9.1%
55Δ11.7899.4%14.2%12.42102.2%8.0%
60Δ11.0783.0%8.3%13.09106.5%7.0%
65Δ10.5590.1%7.0%13.76110.8%5.9%
70Δ10.0699.9%6.2%14.42115.2%4.9%
75Δ9.56109.7%5.4%15.50125.8%4.0%
80Δ9.06119.4%4.7%19.93180.3%3.9%

20Δ

Calls
Pseudo strike
18.88
IV
165.9%
B/E move
70.6%
Puts
Pseudo strike
8.62
IV
159.6%
B/E move
30.5%

25Δ

Calls
Pseudo strike
12.91
IV
57.2%
B/E move
15.9%
Puts
Pseudo strike
9.36
IV
145.8%
B/E move
25.1%

30Δ

Calls
Pseudo strike
12.36
IV
45.3%
B/E move
11.0%
Puts
Pseudo strike
10.10
IV
115.9%
B/E move
18.4%

35Δ

Calls
Pseudo strike
14.75
IV
151.7%
B/E move
38.1%
Puts
Pseudo strike
10.57
IV
104.8%
B/E move
15.0%

40Δ

Calls
Pseudo strike
13.91
IV
148.4%
B/E move
32.0%
Puts
Pseudo strike
11.03
IV
94.8%
B/E move
11.8%

45Δ

Calls
Pseudo strike
13.20
IV
132.0%
B/E move
26.0%
Puts
Pseudo strike
11.44
IV
96.8%
B/E move
10.5%

50Δ

Calls
Pseudo strike
12.49
IV
115.7%
B/E move
20.1%
Puts
Pseudo strike
11.85
IV
98.7%
B/E move
9.1%

55Δ

Calls
Pseudo strike
11.78
IV
99.4%
B/E move
14.2%
Puts
Pseudo strike
12.42
IV
102.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
11.07
IV
83.0%
B/E move
8.3%
Puts
Pseudo strike
13.09
IV
106.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
10.55
IV
90.1%
B/E move
7.0%
Puts
Pseudo strike
13.76
IV
110.8%
B/E move
5.9%

70Δ

Calls
Pseudo strike
10.06
IV
99.9%
B/E move
6.2%
Puts
Pseudo strike
14.42
IV
115.2%
B/E move
4.9%

75Δ

Calls
Pseudo strike
9.56
IV
109.7%
B/E move
5.4%
Puts
Pseudo strike
15.50
IV
125.8%
B/E move
4.0%

80Δ

Calls
Pseudo strike
9.06
IV
119.4%
B/E move
4.7%
Puts
Pseudo strike
19.93
IV
180.3%
B/E move
3.9%

Options history

ACIC42.4743.4744.472026-10-20: 42.61%2026-10-21: 44.33%Oct 20Oct 21
Table
DateIV
42.61%
44.33%