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Axcelis Technologies, Inc. Common Stock ACLS

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-12T14:55:18.899Z

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 · 2026-11-12T14:50:46.672099952Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:18.312503+00:00

Share price$108.22
1D+1.8%
$106.12$106.85$107.59$108.33$109.065:30 AM6:30 AM9:00 AM1:00 PMACLS
Sold putSold call

Axcelis Technologies, Inc. Common Stock options

Live interpolated ACLS call and put midpoint premiums by absolute delta.Axcelis Technologies, Inc. Common Stock$1.21$4.53$7.86$11.18$14.50$77.64$91.95$106.27$120.59$134.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACLS spot · $108.22ACLS PRICE$1.57$1.99$2.46$2.99$3.65$4.31$5.11$6.08$7.04$8.27$9.65$11.19$13.54$1.84$2.32$2.90$3.48$4.17$5.00$5.83$6.68$7.54$8.40$9.51$11.19$12.87
PutsCheap0.72×
CallsCheap0.68×
SkewBullish-6.00 pp
Implied moveBearish±$10.94
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.0793.6%15.2%96.8996.0%12.2%
25Δ119.4288.4%12.2%99.8190.6%9.9%
30Δ116.9086.0%10.3%101.8888.0%8.5%
35Δ114.5584.2%8.6%103.8985.5%7.2%
40Δ112.7584.4%7.6%105.7684.0%6.1%
45Δ110.9484.6%6.5%107.4583.7%5.3%
50Δ109.1685.4%5.6%109.1483.5%4.5%
55Δ107.4186.9%4.9%110.7782.1%3.8%
60Δ105.6588.3%4.1%112.3479.6%3.2%
65Δ103.7389.9%3.5%113.9177.1%2.5%
70Δ101.7091.6%2.9%115.6575.5%1.9%
75Δ99.5293.8%2.3%117.7775.9%1.5%
80Δ96.6598.6%1.8%119.8976.3%1.1%

20Δ

Calls
Pseudo strike
123.07
IV
93.6%
B/E move
15.2%
Puts
Pseudo strike
96.89
IV
96.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
119.42
IV
88.4%
B/E move
12.2%
Puts
Pseudo strike
99.81
IV
90.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
116.90
IV
86.0%
B/E move
10.3%
Puts
Pseudo strike
101.88
IV
88.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
114.55
IV
84.2%
B/E move
8.6%
Puts
Pseudo strike
103.89
IV
85.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
112.75
IV
84.4%
B/E move
7.6%
Puts
Pseudo strike
105.76
IV
84.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
110.94
IV
84.6%
B/E move
6.5%
Puts
Pseudo strike
107.45
IV
83.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
109.16
IV
85.4%
B/E move
5.6%
Puts
Pseudo strike
109.14
IV
83.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
107.41
IV
86.9%
B/E move
4.9%
Puts
Pseudo strike
110.77
IV
82.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
105.65
IV
88.3%
B/E move
4.1%
Puts
Pseudo strike
112.34
IV
79.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
103.73
IV
89.9%
B/E move
3.5%
Puts
Pseudo strike
113.91
IV
77.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
101.70
IV
91.6%
B/E move
2.9%
Puts
Pseudo strike
115.65
IV
75.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
99.52
IV
93.8%
B/E move
2.3%
Puts
Pseudo strike
117.77
IV
75.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
96.65
IV
98.6%
B/E move
1.8%
Puts
Pseudo strike
119.89
IV
76.3%
B/E move
1.1%

Options history

IV · four-Friday blend73.05%
Daily close
ACLS60.6%67.8%74.9%2026-08-14: 69.55%2026-08-17: 71.54%2026-08-18: 73.76%2026-08-19: 73.94%2026-08-20: 67.08%2026-08-21: 68.77%2026-08-24: 70.33%2026-08-25: 66.96%2026-08-26: 67.51%2026-08-27: 65.08%2026-08-28: 65.45%2026-08-31: 64.40%2026-09-01: 64.28%2026-09-02: 62.87%2026-09-03: 62.28%2026-09-04: 62.19%2026-09-08: 65.09%2026-09-09: 65.36%2026-09-10: 63.85%2026-09-11: 64.22%2026-09-14: 66.99%2026-09-15: 68.48%2026-09-16: 68.99%2026-09-17: 61.61%2026-09-18: 64.27%2026-09-21: 64.46%2026-09-22: 63.04%2026-09-23: 63.66%2026-09-24: 65.35%2026-09-25: 65.15%2026-09-28: 66.22%2026-09-29: 67.33%2026-09-30: 66.28%2026-10-01: 65.18%2026-10-02: 64.40%2026-10-05: 64.68%2026-10-06: 64.08%2026-10-07: 65.45%2026-10-08: 64.59%2026-10-09: 62.52%2026-10-12: 66.92%2026-10-13: 67.87%2026-10-14: 72.57%2026-10-15: 73.70%2026-10-16: 66.59%2026-10-19: 66.78%2026-10-20: 66.54%2026-10-21: 66.48%2026-10-22: 69.37%2026-10-23: 69.99%2026-10-26: 70.16%2026-10-27: 70.38%2026-10-28: 70.34%2026-10-29: 70.82%2026-10-30: 73.05%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
69.55%
71.54%
73.76%
73.94%
67.08%
68.77%
70.33%
66.96%
67.51%
65.08%
65.45%
64.40%
64.28%
62.87%
62.28%
62.19%
65.09%
65.36%
63.85%
64.22%
66.99%
68.48%
68.99%
61.61%
64.27%
64.46%
63.04%
63.66%
65.35%
65.15%
66.22%
67.33%
66.28%
65.18%
64.40%
64.68%
64.08%
65.45%
64.59%
62.52%
66.92%
67.87%
72.57%
73.70%
66.59%
66.78%
66.54%
66.48%
69.37%
69.99%
70.16%
70.38%
70.34%
70.82%
73.05%