Axcelis Technologies Inc ACLS
TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALSi
Market dataready · fetched 2026-10-23T05:02:37.082Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:57:09.306961549Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:02:15.902579+00:00
Share price$103.00
1D-6.1%
Sold putSold callAH
Axcelis Technologies Inc options
PutsCheap0.88×
CallsExpensive1.30×
SkewBullish-19.94 pp
Implied moveBearish±$17.86
TiltBalanced1.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 129.41 | 84.7% | 28.0% | 87.82 | 79.5% | 17.5% |
| 25Δ | 124.72 | 85.7% | 24.2% | 91.44 | 77.2% | 14.8% |
| 30Δ | 120.35 | 85.6% | 20.9% | 94.50 | 76.7% | 12.8% |
| 35Δ | 116.18 | 84.1% | 17.7% | 97.35 | 75.7% | 11.1% |
| 40Δ | 112.70 | 84.5% | 15.3% | 100.15 | 74.6% | 9.4% |
| 45Δ | 109.50 | 85.9% | 13.4% | 102.75 | 72.9% | 8.0% |
| 50Δ | 106.38 | 87.3% | 11.7% | 105.32 | 71.1% | 6.7% |
| 55Δ | 103.22 | 88.4% | 10.0% | 107.71 | 68.8% | 5.6% |
| 60Δ | 100.05 | 89.2% | 8.5% | 110.11 | 66.6% | 4.4% |
| 65Δ | 96.64 | 92.7% | 7.3% | 112.56 | 64.9% | 3.6% |
| 70Δ | 92.96 | 96.8% | 6.2% | 115.01 | 63.3% | 2.7% |
| 75Δ | 88.78 | 102.1% | 5.2% | 118.17 | 63.2% | 2.1% |
| 80Δ | 83.79 | 109.1% | 4.2% | 121.44 | 62.5% | 1.4% |
20Δ
- Pseudo strike
- 129.41
- IV
- 84.7%
- B/E move
- 28.0%
- Pseudo strike
- 87.82
- IV
- 79.5%
- B/E move
- 17.5%
25Δ
- Pseudo strike
- 124.72
- IV
- 85.7%
- B/E move
- 24.2%
- Pseudo strike
- 91.44
- IV
- 77.2%
- B/E move
- 14.8%
30Δ
- Pseudo strike
- 120.35
- IV
- 85.6%
- B/E move
- 20.9%
- Pseudo strike
- 94.50
- IV
- 76.7%
- B/E move
- 12.8%
35Δ
- Pseudo strike
- 116.18
- IV
- 84.1%
- B/E move
- 17.7%
- Pseudo strike
- 97.35
- IV
- 75.7%
- B/E move
- 11.1%
40Δ
- Pseudo strike
- 112.70
- IV
- 84.5%
- B/E move
- 15.3%
- Pseudo strike
- 100.15
- IV
- 74.6%
- B/E move
- 9.4%
45Δ
- Pseudo strike
- 109.50
- IV
- 85.9%
- B/E move
- 13.4%
- Pseudo strike
- 102.75
- IV
- 72.9%
- B/E move
- 8.0%
50Δ
- Pseudo strike
- 106.38
- IV
- 87.3%
- B/E move
- 11.7%
- Pseudo strike
- 105.32
- IV
- 71.1%
- B/E move
- 6.7%
55Δ
- Pseudo strike
- 103.22
- IV
- 88.4%
- B/E move
- 10.0%
- Pseudo strike
- 107.71
- IV
- 68.8%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 100.05
- IV
- 89.2%
- B/E move
- 8.5%
- Pseudo strike
- 110.11
- IV
- 66.6%
- B/E move
- 4.4%
65Δ
- Pseudo strike
- 96.64
- IV
- 92.7%
- B/E move
- 7.3%
- Pseudo strike
- 112.56
- IV
- 64.9%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 92.96
- IV
- 96.8%
- B/E move
- 6.2%
- Pseudo strike
- 115.01
- IV
- 63.3%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 88.78
- IV
- 102.1%
- B/E move
- 5.2%
- Pseudo strike
- 118.17
- IV
- 63.2%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 83.79
- IV
- 109.1%
- B/E move
- 4.2%
- Pseudo strike
- 121.44
- IV
- 62.5%
- B/E move
- 1.4%
Options history
History unavailable