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Aecom ACM

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Market datapartial · fetched 2026-10-22T23:42:34.676Z

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 · 2026-10-22T23:00:00.002869228Z

FundamentalsAlpha Vantage · unavailable

Share price$60.83
1D+0.7%
AH$58.85$59.39$59.93$60.47$61.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACM
Sold putSold callAH

Aecom options

Live interpolated ACM call and put midpoint premiums by absolute delta.Aecom$0.46$3.28$6.10$8.93$11.75$50.66$55.51$60.36$65.22$70.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACM spot · $60.83ACM PRICE$0.77$1.00$1.27$1.50$1.70$2.06$2.57$3.09$3.63$4.20$4.77$5.17$5.53$0.93$1.18$1.53$2.15$2.78$3.32$3.77$4.23$4.79$5.35$6.66$8.46$10.93
PutsExpensive1.07×
CallsCheap0.93×
SkewBearish+8.42 pp
Implied moveBearish±$6.34
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.4943.6%13.9%55.1845.7%10.8%
25Δ66.4540.8%10.9%56.5343.3%9.0%
30Δ65.3241.2%9.5%57.7642.7%7.6%
35Δ64.1939.5%8.0%58.6546.8%7.1%
40Δ63.0736.9%6.5%59.5450.8%6.7%
45Δ62.1036.7%5.5%60.5252.0%6.0%
50Δ61.2938.8%5.0%61.5950.2%4.9%
55Δ60.4841.0%4.5%62.6548.4%4.0%
60Δ59.6242.2%4.0%63.6547.0%3.2%
65Δ58.6742.2%3.4%64.6545.6%2.5%
70Δ57.7242.2%2.7%66.2448.3%2.1%
75Δ56.9939.7%2.2%68.2552.7%1.7%
80Δ56.3336.4%1.7%70.9757.4%1.3%

20Δ

Calls
Pseudo strike
68.49
IV
43.6%
B/E move
13.9%
Puts
Pseudo strike
55.18
IV
45.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
66.45
IV
40.8%
B/E move
10.9%
Puts
Pseudo strike
56.53
IV
43.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
65.32
IV
41.2%
B/E move
9.5%
Puts
Pseudo strike
57.76
IV
42.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
64.19
IV
39.5%
B/E move
8.0%
Puts
Pseudo strike
58.65
IV
46.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
63.07
IV
36.9%
B/E move
6.5%
Puts
Pseudo strike
59.54
IV
50.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
62.10
IV
36.7%
B/E move
5.5%
Puts
Pseudo strike
60.52
IV
52.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
61.29
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
61.59
IV
50.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
60.48
IV
41.0%
B/E move
4.5%
Puts
Pseudo strike
62.65
IV
48.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
59.62
IV
42.2%
B/E move
4.0%
Puts
Pseudo strike
63.65
IV
47.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
58.67
IV
42.2%
B/E move
3.4%
Puts
Pseudo strike
64.65
IV
45.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
57.72
IV
42.2%
B/E move
2.7%
Puts
Pseudo strike
66.24
IV
48.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
56.99
IV
39.7%
B/E move
2.2%
Puts
Pseudo strike
68.25
IV
52.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
56.33
IV
36.4%
B/E move
1.7%
Puts
Pseudo strike
70.97
IV
57.4%
B/E move
1.3%

Options history

ACM37.8237.8937.962026-10-20: 37.93%2026-10-21: 37.85%Oct 20Oct 21
Table
DateIV
37.93%
37.85%