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Aecom Technology Corporation ACM

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T15:24:09.946Z

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 · 2026-10-22T15:23:24.866202342Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:24:08.453989+00:00

Share price$59.89
1D+0.7%
$58.93$59.19$59.45$59.70$59.965:30 AM6:30 AM9:00 AM1:00 PMACM
Sold putSold call

Aecom Technology Corporation options

Live interpolated ACM call and put midpoint premiums by absolute delta.Aecom Technology Corporation$0.35$3.38$6.41$9.45$12.48$49.88$54.65$59.41$64.18$68.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACM spot · $59.89ACM PRICE$0.67$0.88$1.16$1.43$1.74$2.07$2.40$2.69$2.94$3.18$3.43$4.08$4.89$0.95$1.28$1.67$2.07$2.52$2.97$3.53$4.17$4.80$5.43$6.06$8.21$11.61
PutsExpensive1.08×
CallsCheap0.83×
SkewBearish+12.97 pp
Implied moveBearish±$5.94
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.1537.5%11.6%54.1746.8%11.1%
25Δ64.7436.3%9.6%55.4246.9%9.6%
30Δ63.8537.0%8.5%56.4847.5%8.5%
35Δ62.9637.6%7.5%57.5448.1%7.4%
40Δ62.1037.9%6.6%58.5747.8%6.4%
45Δ61.2737.8%5.8%59.6047.5%5.5%
50Δ60.4337.7%4.9%60.6347.1%4.7%
55Δ59.6836.7%4.1%61.6746.6%4.0%
60Δ59.0234.5%3.5%62.7046.2%3.3%
65Δ58.3632.4%2.8%63.7445.7%2.6%
70Δ57.6930.3%2.1%64.7745.2%2.0%
75Δ56.7930.6%1.6%67.0952.0%1.7%
80Δ55.8031.9%1.3%70.7059.5%1.3%

20Δ

Calls
Pseudo strike
66.15
IV
37.5%
B/E move
11.6%
Puts
Pseudo strike
54.17
IV
46.8%
B/E move
11.1%

25Δ

Calls
Pseudo strike
64.74
IV
36.3%
B/E move
9.6%
Puts
Pseudo strike
55.42
IV
46.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
63.85
IV
37.0%
B/E move
8.5%
Puts
Pseudo strike
56.48
IV
47.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
62.96
IV
37.6%
B/E move
7.5%
Puts
Pseudo strike
57.54
IV
48.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
62.10
IV
37.9%
B/E move
6.6%
Puts
Pseudo strike
58.57
IV
47.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
61.27
IV
37.8%
B/E move
5.8%
Puts
Pseudo strike
59.60
IV
47.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
60.43
IV
37.7%
B/E move
4.9%
Puts
Pseudo strike
60.63
IV
47.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
59.68
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
61.67
IV
46.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
59.02
IV
34.5%
B/E move
3.5%
Puts
Pseudo strike
62.70
IV
46.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
58.36
IV
32.4%
B/E move
2.8%
Puts
Pseudo strike
63.74
IV
45.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
57.69
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
64.77
IV
45.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
56.79
IV
30.6%
B/E move
1.6%
Puts
Pseudo strike
67.09
IV
52.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
55.80
IV
31.9%
B/E move
1.3%
Puts
Pseudo strike
70.70
IV
59.5%
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%