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Aecom ACM

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-12T00:59:01.557Z

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 · 2026-11-12T00:00:00.002526527Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:59:01.204394+00:00

Share price$70.25
1D+0.2%
AH$69.46$69.78$70.10$70.42$70.745:30 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$0.66$2.78$4.90$7.03$9.15$61.53$65.44$69.36$73.27$77.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACM spot · $70.25ACM PRICE$0.89$1.14$1.40$1.70$2.08$2.46$2.94$3.72$4.50$5.20$5.86$6.63$0.90$1.20$1.52$1.86$2.20$2.54$2.99$3.47$3.96$4.78$5.63$6.97$8.54
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$5.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4569.7%9.5%
25Δ74.9556.4%8.0%65.7568.1%8.1%
30Δ74.0056.1%7.0%66.8367.9%7.0%
35Δ73.0655.9%6.0%67.8767.1%6.0%
40Δ72.1856.1%5.2%68.8265.4%5.2%
45Δ71.3957.2%4.6%69.7763.8%4.3%
50Δ70.6058.2%4.0%70.6763.0%3.7%
55Δ69.7660.2%3.5%71.5462.6%3.1%
60Δ68.7565.3%3.2%72.4262.1%2.5%
65Δ67.7570.4%2.9%73.5263.7%2.1%
70Δ66.7270.8%2.4%74.6565.4%1.8%
75Δ65.6969.5%1.8%76.2367.9%1.4%
80Δ64.5868.2%1.4%78.0370.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.45
IV
69.7%
B/E move
9.5%

25Δ

Calls
Pseudo strike
74.95
IV
56.4%
B/E move
8.0%
Puts
Pseudo strike
65.75
IV
68.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
74.00
IV
56.1%
B/E move
7.0%
Puts
Pseudo strike
66.83
IV
67.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
73.06
IV
55.9%
B/E move
6.0%
Puts
Pseudo strike
67.87
IV
67.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
72.18
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
68.82
IV
65.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
71.39
IV
57.2%
B/E move
4.6%
Puts
Pseudo strike
69.77
IV
63.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
70.60
IV
58.2%
B/E move
4.0%
Puts
Pseudo strike
70.67
IV
63.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
69.76
IV
60.2%
B/E move
3.5%
Puts
Pseudo strike
71.54
IV
62.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
68.75
IV
65.3%
B/E move
3.2%
Puts
Pseudo strike
72.42
IV
62.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
67.75
IV
70.4%
B/E move
2.9%
Puts
Pseudo strike
73.52
IV
63.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
66.72
IV
70.8%
B/E move
2.4%
Puts
Pseudo strike
74.65
IV
65.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
65.69
IV
69.5%
B/E move
1.8%
Puts
Pseudo strike
76.23
IV
67.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
64.58
IV
68.2%
B/E move
1.4%
Puts
Pseudo strike
78.03
IV
70.6%
B/E move
1.1%

Options history

IV · four-Friday blend41.41%
Daily close
ACM32.5%38.7%45.0%2026-08-13: 35.41%2026-08-14: 35.34%2026-08-17: 36.51%2026-08-18: 37.27%2026-08-19: 35.29%2026-08-20: 44.15%2026-08-21: 34.81%2026-08-24: 33.35%2026-08-25: 34.67%2026-08-26: 34.95%2026-08-27: 34.57%2026-08-28: 34.00%2026-08-31: 35.70%2026-09-01: 34.02%2026-09-02: 34.21%2026-09-03: 35.84%2026-09-04: 35.58%2026-09-08: 38.09%2026-09-09: 37.13%2026-09-10: 37.15%2026-09-11: 38.70%2026-09-14: 40.59%2026-09-15: 37.74%2026-09-18: 35.44%2026-09-21: 37.11%2026-09-22: 36.79%2026-09-23: 36.75%2026-09-24: 38.49%2026-09-25: 36.26%2026-09-28: 39.17%2026-09-29: 40.78%2026-09-30: 39.43%2026-10-01: 39.43%2026-10-02: 38.62%2026-10-05: 37.39%2026-10-06: 37.79%2026-10-07: 39.31%2026-10-08: 42.71%2026-10-09: 38.91%2026-10-12: 41.87%2026-10-14: 43.86%2026-10-16: 37.92%2026-10-19: 38.31%2026-10-20: 37.93%2026-10-21: 38.30%2026-10-22: 38.73%2026-10-23: 37.95%2026-10-26: 37.66%2026-10-27: 38.09%2026-10-28: 39.91%2026-10-29: 38.55%2026-10-30: 41.41%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.41%
35.34%
36.51%
37.27%
35.29%
44.15%
34.81%
33.35%
34.67%
34.95%
34.57%
34.00%
35.70%
34.02%
34.21%
35.84%
35.58%
38.09%
37.13%
37.15%
38.70%
40.59%
37.74%
35.44%
37.11%
36.79%
36.75%
38.49%
36.26%
39.17%
40.78%
39.43%
39.43%
38.62%
37.39%
37.79%
39.31%
42.71%
38.91%
41.87%
43.86%
37.92%
38.31%
37.93%
38.30%
38.73%
37.95%
37.66%
38.09%
39.91%
38.55%
41.41%