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Aecom ACM

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Market datapartial · fetched 2026-10-22T16:20:55.744Z

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 · 2026-10-22T16:20:53.593612028Z

FundamentalsAlpha Vantage · unavailable

Share price$60.43
1D+1.5%
$58.87$59.34$59.81$60.27$60.745:30 AM6:30 AM9:00 AM1:00 PMACM
Sold putSold call

Aecom options

Live interpolated ACM call and put midpoint premiums by absolute delta.Aecom$0.38$3.37$6.35$9.33$12.31$49.77$54.75$59.73$64.71$69.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACM spot · $60.43ACM PRICE$0.71$0.96$1.20$1.40$1.60$1.90$2.20$2.50$2.77$3.04$3.30$3.56$3.99$1.02$1.38$1.77$2.21$2.72$3.21$3.63$4.05$4.86$5.89$7.45$9.16$11.45
PutsExpensive1.14×
CallsCheap0.77×
SkewBearish+17.87 pp
Implied moveBearish±$5.83
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7737.9%11.7%54.3949.4%11.7%
25Δ65.7539.1%10.4%55.6649.7%10.2%
30Δ64.6939.3%9.0%56.8350.1%8.9%
35Δ63.5636.9%7.5%57.9750.4%7.7%
40Δ62.4434.7%6.0%59.0650.8%6.8%
45Δ61.6934.3%5.2%60.1450.8%5.8%
50Δ60.9433.9%4.5%61.1448.8%4.8%
55Δ60.1833.4%3.7%62.1446.8%3.9%
60Δ59.5632.0%3.1%63.3547.5%3.2%
65Δ58.9730.3%2.6%64.6749.8%2.7%
70Δ58.3928.6%2.1%66.4853.8%2.3%
75Δ57.8026.8%1.6%68.4756.8%1.9%
80Δ57.1425.4%1.2%71.0460.4%1.4%

20Δ

Calls
Pseudo strike
66.77
IV
37.9%
B/E move
11.7%
Puts
Pseudo strike
54.39
IV
49.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
65.75
IV
39.1%
B/E move
10.4%
Puts
Pseudo strike
55.66
IV
49.7%
B/E move
10.2%

30Δ

Calls
Pseudo strike
64.69
IV
39.3%
B/E move
9.0%
Puts
Pseudo strike
56.83
IV
50.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
63.56
IV
36.9%
B/E move
7.5%
Puts
Pseudo strike
57.97
IV
50.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
62.44
IV
34.7%
B/E move
6.0%
Puts
Pseudo strike
59.06
IV
50.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
61.69
IV
34.3%
B/E move
5.2%
Puts
Pseudo strike
60.14
IV
50.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
60.94
IV
33.9%
B/E move
4.5%
Puts
Pseudo strike
61.14
IV
48.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
60.18
IV
33.4%
B/E move
3.7%
Puts
Pseudo strike
62.14
IV
46.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
59.56
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
63.35
IV
47.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
58.97
IV
30.3%
B/E move
2.6%
Puts
Pseudo strike
64.67
IV
49.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
58.39
IV
28.6%
B/E move
2.1%
Puts
Pseudo strike
66.48
IV
53.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
57.80
IV
26.8%
B/E move
1.6%
Puts
Pseudo strike
68.47
IV
56.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
57.14
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
71.04
IV
60.4%
B/E move
1.4%

Options history

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