IntraAlpha
Create free account Start free

Acacia Research Corporation (Acacia Tech) Common Stock ACTG

i

Market dataready · fetched 2026-11-11T13:49:27.800Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T13:29:59.121678887Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:49:26.803965+00:00

Share price$4.21
1D
Price history unavailable.

Acacia Research Corporation (Acacia Tech) Common Stock options

Live interpolated ACTG call and put midpoint premiums by absolute delta.Acacia Research Corporation (Acacia Tech) Common Stock$0.09$0.50$0.90$1.30$1.71$2.44$3.36$4.28$5.20$6.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACTG spot · $4.21ACTG PRICE$0.14$0.16$0.19$0.29$0.44$0.58$0.73$0.87$1.01$1.16$1.30$1.45$1.59$0.42$0.47$0.51$0.55$0.59$0.64$0.68$0.72$0.77$0.81$0.85
Puts——
CallsExpensive1.09×
Skew——
Implied moveBullish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.5969.8%59.7%2.74142.3%44.9%
25Δ5.9161.5%44.3%2.96132.9%40.8%
30Δ5.2453.3%29.0%3.17123.5%36.8%
35Δ4.8653.1%22.4%3.38114.0%32.7%
40Δ4.6557.5%20.7%3.60104.6%28.7%
45Δ4.4361.8%19.1%3.8195.2%24.6%
50Δ4.2266.2%17.4%4.0385.7%20.5%
55Δ4.0070.6%15.7%4.2476.3%16.5%
60Δ3.7874.9%14.0%4.4566.9%12.4%
65Δ3.5779.3%12.3%4.6757.4%8.3%
70Δ3.3583.7%10.6%4.8848.0%4.3%
75Δ3.1488.0%8.9%
80Δ2.9292.4%7.2%

20Δ

Calls
Pseudo strike
6.59
IV
69.8%
B/E move
59.7%
Puts
Pseudo strike
2.74
IV
142.3%
B/E move
44.9%

25Δ

Calls
Pseudo strike
5.91
IV
61.5%
B/E move
44.3%
Puts
Pseudo strike
2.96
IV
132.9%
B/E move
40.8%

30Δ

Calls
Pseudo strike
5.24
IV
53.3%
B/E move
29.0%
Puts
Pseudo strike
3.17
IV
123.5%
B/E move
36.8%

35Δ

Calls
Pseudo strike
4.86
IV
53.1%
B/E move
22.4%
Puts
Pseudo strike
3.38
IV
114.0%
B/E move
32.7%

40Δ

Calls
Pseudo strike
4.65
IV
57.5%
B/E move
20.7%
Puts
Pseudo strike
3.60
IV
104.6%
B/E move
28.7%

45Δ

Calls
Pseudo strike
4.43
IV
61.8%
B/E move
19.1%
Puts
Pseudo strike
3.81
IV
95.2%
B/E move
24.6%

50Δ

Calls
Pseudo strike
4.22
IV
66.2%
B/E move
17.4%
Puts
Pseudo strike
4.03
IV
85.7%
B/E move
20.5%

55Δ

Calls
Pseudo strike
4.00
IV
70.6%
B/E move
15.7%
Puts
Pseudo strike
4.24
IV
76.3%
B/E move
16.5%

60Δ

Calls
Pseudo strike
3.78
IV
74.9%
B/E move
14.0%
Puts
Pseudo strike
4.45
IV
66.9%
B/E move
12.4%

65Δ

Calls
Pseudo strike
3.57
IV
79.3%
B/E move
12.3%
Puts
Pseudo strike
4.67
IV
57.4%
B/E move
8.3%

70Δ

Calls
Pseudo strike
3.35
IV
83.7%
B/E move
10.6%
Puts
Pseudo strike
4.88
IV
48.0%
B/E move
4.3%

75Δ

Calls
Pseudo strike
3.14
IV
88.0%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.92
IV
92.4%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations