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Acacia Research Corporation ACTG

INDUSTRIALS · BUSINESS EQUIPMENT & SUPPLIES
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Market dataready · fetched 2026-10-22T07:36:51.037Z

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 · 2026-10-21T20:00:00.530636372Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:36:48.835272+00:00

Share price$4.18
1D-0.5%
AH$4.17$4.19$4.21$4.23$4.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACTG
Sold putSold callAH

Acacia Research Corporation options

Live interpolated ACTG call and put midpoint premiums by absolute delta.Acacia Research Corporation$0.17$0.32$0.47$0.62$0.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEACTG PRICE$0.23$0.19$0.23$0.28$0.32$0.37$0.41$0.46$0.50$0.55$0.59$0.64$0.68$0.73
PutsExpensive1.56×
CallsExpensive2.69×
SkewBullish-58.62 pp
Implied move——
TiltBearish92.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.87134.9%35.8%
25Δ6.73155.3%66.4%3.02128.5%33.3%
30Δ3.17122.2%30.8%
35Δ3.32115.8%28.3%
40Δ3.47109.4%25.8%
45Δ3.62103.0%23.3%
50Δ3.7796.7%20.8%
55Δ3.9290.3%18.2%
60Δ4.0783.9%15.7%
65Δ4.2277.6%13.2%
70Δ4.3771.2%10.7%
75Δ4.5264.8%8.2%
80Δ4.6758.5%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
134.9%
B/E move
35.8%

25Δ

Calls
Pseudo strike
6.73
IV
155.3%
B/E move
66.4%
Puts
Pseudo strike
3.02
IV
128.5%
B/E move
33.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.17
IV
122.2%
B/E move
30.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
115.8%
B/E move
28.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
109.4%
B/E move
25.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
103.0%
B/E move
23.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.77
IV
96.7%
B/E move
20.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
90.3%
B/E move
18.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
83.9%
B/E move
15.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
77.6%
B/E move
13.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
71.2%
B/E move
10.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
64.8%
B/E move
8.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
58.5%
B/E move
5.7%

Options history

No recorded observations