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Ameresco, Inc. AMRC

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Market datapartial · fetched 2026-10-22T20:14:31.531Z

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 · 2026-10-22T20:10:00.003969391Z

FundamentalsAlpha Vantage · unavailable

Share price$19.08
1D-2.5%
AH$18.79$19.07$19.36$19.64$19.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRC
Sold putSold callAH

Ameresco, Inc. options

Live interpolated AMRC call and put midpoint premiums by absolute delta.Ameresco, Inc.$0.38$1.82$3.25$4.68$6.12$12.65$16.16$19.67$23.18$26.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRC spot · $19.08AMRC PRICE$0.54$0.71$0.88$1.11$1.39$1.67$1.95$2.44$2.94$3.45$4.08$4.78$5.56$0.67$0.87$1.07$1.37$1.71$2.06$2.40$2.99$3.67$4.35$4.83$5.26$5.70
PutsExpensive1.34×
CallsExpensive1.82×
SkewBullish-21.91 pp
Implied moveBearish±$4.35
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.59102.3%37.0%15.6996.7%21.3%
25Δ24.1899.8%30.4%16.4893.4%18.2%
30Δ23.0898.4%25.6%17.2690.2%15.1%
35Δ22.1799.2%22.0%17.9490.0%13.1%
40Δ21.46102.3%19.8%18.5791.0%11.7%
45Δ20.76105.5%17.6%19.2092.1%10.2%
50Δ20.06108.6%15.4%19.8293.1%8.7%
55Δ19.29115.6%13.9%20.6396.1%7.6%
60Δ18.51123.0%12.4%21.5099.8%6.6%
65Δ17.73130.3%11.0%22.37103.5%5.5%
70Δ16.79136.4%9.4%23.0599.2%4.5%
75Δ15.77141.8%7.7%23.7093.5%3.4%
80Δ14.66147.8%6.0%24.3487.8%2.3%

20Δ

Calls
Pseudo strike
25.59
IV
102.3%
B/E move
37.0%
Puts
Pseudo strike
15.69
IV
96.7%
B/E move
21.3%

25Δ

Calls
Pseudo strike
24.18
IV
99.8%
B/E move
30.4%
Puts
Pseudo strike
16.48
IV
93.4%
B/E move
18.2%

30Δ

Calls
Pseudo strike
23.08
IV
98.4%
B/E move
25.6%
Puts
Pseudo strike
17.26
IV
90.2%
B/E move
15.1%

35Δ

Calls
Pseudo strike
22.17
IV
99.2%
B/E move
22.0%
Puts
Pseudo strike
17.94
IV
90.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
21.46
IV
102.3%
B/E move
19.8%
Puts
Pseudo strike
18.57
IV
91.0%
B/E move
11.7%

45Δ

Calls
Pseudo strike
20.76
IV
105.5%
B/E move
17.6%
Puts
Pseudo strike
19.20
IV
92.1%
B/E move
10.2%

50Δ

Calls
Pseudo strike
20.06
IV
108.6%
B/E move
15.4%
Puts
Pseudo strike
19.82
IV
93.1%
B/E move
8.7%

55Δ

Calls
Pseudo strike
19.29
IV
115.6%
B/E move
13.9%
Puts
Pseudo strike
20.63
IV
96.1%
B/E move
7.6%

60Δ

Calls
Pseudo strike
18.51
IV
123.0%
B/E move
12.4%
Puts
Pseudo strike
21.50
IV
99.8%
B/E move
6.6%

65Δ

Calls
Pseudo strike
17.73
IV
130.3%
B/E move
11.0%
Puts
Pseudo strike
22.37
IV
103.5%
B/E move
5.5%

70Δ

Calls
Pseudo strike
16.79
IV
136.4%
B/E move
9.4%
Puts
Pseudo strike
23.05
IV
99.2%
B/E move
4.5%

75Δ

Calls
Pseudo strike
15.77
IV
141.8%
B/E move
7.7%
Puts
Pseudo strike
23.70
IV
93.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
14.66
IV
147.8%
B/E move
6.0%
Puts
Pseudo strike
24.34
IV
87.8%
B/E move
2.3%

Options history

AMRC82.2383.1384.032026-10-20: 82.36%2026-10-21: 83.91%Oct 20Oct 21
Table
DateIV
82.36%
83.91%