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Ameresco, Inc. AMRC

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-12T00:52:17.384Z

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 · 2026-11-12T00:00:00.001629179Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:52:17.031119+00:00

Share price$26.51
1D-5.3%
AH$26.24$26.86$27.49$28.11$28.745:30 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.$0.26$1.31$2.37$3.42$4.47$16.24$21.46$26.69$31.91$37.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRC spot · $26.51AMRC PRICE$0.38$0.60$0.82$1.04$1.27$1.49$1.71$1.94$2.16$2.38$2.82$3.50$4.17$0.44$0.56$0.69$0.95$1.22$1.48$1.74$2.01$2.27$2.53$2.79$3.06$3.32
PutsCheap0.38×
CallsCheap0.47×
SkewBullish-20.50 pp
Implied moveBalanced±$3.46
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0085.9%14.6%23.6886.9%12.3%
25Δ29.4787.5%13.4%24.3683.7%10.2%
30Δ28.9589.0%12.3%25.0380.7%8.2%
35Δ28.4290.5%11.2%25.4779.6%7.5%
40Δ27.9092.1%10.0%25.9178.4%6.8%
45Δ27.3793.6%8.9%26.3577.3%6.2%
50Δ26.8595.1%7.7%26.8076.2%5.5%
55Δ26.3296.7%6.6%27.2475.1%4.8%
60Δ25.8098.2%5.5%27.6874.0%4.1%
65Δ25.2799.7%4.3%28.1272.9%3.5%
70Δ24.61104.1%3.5%28.5671.8%2.8%
75Δ23.79111.7%2.9%29.0070.7%2.1%
80Δ22.96119.2%2.4%29.4569.6%1.4%

20Δ

Calls
Pseudo strike
30.00
IV
85.9%
B/E move
14.6%
Puts
Pseudo strike
23.68
IV
86.9%
B/E move
12.3%

25Δ

Calls
Pseudo strike
29.47
IV
87.5%
B/E move
13.4%
Puts
Pseudo strike
24.36
IV
83.7%
B/E move
10.2%

30Δ

Calls
Pseudo strike
28.95
IV
89.0%
B/E move
12.3%
Puts
Pseudo strike
25.03
IV
80.7%
B/E move
8.2%

35Δ

Calls
Pseudo strike
28.42
IV
90.5%
B/E move
11.2%
Puts
Pseudo strike
25.47
IV
79.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
27.90
IV
92.1%
B/E move
10.0%
Puts
Pseudo strike
25.91
IV
78.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
27.37
IV
93.6%
B/E move
8.9%
Puts
Pseudo strike
26.35
IV
77.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
26.85
IV
95.1%
B/E move
7.7%
Puts
Pseudo strike
26.80
IV
76.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
26.32
IV
96.7%
B/E move
6.6%
Puts
Pseudo strike
27.24
IV
75.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
25.80
IV
98.2%
B/E move
5.5%
Puts
Pseudo strike
27.68
IV
74.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
25.27
IV
99.7%
B/E move
4.3%
Puts
Pseudo strike
28.12
IV
72.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
24.61
IV
104.1%
B/E move
3.5%
Puts
Pseudo strike
28.56
IV
71.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.79
IV
111.7%
B/E move
2.9%
Puts
Pseudo strike
29.00
IV
70.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
22.96
IV
119.2%
B/E move
2.4%
Puts
Pseudo strike
29.45
IV
69.6%
B/E move
1.4%

Options history

IV · four-Friday blend88.07%
Daily close
AMRC74.0%85.3%96.6%2026-08-20: 95.06%2026-08-21: 76.31%2026-08-24: 79.85%2026-08-25: 79.74%2026-08-26: 77.85%2026-08-27: 78.69%2026-08-28: 76.49%2026-08-31: 79.57%2026-09-01: 79.39%2026-09-02: 76.83%2026-09-03: 78.95%2026-09-04: 76.92%2026-09-08: 78.25%2026-09-09: 78.88%2026-09-10: 80.90%2026-09-11: 75.58%2026-09-14: 82.88%2026-09-15: 80.94%2026-09-16: 88.97%2026-09-18: 78.31%2026-09-21: 79.64%2026-09-22: 78.85%2026-09-23: 77.30%2026-09-24: 79.05%2026-09-25: 77.85%2026-09-28: 80.08%2026-09-29: 81.14%2026-09-30: 79.21%2026-10-01: 78.73%2026-10-02: 78.74%2026-10-05: 78.67%2026-10-06: 79.77%2026-10-08: 77.79%2026-10-09: 79.58%2026-10-15: 89.08%2026-10-16: 81.55%2026-10-19: 82.17%2026-10-20: 82.36%2026-10-21: 83.66%2026-10-22: 84.17%2026-10-23: 83.43%2026-10-26: 86.10%2026-10-27: 87.20%2026-10-28: 88.45%2026-10-29: 86.23%2026-10-30: 88.07%Aug 20Sep 23Oct 30
46 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
95.06%
76.31%
79.85%
79.74%
77.85%
78.69%
76.49%
79.57%
79.39%
76.83%
78.95%
76.92%
78.25%
78.88%
80.90%
75.58%
82.88%
80.94%
88.97%
78.31%
79.64%
78.85%
77.30%
79.05%
77.85%
80.08%
81.14%
79.21%
78.73%
78.74%
78.67%
79.77%
77.79%
79.58%
89.08%
81.55%
82.17%
82.36%
83.66%
84.17%
83.43%
86.10%
87.20%
88.45%
86.23%
88.07%