IntraAlpha
Create free account Start free

ANGI Homeservices Inc ANGI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-10-23T06:08:51.101Z

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 · 2026-10-22T22:16:12.815196077Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:50.590323+00:00

Share price$6.86
1D+8.7%
AH$6.27$6.43$6.59$6.74$6.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANGI
Sold putSold callAH

ANGI Homeservices Inc options

Live interpolated ANGI call and put midpoint premiums by absolute delta.ANGI Homeservices Inc$0.13$2.21$4.29$6.37$8.46$3.59$5.13$6.66$8.20$9.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANGI spot · $6.86ANGI PRICE$0.36$0.39$0.42$0.45$0.48$0.56$0.69$0.82$0.96$1.09$1.22$1.35$1.48$0.36$0.48$0.61$0.73$0.86$0.98$1.10$1.24$2.01$2.79$3.56$7.86
PutsExpensive1.68×
CallsExpensive1.40×
SkewBearish+20.71 pp
Implied moveBearish±$1.80
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.64224.3%118.7%5.33129.7%27.5%
25Δ13.07196.4%96.2%5.65127.1%24.8%
30Δ11.50168.5%73.7%5.96124.6%22.0%
35Δ9.92140.5%51.2%6.27122.0%19.3%
40Δ8.35112.6%28.8%6.58119.5%16.6%
45Δ7.3996.4%15.9%6.89116.9%13.9%
50Δ7.1693.9%14.4%7.20114.4%11.2%
55Δ6.9291.3%12.9%7.52112.3%8.5%
60Δ6.6988.8%11.4%8.33132.1%7.9%
65Δ6.4586.3%9.9%9.15151.8%7.3%
70Δ6.2183.8%8.4%9.96171.6%6.7%
75Δ5.9881.3%6.9%14.24250.8%6.9%
80Δ5.7478.8%5.3%

20Δ

Calls
Pseudo strike
14.64
IV
224.3%
B/E move
118.7%
Puts
Pseudo strike
5.33
IV
129.7%
B/E move
27.5%

25Δ

Calls
Pseudo strike
13.07
IV
196.4%
B/E move
96.2%
Puts
Pseudo strike
5.65
IV
127.1%
B/E move
24.8%

30Δ

Calls
Pseudo strike
11.50
IV
168.5%
B/E move
73.7%
Puts
Pseudo strike
5.96
IV
124.6%
B/E move
22.0%

35Δ

Calls
Pseudo strike
9.92
IV
140.5%
B/E move
51.2%
Puts
Pseudo strike
6.27
IV
122.0%
B/E move
19.3%

40Δ

Calls
Pseudo strike
8.35
IV
112.6%
B/E move
28.8%
Puts
Pseudo strike
6.58
IV
119.5%
B/E move
16.6%

45Δ

Calls
Pseudo strike
7.39
IV
96.4%
B/E move
15.9%
Puts
Pseudo strike
6.89
IV
116.9%
B/E move
13.9%

50Δ

Calls
Pseudo strike
7.16
IV
93.9%
B/E move
14.4%
Puts
Pseudo strike
7.20
IV
114.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
6.92
IV
91.3%
B/E move
12.9%
Puts
Pseudo strike
7.52
IV
112.3%
B/E move
8.5%

60Δ

Calls
Pseudo strike
6.69
IV
88.8%
B/E move
11.4%
Puts
Pseudo strike
8.33
IV
132.1%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.45
IV
86.3%
B/E move
9.9%
Puts
Pseudo strike
9.15
IV
151.8%
B/E move
7.3%

70Δ

Calls
Pseudo strike
6.21
IV
83.8%
B/E move
8.4%
Puts
Pseudo strike
9.96
IV
171.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
5.98
IV
81.3%
B/E move
6.9%
Puts
Pseudo strike
14.24
IV
250.8%
B/E move
6.9%

80Δ

Calls
Pseudo strike
5.74
IV
78.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations