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ARTISAN PARTNERS ASSET MANAGEMENT INC. APAM

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T14:55:44.588Z

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 · 2026-11-12T14:55:25.720229632Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:43.378069+00:00

Share price$38.86
1D+1.1%
$38.51$38.64$38.77$38.90$39.035:30 AM6:30 AM9:00 AM1:00 PMAPAM
Sold putSold call

ARTISAN PARTNERS ASSET MANAGEMENT INC. options

Live interpolated APAM call and put midpoint premiums by absolute delta.ARTISAN PARTNERS ASSET MANAGEMENT INC.$0.00$4.24$8.47$12.71$16.95$32.94$35.33$37.72$40.11$42.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APAM spot · $38.86APAM PRICE$0.38$0.38$0.38$0.67$0.97$1.28$1.59$1.89$2.20$2.51$2.82$3.12$3.43$0.56$0.78$0.99$1.20$1.42$1.63$1.85$2.06$2.53$3.77$5.01$6.26$15.72
PutsExpensive1.76×
CallsExpensive1.13×
SkewBearish+38.93 pp
Implied moveBearish±$3.43
TiltBearish33.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3670.1%12.5%35.7965.2%9.4%
25Δ41.7252.6%8.3%36.3365.8%8.5%
30Δ40.0935.2%4.1%36.8766.3%7.7%
35Δ39.6036.0%3.6%37.4266.8%6.8%
40Δ39.1938.0%3.3%37.9667.3%6.0%
45Δ38.7739.9%3.1%38.5067.9%5.1%
50Δ38.3541.8%2.8%39.0568.4%4.3%
55Δ37.9343.7%2.5%39.5968.9%3.4%
60Δ37.5245.7%2.2%40.3272.3%2.7%
65Δ37.1047.6%1.9%41.6584.9%2.5%
70Δ36.6849.5%1.6%42.9897.5%2.3%
75Δ36.2651.4%1.3%44.31110.1%2.1%
80Δ35.8453.4%1.1%53.45209.6%2.9%

20Δ

Calls
Pseudo strike
43.36
IV
70.1%
B/E move
12.5%
Puts
Pseudo strike
35.79
IV
65.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
41.72
IV
52.6%
B/E move
8.3%
Puts
Pseudo strike
36.33
IV
65.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
40.09
IV
35.2%
B/E move
4.1%
Puts
Pseudo strike
36.87
IV
66.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
39.60
IV
36.0%
B/E move
3.6%
Puts
Pseudo strike
37.42
IV
66.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
39.19
IV
38.0%
B/E move
3.3%
Puts
Pseudo strike
37.96
IV
67.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
38.77
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
38.50
IV
67.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
38.35
IV
41.8%
B/E move
2.8%
Puts
Pseudo strike
39.05
IV
68.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
37.93
IV
43.7%
B/E move
2.5%
Puts
Pseudo strike
39.59
IV
68.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
37.52
IV
45.7%
B/E move
2.2%
Puts
Pseudo strike
40.32
IV
72.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
37.10
IV
47.6%
B/E move
1.9%
Puts
Pseudo strike
41.65
IV
84.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
36.68
IV
49.5%
B/E move
1.6%
Puts
Pseudo strike
42.98
IV
97.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
36.26
IV
51.4%
B/E move
1.3%
Puts
Pseudo strike
44.31
IV
110.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
35.84
IV
53.4%
B/E move
1.1%
Puts
Pseudo strike
53.45
IV
209.6%
B/E move
2.9%

Options history

IV · four-Friday blend35.79%
Daily close
APAM28.0%33.7%39.4%2026-08-27: 28.80%2026-09-24: 38.57%2026-10-06: 32.96%2026-10-23: 35.79%Aug 27Sep 24Oct 23
4 observations2026-08-27 — 2026-10-23
Table
DateIV (%)
28.80%
38.57%
32.96%
35.79%