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Accelerant Holdings ARX

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Market datapartial · fetched 2026-10-23T15:06:26.654Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:06:23.283973485Z

FundamentalsAlpha Vantage · unavailable

Share price$19.78
1D+0.2%
$19.73$19.74$19.76$19.78$19.805:30 AM6:30 AM9:00 AM1:00 PMARX
Sold putSold call

Accelerant Holdings options

Live interpolated ARX call and put midpoint premiums by absolute delta.Accelerant Holdings$1.16$2.19$3.22$4.25$5.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARX PRICE$1.56$2.24$2.93$3.61$4.30$4.99$1.27$1.48$1.69$1.90$2.11$2.32$2.53
PutsExpensive5.54×
CallsExpensive8.28×
SkewBullish-12.94 pp
Implied move——
TiltBullish19.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ20.1236.9%4.7%
55Δ19.4638.8%6.3%20.4635.7%4.1%
60Δ18.6441.8%5.6%20.7934.5%3.4%
65Δ17.8244.8%4.9%21.1333.3%2.8%
70Δ17.0147.8%4.3%21.4732.2%2.1%
75Δ16.1950.7%3.6%21.8131.0%1.5%
80Δ15.3753.7%3.0%22.1529.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.12
IV
36.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
19.46
IV
38.8%
B/E move
6.3%
Puts
Pseudo strike
20.46
IV
35.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
18.64
IV
41.8%
B/E move
5.6%
Puts
Pseudo strike
20.79
IV
34.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.82
IV
44.8%
B/E move
4.9%
Puts
Pseudo strike
21.13
IV
33.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.01
IV
47.8%
B/E move
4.3%
Puts
Pseudo strike
21.47
IV
32.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
16.19
IV
50.7%
B/E move
3.6%
Puts
Pseudo strike
21.81
IV
31.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
15.37
IV
53.7%
B/E move
3.0%
Puts
Pseudo strike
22.15
IV
29.8%
B/E move
0.8%

Options history

ARX29.0840.4751.852026-10-21: 30.65%2026-10-22: 50.28%Oct 21Oct 22
Table
DateIV
30.65%
50.28%