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Accelerant Holdings ARX

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Market datapartial · fetched 2026-10-22T23:51:48.026Z

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 · 2026-10-22T23:00:00.001926711Z

FundamentalsAlpha Vantage · unavailable

Share price$19.76
1D+0.1%
AH$19.73$19.74$19.75$19.76$19.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARX
Sold putSold callAH

Accelerant Holdings options

Live interpolated ARX call and put midpoint premiums by absolute delta.Accelerant Holdings$1.12$1.90$2.68$3.46$4.24$15.25$18.22$21.19$24.16$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARX spot · $19.76ARX PRICE$2.00$2.00$2.01$2.07$2.13$2.19$2.25$2.31$2.37$2.43$1.20$1.72$2.23$2.75$3.26$3.65$4.02
PutsExpensive16.01×
CallsExpensive27.61×
SkewBullish-51.43 pp
Implied moveBullish±$3.27
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ29.28203.5%58.3%
40Δ24.68160.5%35.0%
45Δ22.40132.5%23.6%
50Δ21.80121.6%20.8%20.0349.2%4.7%
55Δ21.20110.7%18.1%20.6354.3%4.3%
60Δ20.6099.9%15.4%21.2359.4%3.9%
65Δ20.0089.0%12.6%21.8364.5%3.4%
70Δ19.4078.1%9.9%22.4369.5%3.0%
75Δ18.8067.2%7.2%22.9365.8%2.4%
80Δ18.2056.4%4.4%23.4260.9%1.8%

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
29.28
IV
203.5%
B/E move
58.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.68
IV
160.5%
B/E move
35.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
22.40
IV
132.5%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
21.80
IV
121.6%
B/E move
20.8%
Puts
Pseudo strike
20.03
IV
49.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
21.20
IV
110.7%
B/E move
18.1%
Puts
Pseudo strike
20.63
IV
54.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
20.60
IV
99.9%
B/E move
15.4%
Puts
Pseudo strike
21.23
IV
59.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
20.00
IV
89.0%
B/E move
12.6%
Puts
Pseudo strike
21.83
IV
64.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
19.40
IV
78.1%
B/E move
9.9%
Puts
Pseudo strike
22.43
IV
69.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.80
IV
67.2%
B/E move
7.2%
Puts
Pseudo strike
22.93
IV
65.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
18.20
IV
56.4%
B/E move
4.4%
Puts
Pseudo strike
23.42
IV
60.9%
B/E move
1.8%

Options history

ARX30.6230.6530.682026-10-21: 30.65%Oct 21Oct 21
Table
DateIV
30.65%