Share price$318.27
1D+2.8%
Sold putSold call
Acuity Inc. AYI
i
Market datapartial · fetched 2026-10-22T16:37:49.035Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:37:07.68592688Z
FundamentalsAlpha Vantage · unavailable
Acuity Inc. options
PutsCheap0.85×
CallsCheap0.92×
SkewNeutral-0.21 pp
Implied moveBearish±$23.80
TiltBearish4.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 350.12 | 35.0% | 11.1% | 293.62 | 37.1% | 9.0% |
| 25Δ | 341.05 | 32.2% | 8.5% | 299.83 | 35.6% | 7.4% |
| 30Δ | 336.36 | 32.2% | 7.4% | 304.50 | 34.6% | 6.3% |
| 35Δ | 332.24 | 32.5% | 6.5% | 309.14 | 33.5% | 5.2% |
| 40Δ | 328.27 | 32.8% | 5.7% | 313.08 | 33.2% | 4.5% |
| 45Δ | 324.47 | 33.0% | 5.0% | 316.86 | 33.0% | 3.8% |
| 50Δ | 320.67 | 33.2% | 4.3% | 320.65 | 32.9% | 3.2% |
| 55Δ | 316.81 | 33.6% | 3.7% | 324.47 | 32.9% | 2.7% |
| 60Δ | 312.94 | 34.0% | 3.2% | 328.30 | 32.8% | 2.2% |
| 65Δ | 308.99 | 34.2% | 2.7% | 332.23 | 32.5% | 1.8% |
| 70Δ | 304.79 | 34.1% | 2.3% | 336.27 | 32.0% | 1.3% |
| 75Δ | 300.59 | 34.0% | 1.8% | 340.40 | 31.6% | 0.9% |
| 80Δ | 294.78 | 35.2% | 1.5% | 345.79 | 31.5% | 0.6% |
20Δ
- Pseudo strike
- 350.12
- IV
- 35.0%
- B/E move
- 11.1%
- Pseudo strike
- 293.62
- IV
- 37.1%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 341.05
- IV
- 32.2%
- B/E move
- 8.5%
- Pseudo strike
- 299.83
- IV
- 35.6%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 336.36
- IV
- 32.2%
- B/E move
- 7.4%
- Pseudo strike
- 304.50
- IV
- 34.6%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 332.24
- IV
- 32.5%
- B/E move
- 6.5%
- Pseudo strike
- 309.14
- IV
- 33.5%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- 328.27
- IV
- 32.8%
- B/E move
- 5.7%
- Pseudo strike
- 313.08
- IV
- 33.2%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 324.47
- IV
- 33.0%
- B/E move
- 5.0%
- Pseudo strike
- 316.86
- IV
- 33.0%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 320.67
- IV
- 33.2%
- B/E move
- 4.3%
- Pseudo strike
- 320.65
- IV
- 32.9%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 316.81
- IV
- 33.6%
- B/E move
- 3.7%
- Pseudo strike
- 324.47
- IV
- 32.9%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 312.94
- IV
- 34.0%
- B/E move
- 3.2%
- Pseudo strike
- 328.30
- IV
- 32.8%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 308.99
- IV
- 34.2%
- B/E move
- 2.7%
- Pseudo strike
- 332.23
- IV
- 32.5%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 304.79
- IV
- 34.1%
- B/E move
- 2.3%
- Pseudo strike
- 336.27
- IV
- 32.0%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 300.59
- IV
- 34.0%
- B/E move
- 1.8%
- Pseudo strike
- 340.40
- IV
- 31.6%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 294.78
- IV
- 35.2%
- B/E move
- 1.5%
- Pseudo strike
- 345.79
- IV
- 31.5%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 32.07% | |
| 32.57% |