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Acuity Inc. AYI

i

Market dataready · fetched 2026-11-13T17:10:48.352Z

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 · 2026-11-13T17:05:56.175247192Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-13T17:10:47.728054+00:00

Share price$330.75
1D-1.0%
$324$327$329$332$3355:30 AM6:30 AM9:00 AM1:00 PMAYI
Sold putSold call

Acuity Inc. options

Live interpolated AYI call and put midpoint premiums by absolute delta.Acuity Inc.$1.35$6.08$10.81$15.54$20.27$304.35$317.25$330.15$343.05$355.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AYI spot · $330.75AYI PRICE$1.86$2.40$2.95$3.70$4.44$5.18$5.92$6.91$8.49$10.08$11.66$13.25$16.47$2.46$3.17$3.94$4.79$5.65$6.50$7.71$9.11$10.51$11.92$13.82$16.36$18.91
PutsCheap0.89×
CallsCheap0.80×
SkewBearish+6.55 pp
Implied moveBearish±$13.64
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.6036.9%5.4%313.7846.2%5.9%
25Δ343.1735.7%4.5%317.7344.7%4.9%
30Δ339.8534.6%3.6%321.1243.4%4.1%
35Δ337.7634.2%3.2%323.7842.4%3.6%
40Δ335.6633.8%2.8%326.4341.3%3.0%
45Δ333.5733.3%2.4%329.0840.3%2.5%
50Δ331.4832.9%2.0%331.5539.9%2.1%
55Δ329.3432.8%1.7%333.9239.8%1.8%
60Δ327.0833.7%1.5%336.3039.7%1.5%
65Δ324.8234.6%1.3%338.6739.7%1.2%
70Δ322.5535.4%1.0%341.4239.7%1.0%
75Δ320.2936.3%0.8%344.6440.0%0.7%
80Δ316.5138.0%0.7%347.8640.3%0.5%

20Δ

Calls
Pseudo strike
346.60
IV
36.9%
B/E move
5.4%
Puts
Pseudo strike
313.78
IV
46.2%
B/E move
5.9%

25Δ

Calls
Pseudo strike
343.17
IV
35.7%
B/E move
4.5%
Puts
Pseudo strike
317.73
IV
44.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
339.85
IV
34.6%
B/E move
3.6%
Puts
Pseudo strike
321.12
IV
43.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
337.76
IV
34.2%
B/E move
3.2%
Puts
Pseudo strike
323.78
IV
42.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
335.66
IV
33.8%
B/E move
2.8%
Puts
Pseudo strike
326.43
IV
41.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
333.57
IV
33.3%
B/E move
2.4%
Puts
Pseudo strike
329.08
IV
40.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
331.48
IV
32.9%
B/E move
2.0%
Puts
Pseudo strike
331.55
IV
39.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
329.34
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
333.92
IV
39.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
327.08
IV
33.7%
B/E move
1.5%
Puts
Pseudo strike
336.30
IV
39.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
324.82
IV
34.6%
B/E move
1.3%
Puts
Pseudo strike
338.67
IV
39.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
322.55
IV
35.4%
B/E move
1.0%
Puts
Pseudo strike
341.42
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
320.29
IV
36.3%
B/E move
0.8%
Puts
Pseudo strike
344.64
IV
40.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
316.51
IV
38.0%
B/E move
0.7%
Puts
Pseudo strike
347.86
IV
40.3%
B/E move
0.5%

Options history

IV · four-Friday blend34.57%
Daily close
AYI30.2%35.7%41.1%2026-08-17: 31.45%2026-08-18: 32.65%2026-08-19: 33.08%2026-08-20: 36.17%2026-08-21: 33.45%2026-08-24: 34.05%2026-08-25: 34.29%2026-08-26: 33.89%2026-08-27: 33.90%2026-08-28: 34.15%2026-08-31: 34.64%2026-09-01: 34.61%2026-09-02: 34.63%2026-09-03: 34.20%2026-09-04: 33.98%2026-09-08: 36.66%2026-09-09: 36.41%2026-09-10: 36.68%2026-09-11: 35.97%2026-09-14: 38.39%2026-09-15: 39.45%2026-09-16: 40.39%2026-09-17: 38.62%2026-09-18: 37.28%2026-09-21: 37.70%2026-09-22: 37.55%2026-09-23: 38.13%2026-09-24: 38.05%2026-09-25: 39.45%2026-09-28: 40.09%2026-09-29: 40.34%2026-09-30: 39.68%2026-10-01: 31.75%2026-10-02: 32.09%2026-10-05: 30.97%2026-10-06: 31.15%2026-10-07: 31.22%2026-10-08: 31.69%2026-10-09: 31.36%2026-10-12: 32.56%2026-10-13: 32.49%2026-10-14: 35.14%2026-10-15: 39.18%2026-10-16: 31.72%2026-10-19: 31.71%2026-10-20: 32.10%2026-10-21: 32.58%2026-10-22: 33.29%2026-10-23: 33.48%2026-10-26: 33.60%2026-10-27: 33.07%2026-10-28: 33.07%2026-10-29: 32.70%2026-10-30: 34.57%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
31.45%
32.65%
33.08%
36.17%
33.45%
34.05%
34.29%
33.89%
33.90%
34.15%
34.64%
34.61%
34.63%
34.20%
33.98%
36.66%
36.41%
36.68%
35.97%
38.39%
39.45%
40.39%
38.62%
37.28%
37.70%
37.55%
38.13%
38.05%
39.45%
40.09%
40.34%
39.68%
31.75%
32.09%
30.97%
31.15%
31.22%
31.69%
31.36%
32.56%
32.49%
35.14%
39.18%
31.72%
31.71%
32.10%
32.58%
33.29%
33.48%
33.60%
33.07%
33.07%
32.70%
34.57%