Share price$317.23
1D+2.3%
Sold putSold callAH
Acuity Inc. AYI
i
Market datapartial · fetched 2026-10-22T20:52:14.369Z
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 · 2026-10-22T20:34:58.907137255Z
FundamentalsAlpha Vantage · unavailable
Acuity Inc. options
PutsCheap0.84×
CallsCheap0.90×
SkewNeutral+0.05 pp
Implied moveBearish±$23.51
TiltBearish4.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 344.61 | 31.5% | 9.6% | 294.04 | 34.8% | 8.5% |
| 25Δ | 339.63 | 32.0% | 8.4% | 299.92 | 33.5% | 6.9% |
| 30Δ | 335.21 | 31.9% | 7.3% | 304.05 | 33.4% | 6.1% |
| 35Δ | 330.79 | 31.8% | 6.3% | 308.15 | 33.4% | 5.2% |
| 40Δ | 326.96 | 32.0% | 5.5% | 312.07 | 33.3% | 4.5% |
| 45Δ | 323.26 | 32.2% | 4.9% | 315.83 | 33.1% | 3.8% |
| 50Δ | 319.55 | 32.5% | 4.2% | 319.59 | 33.0% | 3.2% |
| 55Δ | 315.83 | 32.7% | 3.7% | 323.41 | 32.9% | 2.7% |
| 60Δ | 312.10 | 33.0% | 3.1% | 327.23 | 32.8% | 2.2% |
| 65Δ | 308.09 | 33.4% | 2.6% | 331.12 | 32.5% | 1.7% |
| 70Δ | 303.70 | 34.2% | 2.2% | 335.21 | 32.0% | 1.3% |
| 75Δ | 299.11 | 34.9% | 1.8% | 339.30 | 31.6% | 0.9% |
| 80Δ | 293.49 | 35.8% | 1.5% | 345.38 | 32.3% | 0.6% |
20Δ
- Pseudo strike
- 344.61
- IV
- 31.5%
- B/E move
- 9.6%
- Pseudo strike
- 294.04
- IV
- 34.8%
- B/E move
- 8.5%
25Δ
- Pseudo strike
- 339.63
- IV
- 32.0%
- B/E move
- 8.4%
- Pseudo strike
- 299.92
- IV
- 33.5%
- B/E move
- 6.9%
30Δ
- Pseudo strike
- 335.21
- IV
- 31.9%
- B/E move
- 7.3%
- Pseudo strike
- 304.05
- IV
- 33.4%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 330.79
- IV
- 31.8%
- B/E move
- 6.3%
- Pseudo strike
- 308.15
- IV
- 33.4%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- 326.96
- IV
- 32.0%
- B/E move
- 5.5%
- Pseudo strike
- 312.07
- IV
- 33.3%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 323.26
- IV
- 32.2%
- B/E move
- 4.9%
- Pseudo strike
- 315.83
- IV
- 33.1%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 319.55
- IV
- 32.5%
- B/E move
- 4.2%
- Pseudo strike
- 319.59
- IV
- 33.0%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 315.83
- IV
- 32.7%
- B/E move
- 3.7%
- Pseudo strike
- 323.41
- IV
- 32.9%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 312.10
- IV
- 33.0%
- B/E move
- 3.1%
- Pseudo strike
- 327.23
- IV
- 32.8%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 308.09
- IV
- 33.4%
- B/E move
- 2.6%
- Pseudo strike
- 331.12
- IV
- 32.5%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 303.70
- IV
- 34.2%
- B/E move
- 2.2%
- Pseudo strike
- 335.21
- IV
- 32.0%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 299.11
- IV
- 34.9%
- B/E move
- 1.8%
- Pseudo strike
- 339.30
- IV
- 31.6%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 293.49
- IV
- 35.8%
- B/E move
- 1.5%
- Pseudo strike
- 345.38
- IV
- 32.3%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 32.07% | |
| 32.57% |