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Booz Allen Hamilton Holding Corporation BAH

i

Market dataready · fetched 2026-11-11T14:03:34.348Z

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 · 2026-11-11T13:39:14.433365184Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:03:33.933039+00:00

Share price$87.17
1D+0.0%
$87.13$87.15$87.17$87.19$87.215:30 AM6:30 AM9:00 AM1:00 PMBAH
Sold putSold call

Booz Allen Hamilton Holding Corporation options

Live interpolated BAH call and put midpoint premiums by absolute delta.Booz Allen Hamilton Holding Corporation$0.45$2.29$4.12$5.95$7.78$77.72$82.20$86.69$91.17$95.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAH spot · $87.17BAH PRICE$0.65$0.84$1.02$1.34$1.76$2.18$2.59$3.01$3.43$3.84$4.63$5.41$6.20$0.85$1.05$1.24$1.50$1.97$2.43$2.90$3.36$3.82$4.33$5.30$6.28$7.25
PutsCheap0.86×
CallsCheap0.91×
SkewBearish+3.38 pp
Implied moveBearish±$5.49
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.0843.4%7.5%81.1854.2%7.8%
25Δ91.8141.9%6.3%82.5650.5%6.5%
30Δ90.5440.4%5.0%83.9346.7%5.1%
35Δ89.5640.5%4.3%85.1843.9%4.0%
40Δ88.8041.7%3.9%85.9944.6%3.6%
45Δ88.0442.9%3.5%86.8145.2%3.2%
50Δ87.2844.1%3.1%87.6245.9%2.8%
55Δ86.5345.3%2.7%88.4446.6%2.4%
60Δ85.7746.5%2.3%89.2547.3%2.0%
65Δ85.0147.7%1.9%90.1047.9%1.6%
70Δ83.9647.5%1.6%91.3248.5%1.3%
75Δ82.9247.2%1.3%92.5449.0%1.0%
80Δ81.8747.0%1.0%93.7649.6%0.8%

20Δ

Calls
Pseudo strike
93.08
IV
43.4%
B/E move
7.5%
Puts
Pseudo strike
81.18
IV
54.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
91.81
IV
41.9%
B/E move
6.3%
Puts
Pseudo strike
82.56
IV
50.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
90.54
IV
40.4%
B/E move
5.0%
Puts
Pseudo strike
83.93
IV
46.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
89.56
IV
40.5%
B/E move
4.3%
Puts
Pseudo strike
85.18
IV
43.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
88.80
IV
41.7%
B/E move
3.9%
Puts
Pseudo strike
85.99
IV
44.6%
B/E move
3.6%

45Δ

Calls
Pseudo strike
88.04
IV
42.9%
B/E move
3.5%
Puts
Pseudo strike
86.81
IV
45.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
87.28
IV
44.1%
B/E move
3.1%
Puts
Pseudo strike
87.62
IV
45.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
86.53
IV
45.3%
B/E move
2.7%
Puts
Pseudo strike
88.44
IV
46.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
85.77
IV
46.5%
B/E move
2.3%
Puts
Pseudo strike
89.25
IV
47.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
85.01
IV
47.7%
B/E move
1.9%
Puts
Pseudo strike
90.10
IV
47.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
83.96
IV
47.5%
B/E move
1.6%
Puts
Pseudo strike
91.32
IV
48.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
82.92
IV
47.2%
B/E move
1.3%
Puts
Pseudo strike
92.54
IV
49.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
81.87
IV
47.0%
B/E move
1.0%
Puts
Pseudo strike
93.76
IV
49.6%
B/E move
0.8%

Options history

IV · four-Friday blend36.45%
Daily close
BAH34.5%39.7%44.8%2026-08-17: 42.83%2026-08-21: 38.42%2026-08-24: 40.39%2026-08-25: 38.52%2026-08-26: 38.73%2026-08-27: 38.91%2026-08-28: 38.12%2026-08-31: 38.17%2026-09-01: 38.20%2026-09-02: 39.01%2026-09-03: 38.03%2026-09-04: 38.56%2026-09-08: 40.59%2026-09-09: 39.23%2026-09-10: 40.89%2026-09-11: 39.52%2026-09-14: 39.07%2026-09-15: 37.83%2026-09-18: 38.93%2026-09-21: 38.98%2026-09-22: 38.84%2026-09-23: 39.09%2026-09-24: 40.41%2026-09-25: 38.81%2026-09-28: 41.28%2026-09-29: 40.37%2026-09-30: 40.88%2026-10-02: 39.54%2026-10-05: 40.32%2026-10-06: 39.80%2026-10-16: 41.84%2026-10-19: 42.22%2026-10-20: 42.60%2026-10-21: 43.94%2026-10-22: 44.13%2026-10-23: 38.05%2026-10-26: 36.58%2026-10-27: 37.33%2026-10-28: 35.22%2026-10-29: 36.65%2026-10-30: 36.45%Aug 17Sep 22Oct 30
41 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
42.83%
38.42%
40.39%
38.52%
38.73%
38.91%
38.12%
38.17%
38.20%
39.01%
38.03%
38.56%
40.59%
39.23%
40.89%
39.52%
39.07%
37.83%
38.93%
38.98%
38.84%
39.09%
40.41%
38.81%
41.28%
40.37%
40.88%
39.54%
40.32%
39.80%
41.84%
42.22%
42.60%
43.94%
44.13%
38.05%
36.58%
37.33%
35.22%
36.65%
36.45%