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Booz Allen Hamilton Holding Corporation BAH

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Market datapartial · fetched 2026-10-22T20:47:25.886Z

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 · 2026-10-22T20:46:55.697303329Z

FundamentalsAlpha Vantage · unavailable

Share price$78.57
1D+2.9%
AH$75.91$76.83$77.75$78.67$79.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAH
Sold putSold callAH

Booz Allen Hamilton Holding Corporation options

Live interpolated BAH call and put midpoint premiums by absolute delta.Booz Allen Hamilton Holding Corporation$1.02$4.80$8.58$12.36$16.14$63.39$71.03$78.66$86.29$93.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAH spot · $78.57BAH PRICE$2.37$2.07$1.79$2.27$2.74$3.22$3.86$4.73$5.61$6.49$7.49$8.52$9.55$1.43$1.96$2.48$3.04$3.78$4.52$5.27$6.41$7.65$8.88$10.52$12.15$15.05
PutsExpensive1.22×
CallsExpensive1.17×
SkewBullish-0.78 pp
Implied moveBearish±$9.13
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.62116.7%45.1%70.1953.5%12.5%
25Δ98.1180.4%27.5%71.8853.4%11.0%
30Δ84.9645.2%10.4%73.5753.3%9.5%
35Δ83.5845.4%9.3%75.2353.2%8.1%
40Δ82.2045.5%8.1%76.7353.4%7.2%
45Δ80.8145.6%7.0%78.2353.6%6.2%
50Δ79.4346.4%6.0%79.7353.8%5.2%
55Δ78.0448.2%5.4%81.4554.8%4.5%
60Δ76.6550.0%4.7%83.2156.0%3.8%
65Δ75.2651.8%4.0%84.9857.3%3.2%
70Δ73.7351.6%3.4%87.1057.5%2.5%
75Δ72.1750.9%2.7%89.2357.7%1.9%
80Δ70.6050.2%2.0%92.5360.6%1.4%

20Δ

Calls
Pseudo strike
111.62
IV
116.7%
B/E move
45.1%
Puts
Pseudo strike
70.19
IV
53.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
98.11
IV
80.4%
B/E move
27.5%
Puts
Pseudo strike
71.88
IV
53.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
84.96
IV
45.2%
B/E move
10.4%
Puts
Pseudo strike
73.57
IV
53.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
83.58
IV
45.4%
B/E move
9.3%
Puts
Pseudo strike
75.23
IV
53.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
82.20
IV
45.5%
B/E move
8.1%
Puts
Pseudo strike
76.73
IV
53.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
80.81
IV
45.6%
B/E move
7.0%
Puts
Pseudo strike
78.23
IV
53.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
79.43
IV
46.4%
B/E move
6.0%
Puts
Pseudo strike
79.73
IV
53.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
78.04
IV
48.2%
B/E move
5.4%
Puts
Pseudo strike
81.45
IV
54.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
76.65
IV
50.0%
B/E move
4.7%
Puts
Pseudo strike
83.21
IV
56.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
75.26
IV
51.8%
B/E move
4.0%
Puts
Pseudo strike
84.98
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
73.73
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
87.10
IV
57.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
72.17
IV
50.9%
B/E move
2.7%
Puts
Pseudo strike
89.23
IV
57.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
70.60
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
92.53
IV
60.6%
B/E move
1.4%

Options history

BAH42.5943.1643.742026-10-20: 42.67%2026-10-21: 43.66%Oct 20Oct 21
Table
DateIV
42.67%
43.66%