ABM Industries, Inc. ABM
INDUSTRIALS · SPECIALTY BUSINESS SERVICESi
Market dataready · fetched 2026-11-04T09:50:00.049Z
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: 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 dataPriceAlpaca · sip · 2026-11-04T09:01:18.539743243Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T09:49:59.698698+00:00
ABM Industries, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.91 | 34.1% | 8.8% | 50.32 | 35.2% | 7.0% |
| 25Δ | 56.96 | 32.1% | 7.2% | 50.79 | 33.7% | 6.4% |
| 30Δ | 56.00 | 30.1% | 5.6% | 51.25 | 32.3% | 5.7% |
| 35Δ | 55.05 | 28.1% | 4.0% | 51.72 | 30.9% | 5.1% |
| 40Δ | 54.42 | 30.9% | 3.7% | 52.19 | 29.4% | 4.5% |
| 45Δ | 53.80 | 34.0% | 3.4% | 52.65 | 28.0% | 3.8% |
| 50Δ | 53.18 | 37.2% | 3.2% | 53.12 | 26.5% | 3.2% |
| 55Δ | 52.56 | 40.3% | 2.9% | 53.58 | 25.1% | 2.6% |
| 60Δ | 51.94 | 43.4% | 2.7% | 54.05 | 23.6% | 1.9% |
| 65Δ | 51.33 | 46.5% | 2.4% | 54.52 | 22.2% | 1.3% |
| 70Δ | 50.71 | 49.6% | 2.1% | 54.98 | 20.7% | 0.6% |
| 75Δ | 50.09 | 52.7% | 1.9% | 56.04 | 23.6% | 0.5% |
| 80Δ | 48.99 | 51.7% | 1.5% | 57.13 | 26.6% | 0.4% |
20Δ
- Pseudo strike
- 57.91
- IV
- 34.1%
- B/E move
- 8.8%
- Pseudo strike
- 50.32
- IV
- 35.2%
- B/E move
- 7.0%
25Δ
- Pseudo strike
- 56.96
- IV
- 32.1%
- B/E move
- 7.2%
- Pseudo strike
- 50.79
- IV
- 33.7%
- B/E move
- 6.4%
30Δ
- Pseudo strike
- 56.00
- IV
- 30.1%
- B/E move
- 5.6%
- Pseudo strike
- 51.25
- IV
- 32.3%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 55.05
- IV
- 28.1%
- B/E move
- 4.0%
- Pseudo strike
- 51.72
- IV
- 30.9%
- B/E move
- 5.1%
40Δ
- Pseudo strike
- 54.42
- IV
- 30.9%
- B/E move
- 3.7%
- Pseudo strike
- 52.19
- IV
- 29.4%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 53.80
- IV
- 34.0%
- B/E move
- 3.4%
- Pseudo strike
- 52.65
- IV
- 28.0%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 53.18
- IV
- 37.2%
- B/E move
- 3.2%
- Pseudo strike
- 53.12
- IV
- 26.5%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 52.56
- IV
- 40.3%
- B/E move
- 2.9%
- Pseudo strike
- 53.58
- IV
- 25.1%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 51.94
- IV
- 43.4%
- B/E move
- 2.7%
- Pseudo strike
- 54.05
- IV
- 23.6%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 51.33
- IV
- 46.5%
- B/E move
- 2.4%
- Pseudo strike
- 54.52
- IV
- 22.2%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 50.71
- IV
- 49.6%
- B/E move
- 2.1%
- Pseudo strike
- 54.98
- IV
- 20.7%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 50.09
- IV
- 52.7%
- B/E move
- 1.9%
- Pseudo strike
- 56.04
- IV
- 23.6%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 48.99
- IV
- 51.7%
- B/E move
- 1.5%
- Pseudo strike
- 57.13
- IV
- 26.6%
- B/E move
- 0.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 36.09% | |
| 33.73% | |
| 34.39% | |
| 35.93% | |
| 35.93% | |
| 37.63% | |
| 38.39% | |
| 35.39% | |
| 37.50% | |
| 40.20% | |
| 36.57% | |
| 39.20% | |
| 38.61% | |
| 28.66% | |
| 31.61% | |
| 28.52% | |
| 29.45% | |
| 28.97% | |
| 29.25% | |
| 28.53% | |
| 34.31% | |
| 28.92% | |
| 31.61% | |
| 30.22% | |
| 31.88% | |
| 32.75% | |
| 31.47% | |
| 30.64% | |
| 32.10% |
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