IntraAlpha
Create free account Start free

Albertsons Companies, Inc. ACI

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-11-04T06:16:37.094Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:41:53.499071081Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T06:16:36.617343+00:00

Share price$13.29
1D-2.9%
AH$13.23$13.34$13.46$13.58$13.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACI
Sold putSold callAH

Albertsons Companies, Inc. options

Live interpolated ACI call and put midpoint premiums by absolute delta.Albertsons Companies, Inc.$0.05$0.23$0.41$0.59$0.77$12.61$12.98$13.34$13.71$14.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACI spot · $13.29ACI PRICE$0.08$0.11$0.13$0.16$0.19$0.26$0.33$0.40$0.47$0.56$0.72$0.07$0.09$0.11$0.14$0.17$0.20$0.23$0.26
Puts——
Calls——
Skew——
Implied moveBullish±$0.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.9775.9%5.7%12.7261.4%4.8%
25Δ13.8473.6%5.0%12.8857.9%3.7%
30Δ13.7271.4%4.2%13.0255.2%2.8%
35Δ13.5969.1%3.5%13.0954.7%2.6%
40Δ13.4768.8%2.9%13.1554.1%2.3%
45Δ13.3773.9%2.6%13.2253.6%2.0%
50Δ13.2779.0%2.4%13.2953.0%1.7%
55Δ13.1884.1%2.2%13.3652.5%1.4%
60Δ13.0889.2%2.0%
65Δ12.9695.2%1.7%
70Δ12.77104.5%1.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
13.97
IV
75.9%
B/E move
5.7%
Puts
Pseudo strike
12.72
IV
61.4%
B/E move
4.8%

25Δ

Calls
Pseudo strike
13.84
IV
73.6%
B/E move
5.0%
Puts
Pseudo strike
12.88
IV
57.9%
B/E move
3.7%

30Δ

Calls
Pseudo strike
13.72
IV
71.4%
B/E move
4.2%
Puts
Pseudo strike
13.02
IV
55.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
13.59
IV
69.1%
B/E move
3.5%
Puts
Pseudo strike
13.09
IV
54.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
13.47
IV
68.8%
B/E move
2.9%
Puts
Pseudo strike
13.15
IV
54.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
13.37
IV
73.9%
B/E move
2.6%
Puts
Pseudo strike
13.22
IV
53.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
13.27
IV
79.0%
B/E move
2.4%
Puts
Pseudo strike
13.29
IV
53.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
13.18
IV
84.1%
B/E move
2.2%
Puts
Pseudo strike
13.36
IV
52.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
13.08
IV
89.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.96
IV
95.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.77
IV
104.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.24%
Daily close
ACI28.0%83.6%139.2%2026-08-07: 36.01%2026-08-10: 57.66%2026-08-11: 59.75%2026-08-12: 37.42%2026-08-13: 47.35%2026-08-14: 35.66%2026-08-20: 35.92%2026-08-21: 44.68%2026-08-24: 62.59%2026-08-25: 43.05%2026-08-26: 51.33%2026-08-28: 51.99%2026-08-31: 43.97%2026-09-01: 59.19%2026-09-02: 41.45%2026-09-03: 131.53%2026-09-04: 40.56%2026-09-10: 65.43%2026-09-11: 45.74%2026-09-14: 102.84%2026-09-15: 47.47%2026-09-17: 72.56%2026-09-18: 47.47%2026-09-21: 38.21%2026-09-24: 46.15%2026-09-25: 42.12%2026-09-28: 46.13%2026-09-29: 50.30%2026-10-02: 42.07%2026-10-05: 42.50%2026-10-06: 62.49%2026-10-08: 89.74%2026-10-09: 52.32%2026-10-12: 64.52%2026-10-13: 49.94%2026-10-14: 67.79%2026-10-15: 52.21%2026-10-16: 73.31%2026-10-19: 113.34%2026-10-20: 54.27%2026-10-21: 84.29%2026-10-22: 97.59%2026-10-23: 38.39%2026-10-26: 61.59%2026-10-27: 41.37%2026-10-28: 88.03%2026-10-29: 56.15%2026-10-30: 53.24%Aug 7Sep 21Oct 30
48 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
36.01%
57.66%
59.75%
37.42%
47.35%
35.66%
35.92%
44.68%
62.59%
43.05%
51.33%
51.99%
43.97%
59.19%
41.45%
131.53%
40.56%
65.43%
45.74%
102.84%
47.47%
72.56%
47.47%
38.21%
46.15%
42.12%
46.13%
50.30%
42.07%
42.50%
62.49%
89.74%
52.32%
64.52%
49.94%
67.79%
52.21%
73.31%
113.34%
54.27%
84.29%
97.59%
38.39%
61.59%
41.37%
88.03%
56.15%
53.24%