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ACI Worldwide, Inc. Common Stock ACIW

i

Market dataready · fetched 2026-11-07T21:43:10.054Z

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 · 2026-11-06T21:00:01.481178864Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:43:09.612813+00:00

Share price$60.02
1D+3.3%
AH$57.52$58.30$59.09$59.87$60.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACIW
Sold putSold callAH

ACI Worldwide, Inc. Common Stock options

Live interpolated ACIW call and put midpoint premiums by absolute delta.ACI Worldwide, Inc. Common Stock$0.56$1.87$3.19$4.50$5.81$52.53$56.51$60.50$64.49$68.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACIW spot · $60.02ACIW PRICE$0.70$0.90$1.22$1.54$1.86$2.18$2.50$2.89$3.38$3.87$4.36$4.86$5.35$0.79$0.98$1.17$1.37$1.56$1.75$2.12$2.67$3.22$3.78$4.33$4.88$5.43
PutsExpensive1.07×
CallsCheap0.92×
SkewBullish-8.50 pp
Implied moveBullish±$4.62
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7258.5%12.3%55.0559.1%9.6%
25Δ64.9255.9%9.7%55.9556.0%8.4%
30Δ64.0456.3%8.7%56.8552.9%7.2%
35Δ63.1556.7%7.8%57.7549.8%6.1%
40Δ62.2757.1%6.8%58.6446.8%4.9%
45Δ61.3857.5%5.9%59.5443.7%3.7%
50Δ60.5057.9%5.0%60.3742.4%2.9%
55Δ59.6457.7%4.2%61.1443.1%2.6%
60Δ58.8156.6%3.6%61.9143.8%2.2%
65Δ57.9955.6%3.1%62.6744.5%1.9%
70Δ57.1654.5%2.5%63.4445.2%1.5%
75Δ56.3353.5%2.0%64.2145.9%1.2%
80Δ55.5152.4%1.4%64.9846.6%0.8%

20Δ

Calls
Pseudo strike
66.72
IV
58.5%
B/E move
12.3%
Puts
Pseudo strike
55.05
IV
59.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
64.92
IV
55.9%
B/E move
9.7%
Puts
Pseudo strike
55.95
IV
56.0%
B/E move
8.4%

30Δ

Calls
Pseudo strike
64.04
IV
56.3%
B/E move
8.7%
Puts
Pseudo strike
56.85
IV
52.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
63.15
IV
56.7%
B/E move
7.8%
Puts
Pseudo strike
57.75
IV
49.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
62.27
IV
57.1%
B/E move
6.8%
Puts
Pseudo strike
58.64
IV
46.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
61.38
IV
57.5%
B/E move
5.9%
Puts
Pseudo strike
59.54
IV
43.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
60.50
IV
57.9%
B/E move
5.0%
Puts
Pseudo strike
60.37
IV
42.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
59.64
IV
57.7%
B/E move
4.2%
Puts
Pseudo strike
61.14
IV
43.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
58.81
IV
56.6%
B/E move
3.6%
Puts
Pseudo strike
61.91
IV
43.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
57.99
IV
55.6%
B/E move
3.1%
Puts
Pseudo strike
62.67
IV
44.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
57.16
IV
54.5%
B/E move
2.5%
Puts
Pseudo strike
63.44
IV
45.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
56.33
IV
53.5%
B/E move
2.0%
Puts
Pseudo strike
64.21
IV
45.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
55.51
IV
52.4%
B/E move
1.4%
Puts
Pseudo strike
64.98
IV
46.6%
B/E move
0.8%

Options history

IV · four-Friday blend42.94%
Daily close
ACIW37.0%41.4%45.8%2026-08-10: 44.03%2026-08-21: 40.06%2026-08-24: 40.23%2026-08-25: 39.18%2026-08-26: 39.22%2026-08-27: 38.21%2026-08-28: 38.45%2026-08-31: 38.72%2026-09-02: 41.03%2026-09-03: 40.21%2026-09-04: 39.35%2026-09-08: 41.44%2026-09-09: 42.86%2026-09-10: 44.44%2026-09-18: 37.92%2026-09-21: 38.82%2026-09-22: 37.63%2026-09-23: 38.73%2026-09-24: 41.51%2026-09-25: 38.73%2026-09-28: 39.59%2026-09-29: 39.88%2026-09-30: 40.01%2026-10-01: 38.21%2026-10-02: 40.90%2026-10-06: 45.19%2026-10-07: 43.10%2026-10-08: 41.07%2026-10-16: 39.30%2026-10-19: 38.36%2026-10-20: 38.19%2026-10-21: 39.95%2026-10-22: 40.19%2026-10-23: 42.09%2026-10-26: 40.18%2026-10-27: 40.39%2026-10-28: 42.45%2026-10-29: 40.43%2026-10-30: 42.94%Aug 10Sep 25Oct 30
39 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.03%
40.06%
40.23%
39.18%
39.22%
38.21%
38.45%
38.72%
41.03%
40.21%
39.35%
41.44%
42.86%
44.44%
37.92%
38.82%
37.63%
38.73%
41.51%
38.73%
39.59%
39.88%
40.01%
38.21%
40.90%
45.19%
43.10%
41.07%
39.30%
38.36%
38.19%
39.95%
40.19%
42.09%
40.18%
40.39%
42.45%
40.43%
42.94%