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ARTISAN PARTNERS ASSET MANAGEMENT INC. APAM

i

Market dataready · fetched 2026-11-04T01:10:03.740Z

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 · 2026-11-04T00:00:00.003788152Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T01:10:03.258068+00:00

Share price$38.65
1D+0.6%
AH$37.98$38.21$38.43$38.65$38.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPAM
Sold putSold callAH

ARTISAN PARTNERS ASSET MANAGEMENT INC. options

Live interpolated APAM call and put midpoint premiums by absolute delta.ARTISAN PARTNERS ASSET MANAGEMENT INC.$0.31$4.05$7.79$11.53$15.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAPAM PRICE$0.71$1.02$1.32$1.63$1.93$2.24$2.54$2.85$3.73$4.81$5.89$6.97$14.20
PutsExpensive2.62×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9445.7%8.9%
25Δ36.5048.5%8.2%
30Δ37.0651.3%7.5%
35Δ37.6254.0%6.9%
40Δ38.1856.8%6.2%
45Δ38.7459.6%5.6%
50Δ39.3062.4%4.9%
55Δ39.8665.2%4.2%
60Δ40.9569.9%3.7%
65Δ42.2175.1%3.2%
70Δ43.4780.4%2.8%
75Δ44.7385.6%2.3%
80Δ51.85135.8%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.94
IV
45.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.50
IV
48.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.06
IV
51.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.62
IV
54.0%
B/E move
6.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.18
IV
56.8%
B/E move
6.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.74
IV
59.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.30
IV
62.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.86
IV
65.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.95
IV
69.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.21
IV
75.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.47
IV
80.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.73
IV
85.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.85
IV
135.8%
B/E move
2.6%

Options history

IV · four-Friday blend35.79%
Daily close
APAM28.0%33.7%39.4%2026-08-27: 28.80%2026-09-24: 38.57%2026-10-06: 32.96%2026-10-23: 35.79%Aug 27Sep 24Oct 23
4 observations2026-08-27 — 2026-10-23
Table
DateIV (%)
28.80%
38.57%
32.96%
35.79%