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Booz Allen Hamilton Holding Corporation BAH

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-11-04T06:47:51.386Z

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 · 2026-11-04T00:00:00.002353619Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:47:50.691181+00:00

Share price$87.02
1D+0.3%
AH$85.78$86.66$87.55$88.43$89.315:30 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$0.57$2.84$5.11$7.38$9.65$69.32$78.02$86.73$95.43$104.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAH spot · $87.02BAH PRICE$0.81$1.07$1.32$1.58$1.96$2.38$2.79$3.21$3.63$4.11$4.86$5.60$6.34$0.95$1.26$1.56$1.87$2.32$2.87$3.41$3.95$4.49$5.36$6.52$7.68$9.00
PutsCheap0.75×
CallsCheap0.52×
SkewBearish+4.66 pp
Implied moveBearish±$6.20
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.2741.1%9.3%80.8343.9%8.2%
25Δ92.9340.2%8.0%82.0743.0%7.1%
30Δ91.5939.2%6.8%83.3142.1%6.1%
35Δ90.2538.3%5.5%84.5641.2%5.0%
40Δ89.2738.1%4.8%85.6341.1%4.3%
45Δ88.3838.1%4.3%86.6141.4%3.8%
50Δ87.4838.1%3.7%87.5841.7%3.3%
55Δ86.5938.1%3.2%88.5642.0%2.8%
60Δ85.7038.1%2.6%89.5442.3%2.3%
65Δ84.7738.0%2.1%90.7643.1%1.9%
70Δ83.7437.5%1.8%92.2144.4%1.5%
75Δ82.7137.1%1.5%93.6645.7%1.2%
80Δ81.6836.6%1.1%95.2647.3%0.9%

20Δ

Calls
Pseudo strike
94.27
IV
41.1%
B/E move
9.3%
Puts
Pseudo strike
80.83
IV
43.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
92.93
IV
40.2%
B/E move
8.0%
Puts
Pseudo strike
82.07
IV
43.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
91.59
IV
39.2%
B/E move
6.8%
Puts
Pseudo strike
83.31
IV
42.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
90.25
IV
38.3%
B/E move
5.5%
Puts
Pseudo strike
84.56
IV
41.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
89.27
IV
38.1%
B/E move
4.8%
Puts
Pseudo strike
85.63
IV
41.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
88.38
IV
38.1%
B/E move
4.3%
Puts
Pseudo strike
86.61
IV
41.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
87.48
IV
38.1%
B/E move
3.7%
Puts
Pseudo strike
87.58
IV
41.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
86.59
IV
38.1%
B/E move
3.2%
Puts
Pseudo strike
88.56
IV
42.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
85.70
IV
38.1%
B/E move
2.6%
Puts
Pseudo strike
89.54
IV
42.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
84.77
IV
38.0%
B/E move
2.1%
Puts
Pseudo strike
90.76
IV
43.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
83.74
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
92.21
IV
44.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
82.71
IV
37.1%
B/E move
1.5%
Puts
Pseudo strike
93.66
IV
45.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
81.68
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
95.26
IV
47.3%
B/E move
0.9%

Options history

IV · four-Friday blend36.45%
Daily close
BAH34.5%39.7%44.8%2026-08-06: 42.79%2026-08-07: 42.27%2026-08-10: 42.30%2026-08-11: 41.24%2026-08-12: 42.08%2026-08-17: 42.83%2026-08-21: 38.42%2026-08-24: 40.39%2026-08-25: 38.52%2026-08-26: 38.73%2026-08-27: 38.91%2026-08-28: 38.12%2026-08-31: 38.17%2026-09-01: 38.20%2026-09-02: 39.01%2026-09-03: 38.03%2026-09-04: 38.56%2026-09-08: 40.59%2026-09-09: 39.23%2026-09-10: 40.89%2026-09-11: 39.52%2026-09-14: 39.07%2026-09-15: 37.83%2026-09-18: 38.93%2026-09-21: 38.98%2026-09-22: 38.84%2026-09-23: 39.09%2026-09-24: 40.41%2026-09-25: 38.81%2026-09-28: 41.28%2026-09-29: 40.37%2026-09-30: 40.88%2026-10-02: 39.54%2026-10-05: 40.32%2026-10-06: 39.80%2026-10-16: 41.84%2026-10-19: 42.22%2026-10-20: 42.60%2026-10-21: 43.94%2026-10-22: 44.13%2026-10-23: 38.05%2026-10-26: 36.58%2026-10-27: 37.33%2026-10-28: 35.22%2026-10-29: 36.65%2026-10-30: 36.45%Aug 6Sep 15Oct 30
46 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
42.79%
42.27%
42.30%
41.24%
42.08%
42.83%
38.42%
40.39%
38.52%
38.73%
38.91%
38.12%
38.17%
38.20%
39.01%
38.03%
38.56%
40.59%
39.23%
40.89%
39.52%
39.07%
37.83%
38.93%
38.98%
38.84%
39.09%
40.41%
38.81%
41.28%
40.37%
40.88%
39.54%
40.32%
39.80%
41.84%
42.22%
42.60%
43.94%
44.13%
38.05%
36.58%
37.33%
35.22%
36.65%
36.45%