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Amalgamated Financial Corp. Common Stock (DE) AMAL

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:51:08.684Z

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 · 2026-11-11T13:38:10.060216631Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:08.296585+00:00

Share price$50.55
1D+0.0%
$50.52$50.54$50.55$50.56$50.585:30 AM6:30 AM9:00 AM1:00 PMAMAL
Sold putSold call

Amalgamated Financial Corp. Common Stock (DE) options

Live interpolated AMAL call and put midpoint premiums by absolute delta.Amalgamated Financial Corp. Common Stock (DE)$1.25$3.05$4.86$6.66$8.46$40.68$44.25$47.81$51.38$54.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive AMAL spot · $50.55AMAL PRICE$1.44$1.68$1.92$2.16$2.40$3.29$4.45$5.62$6.78$7.94$2.45$2.45$2.45$2.46$2.47$2.55$2.89$3.22$3.56$3.89$4.23$4.56$4.89
PutsExpensive3.52×
Calls——
Skew——
Implied moveBearish±$5.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.83226.8%26.1%
25Δ43.27179.9%19.3%
30Δ45.75146.0%14.4%
35Δ52.1553.7%6.0%47.28125.0%11.3%
40Δ51.6557.2%5.5%48.82104.0%8.3%
45Δ51.1560.7%5.0%50.1686.9%5.8%
50Δ50.6564.2%4.5%50.8583.0%5.1%
55Δ50.1567.7%4.0%51.5479.1%4.4%
60Δ49.0472.5%3.5%52.2375.2%3.7%
65Δ47.6677.9%3.1%52.9271.3%3.0%
70Δ46.2783.3%2.6%53.6167.4%2.3%
75Δ44.8988.7%2.2%54.3063.5%1.6%
80Δ43.5194.1%1.8%54.9959.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.83
IV
226.8%
B/E move
26.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.27
IV
179.9%
B/E move
19.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.75
IV
146.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
52.15
IV
53.7%
B/E move
6.0%
Puts
Pseudo strike
47.28
IV
125.0%
B/E move
11.3%

40Δ

Calls
Pseudo strike
51.65
IV
57.2%
B/E move
5.5%
Puts
Pseudo strike
48.82
IV
104.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
51.15
IV
60.7%
B/E move
5.0%
Puts
Pseudo strike
50.16
IV
86.9%
B/E move
5.8%

50Δ

Calls
Pseudo strike
50.65
IV
64.2%
B/E move
4.5%
Puts
Pseudo strike
50.85
IV
83.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
50.15
IV
67.7%
B/E move
4.0%
Puts
Pseudo strike
51.54
IV
79.1%
B/E move
4.4%

60Δ

Calls
Pseudo strike
49.04
IV
72.5%
B/E move
3.5%
Puts
Pseudo strike
52.23
IV
75.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
47.66
IV
77.9%
B/E move
3.1%
Puts
Pseudo strike
52.92
IV
71.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
46.27
IV
83.3%
B/E move
2.6%
Puts
Pseudo strike
53.61
IV
67.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
44.89
IV
88.7%
B/E move
2.2%
Puts
Pseudo strike
54.30
IV
63.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
43.51
IV
94.1%
B/E move
1.8%
Puts
Pseudo strike
54.99
IV
59.7%
B/E move
0.9%

Options history

IV · four-Friday blend39.34%
Daily close
AMAL26.8%53.8%80.7%2026-08-13: 40.38%2026-08-19: 70.60%2026-08-21: 31.17%2026-08-24: 34.06%2026-08-25: 37.50%2026-08-26: 37.81%2026-09-01: 44.92%2026-09-18: 35.60%2026-09-21: 39.47%2026-09-24: 38.46%2026-09-25: 40.27%2026-09-30: 38.19%2026-10-01: 35.99%2026-10-02: 38.33%2026-10-05: 38.47%2026-10-06: 44.80%2026-10-15: 76.99%2026-10-16: 31.49%2026-10-19: 31.92%2026-10-20: 36.41%2026-10-21: 36.35%2026-10-22: 30.56%2026-10-23: 33.83%2026-10-26: 31.83%2026-10-27: 34.65%2026-10-28: 39.34%Aug 13Oct 1Oct 28
26 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
40.38%
70.60%
31.17%
34.06%
37.50%
37.81%
44.92%
35.60%
39.47%
38.46%
40.27%
38.19%
35.99%
38.33%
38.47%
44.80%
76.99%
31.49%
31.92%
36.41%
36.35%
30.56%
33.83%
31.83%
34.65%
39.34%