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Amalgamated Financial Corp. Common Stock (DE) AMAL

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Market datapartial · fetched 2026-10-22T06:43:25.510Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.360202567Z

FundamentalsAlpha Vantage · unavailable

Share price$47.82
1D+0.2%
AH$47.39$47.57$47.74$47.91$48.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMAL
Sold putSold callAH

Amalgamated Financial Corp. Common Stock (DE) options

Live interpolated AMAL call and put midpoint premiums by absolute delta.Amalgamated Financial Corp. Common Stock (DE)$0.82$2.36$3.90$5.45$6.99$38.04$42.49$46.95$51.40$55.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMAL spot · $47.82AMAL PRICE$0.98$1.04$1.23$1.42$1.61$1.95$2.28$2.61$2.94$3.27$3.60$4.12$5.16$1.52$1.89$2.25$2.58$2.71$2.85$2.98$3.12$3.26$3.79$4.71$5.63$6.54
PutsExpensive2.32×
CallsExpensive1.83×
SkewBearish+12.86 pp
Implied moveBearish±$5.26
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.4672.1%24.3%38.8592.3%21.9%
25Δ54.3255.7%15.8%41.0385.8%18.1%
30Δ52.8652.0%13.1%43.2279.3%14.3%
35Δ51.4048.2%10.4%45.1672.9%10.9%
40Δ49.9744.6%7.9%46.0466.8%9.4%
45Δ49.2343.8%7.0%46.9260.7%7.8%
50Δ48.5043.0%6.2%47.8154.6%6.3%
55Δ47.7642.1%5.3%48.6948.5%4.7%
60Δ47.0241.3%4.5%49.5742.4%3.2%
65Δ46.2840.5%3.6%50.5640.0%2.2%
70Δ45.5539.7%2.8%51.6841.1%1.8%
75Δ44.6839.4%2.1%52.7942.1%1.4%
80Δ43.4540.3%1.7%53.9043.2%1.0%

20Δ

Calls
Pseudo strike
58.46
IV
72.1%
B/E move
24.3%
Puts
Pseudo strike
38.85
IV
92.3%
B/E move
21.9%

25Δ

Calls
Pseudo strike
54.32
IV
55.7%
B/E move
15.8%
Puts
Pseudo strike
41.03
IV
85.8%
B/E move
18.1%

30Δ

Calls
Pseudo strike
52.86
IV
52.0%
B/E move
13.1%
Puts
Pseudo strike
43.22
IV
79.3%
B/E move
14.3%

35Δ

Calls
Pseudo strike
51.40
IV
48.2%
B/E move
10.4%
Puts
Pseudo strike
45.16
IV
72.9%
B/E move
10.9%

40Δ

Calls
Pseudo strike
49.97
IV
44.6%
B/E move
7.9%
Puts
Pseudo strike
46.04
IV
66.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
49.23
IV
43.8%
B/E move
7.0%
Puts
Pseudo strike
46.92
IV
60.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
48.50
IV
43.0%
B/E move
6.2%
Puts
Pseudo strike
47.81
IV
54.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
47.76
IV
42.1%
B/E move
5.3%
Puts
Pseudo strike
48.69
IV
48.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
47.02
IV
41.3%
B/E move
4.5%
Puts
Pseudo strike
49.57
IV
42.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
46.28
IV
40.5%
B/E move
3.6%
Puts
Pseudo strike
50.56
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
45.55
IV
39.7%
B/E move
2.8%
Puts
Pseudo strike
51.68
IV
41.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
44.68
IV
39.4%
B/E move
2.1%
Puts
Pseudo strike
52.79
IV
42.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
43.45
IV
40.3%
B/E move
1.7%
Puts
Pseudo strike
53.90
IV
43.2%
B/E move
1.0%

Options history

No recorded observations