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Ardagh Metal Packaging SA AMBP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-23T06:01:30.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T23:00:00.002733801Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:01:29.770984+00:00

Share price$4.73
1D+1.5%
AH$4.63$4.69$4.75$4.81$4.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMBP
Sold putSold callAH

Ardagh Metal Packaging SA options

Live interpolated AMBP call and put midpoint premiums by absolute delta.Ardagh Metal Packaging SA$0.00$0.77$1.53$2.30$3.07$2.62$3.66$4.69$5.72$6.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMBP spot · $4.73AMBP PRICE$0.09$0.06$0.21$0.41$0.60$0.79$0.98$1.18$1.37$1.56$1.75$1.95$2.14$0.29$0.37$0.44$0.52$0.60$0.68$0.77$1.12$1.46$1.81$2.15$2.50$2.84
PutsExpensive1.80×
CallsExpensive1.67×
SkewBearish+4.27 pp
Implied moveBullish±$1.76
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.4262.4%37.7%3.4192.1%34.0%
25Δ5.1823.6%10.7%3.6890.5%30.0%
30Δ4.8329.3%6.7%3.9588.9%26.0%
35Δ4.6442.5%6.6%4.2187.3%22.0%
40Δ4.4455.8%6.5%4.4885.7%17.9%
45Δ4.2469.0%6.4%4.7584.1%13.9%
50Δ4.0582.3%6.4%5.0382.8%10.1%
55Δ3.8595.5%6.3%5.4386.8%8.9%
60Δ3.65108.8%6.2%5.8390.8%7.7%
65Δ3.46122.0%6.1%6.2394.8%6.5%
70Δ3.26135.2%6.0%6.6398.8%5.3%
75Δ3.06148.5%5.9%7.03102.8%4.1%
80Δ2.87161.7%5.9%7.44106.8%2.9%

20Δ

Calls
Pseudo strike
6.42
IV
62.4%
B/E move
37.7%
Puts
Pseudo strike
3.41
IV
92.1%
B/E move
34.0%

25Δ

Calls
Pseudo strike
5.18
IV
23.6%
B/E move
10.7%
Puts
Pseudo strike
3.68
IV
90.5%
B/E move
30.0%

30Δ

Calls
Pseudo strike
4.83
IV
29.3%
B/E move
6.7%
Puts
Pseudo strike
3.95
IV
88.9%
B/E move
26.0%

35Δ

Calls
Pseudo strike
4.64
IV
42.5%
B/E move
6.6%
Puts
Pseudo strike
4.21
IV
87.3%
B/E move
22.0%

40Δ

Calls
Pseudo strike
4.44
IV
55.8%
B/E move
6.5%
Puts
Pseudo strike
4.48
IV
85.7%
B/E move
17.9%

45Δ

Calls
Pseudo strike
4.24
IV
69.0%
B/E move
6.4%
Puts
Pseudo strike
4.75
IV
84.1%
B/E move
13.9%

50Δ

Calls
Pseudo strike
4.05
IV
82.3%
B/E move
6.4%
Puts
Pseudo strike
5.03
IV
82.8%
B/E move
10.1%

55Δ

Calls
Pseudo strike
3.85
IV
95.5%
B/E move
6.3%
Puts
Pseudo strike
5.43
IV
86.8%
B/E move
8.9%

60Δ

Calls
Pseudo strike
3.65
IV
108.8%
B/E move
6.2%
Puts
Pseudo strike
5.83
IV
90.8%
B/E move
7.7%

65Δ

Calls
Pseudo strike
3.46
IV
122.0%
B/E move
6.1%
Puts
Pseudo strike
6.23
IV
94.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
3.26
IV
135.2%
B/E move
6.0%
Puts
Pseudo strike
6.63
IV
98.8%
B/E move
5.3%

75Δ

Calls
Pseudo strike
3.06
IV
148.5%
B/E move
5.9%
Puts
Pseudo strike
7.03
IV
102.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
2.87
IV
161.7%
B/E move
5.9%
Puts
Pseudo strike
7.44
IV
106.8%
B/E move
2.9%

Options history

No recorded observations