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Amcor plc Ordinary Shares AMCR

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-12T15:03:28.353Z

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 · 2026-11-12T15:03:06.540510429Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:03:27.566442+00:00

Share price$44.48
1D+0.2%
$44.32$44.47$44.63$44.78$44.935:30 AM6:30 AM9:00 AM1:00 PMAMCR
Sold putSold call

Amcor plc Ordinary Shares options

Live interpolated AMCR call and put midpoint premiums by absolute delta.Amcor plc Ordinary Shares$0.15$1.20$2.25$3.30$4.34$37.52$40.88$44.23$47.58$50.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMCR spot · $44.48AMCR PRICE$0.32$0.38$0.45$0.57$0.69$0.85$1.10$1.35$3.00$3.50$4.04$0.26$0.32$0.39$0.46$0.60$0.86$1.12$1.37$1.61$1.84
Puts——
Calls——
Skew——
Implied moveBalanced±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1243.7%6.7%42.6234.9%4.8%
25Δ46.4540.1%5.3%43.1232.3%3.8%
30Δ45.8636.4%4.1%43.4630.6%3.2%
35Δ45.5437.0%3.7%43.7928.9%2.6%
40Δ45.2237.5%3.2%44.1129.5%2.2%
45Δ44.8938.8%2.9%44.4033.9%2.1%
50Δ44.5542.0%2.6%44.6838.3%2.0%
55Δ44.2145.1%2.4%44.9742.8%2.0%
60Δ45.3442.9%1.7%
65Δ45.7142.6%1.4%
70Δ42.4268.1%2.1%
75Δ41.7369.5%1.7%
80Δ41.0170.1%1.3%

20Δ

Calls
Pseudo strike
47.12
IV
43.7%
B/E move
6.7%
Puts
Pseudo strike
42.62
IV
34.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
46.45
IV
40.1%
B/E move
5.3%
Puts
Pseudo strike
43.12
IV
32.3%
B/E move
3.8%

30Δ

Calls
Pseudo strike
45.86
IV
36.4%
B/E move
4.1%
Puts
Pseudo strike
43.46
IV
30.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
45.54
IV
37.0%
B/E move
3.7%
Puts
Pseudo strike
43.79
IV
28.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
45.22
IV
37.5%
B/E move
3.2%
Puts
Pseudo strike
44.11
IV
29.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
44.89
IV
38.8%
B/E move
2.9%
Puts
Pseudo strike
44.40
IV
33.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
44.55
IV
42.0%
B/E move
2.6%
Puts
Pseudo strike
44.68
IV
38.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
44.21
IV
45.1%
B/E move
2.4%
Puts
Pseudo strike
44.97
IV
42.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.34
IV
42.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.71
IV
42.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
42.42
IV
68.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.73
IV
69.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.01
IV
70.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.64%
Daily close
AMCR25.9%33.1%40.4%2026-08-14: 30.47%2026-08-17: 31.85%2026-08-18: 30.26%2026-08-19: 36.73%2026-08-20: 39.42%2026-08-21: 28.18%2026-08-24: 27.91%2026-08-25: 28.87%2026-08-26: 28.32%2026-08-27: 28.89%2026-08-28: 29.43%2026-08-31: 29.31%2026-09-01: 28.18%2026-09-02: 28.40%2026-09-03: 27.77%2026-09-04: 27.13%2026-09-08: 28.88%2026-09-09: 28.40%2026-09-10: 28.76%2026-09-11: 29.17%2026-09-14: 28.48%2026-09-15: 38.88%2026-09-16: 30.82%2026-09-18: 27.85%2026-09-21: 29.52%2026-09-22: 29.29%2026-09-23: 29.34%2026-09-24: 28.54%2026-09-25: 27.94%2026-09-28: 29.07%2026-09-29: 29.73%2026-09-30: 29.34%2026-10-01: 28.66%2026-10-02: 27.84%2026-10-05: 27.53%2026-10-06: 27.45%2026-10-07: 28.43%2026-10-08: 27.18%2026-10-09: 26.86%2026-10-12: 28.54%2026-10-13: 28.96%2026-10-14: 30.88%2026-10-16: 29.74%2026-10-19: 27.98%2026-10-20: 28.32%2026-10-21: 29.34%2026-10-22: 30.50%2026-10-23: 29.84%2026-10-26: 30.46%2026-10-27: 30.27%2026-10-28: 29.69%2026-10-29: 28.83%2026-10-30: 29.64%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.47%
31.85%
30.26%
36.73%
39.42%
28.18%
27.91%
28.87%
28.32%
28.89%
29.43%
29.31%
28.18%
28.40%
27.77%
27.13%
28.88%
28.40%
28.76%
29.17%
28.48%
38.88%
30.82%
27.85%
29.52%
29.29%
29.34%
28.54%
27.94%
29.07%
29.73%
29.34%
28.66%
27.84%
27.53%
27.45%
28.43%
27.18%
26.86%
28.54%
28.96%
30.88%
29.74%
27.98%
28.32%
29.34%
30.50%
29.84%
30.46%
30.27%
29.69%
28.83%
29.64%