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Amcor plc Ordinary Shares AMCR

i

Market datapartial · fetched 2026-10-23T03:49:51.254Z

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 · 2026-10-22T23:00:00.003461538Z

FundamentalsAlpha Vantage · unavailable

Share price$46.28
1D+2.0%
AH$45.21$45.56$45.91$46.26$46.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMCR
Sold putSold callAH

Amcor plc Ordinary Shares options

Live interpolated AMCR call and put midpoint premiums by absolute delta.Amcor plc Ordinary Shares$0.29$2.13$3.98$5.83$7.67$39.63$42.74$45.85$48.96$52.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMCR spot · $46.28AMCR PRICE$0.49$0.63$0.81$1.01$1.23$1.50$1.76$1.99$2.33$2.71$3.15$3.72$4.35$0.55$0.72$0.90$1.11$1.34$1.58$1.83$2.17$2.75$3.59$4.15$5.30$7.14
PutsExpensive1.13×
CallsFair1.02×
SkewBearish+1.65 pp
Implied moveBalanced±$3.58
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9234.3%11.1%42.8635.7%8.6%
25Δ49.7634.0%8.9%43.6335.0%7.3%
30Δ49.0634.2%7.8%44.3234.4%6.2%
35Δ48.4334.4%6.8%44.9434.1%5.3%
40Δ47.8234.9%6.0%45.5133.9%4.6%
45Δ47.2535.8%5.4%46.0833.7%3.9%
50Δ46.6735.8%4.6%46.6233.0%3.2%
55Δ46.0835.0%3.9%47.2033.3%2.7%
60Δ45.4835.3%3.3%47.9036.3%2.4%
65Δ44.8835.8%2.8%48.8540.6%2.2%
70Δ44.2236.3%2.4%49.6340.6%1.7%
75Δ43.4636.8%1.9%50.9742.8%1.3%
80Δ42.6437.4%1.5%52.9448.1%1.0%

20Δ

Calls
Pseudo strike
50.92
IV
34.3%
B/E move
11.1%
Puts
Pseudo strike
42.86
IV
35.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
49.76
IV
34.0%
B/E move
8.9%
Puts
Pseudo strike
43.63
IV
35.0%
B/E move
7.3%

30Δ

Calls
Pseudo strike
49.06
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
44.32
IV
34.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
48.43
IV
34.4%
B/E move
6.8%
Puts
Pseudo strike
44.94
IV
34.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
47.82
IV
34.9%
B/E move
6.0%
Puts
Pseudo strike
45.51
IV
33.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
47.25
IV
35.8%
B/E move
5.4%
Puts
Pseudo strike
46.08
IV
33.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
46.67
IV
35.8%
B/E move
4.6%
Puts
Pseudo strike
46.62
IV
33.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
46.08
IV
35.0%
B/E move
3.9%
Puts
Pseudo strike
47.20
IV
33.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
45.48
IV
35.3%
B/E move
3.3%
Puts
Pseudo strike
47.90
IV
36.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
44.88
IV
35.8%
B/E move
2.8%
Puts
Pseudo strike
48.85
IV
40.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
44.22
IV
36.3%
B/E move
2.4%
Puts
Pseudo strike
49.63
IV
40.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
43.46
IV
36.8%
B/E move
1.9%
Puts
Pseudo strike
50.97
IV
42.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
42.64
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
52.94
IV
48.1%
B/E move
1.0%

Options history

AMCR27.8528.6329.412026-10-20: 27.96%2026-10-21: 29.31%Oct 20Oct 21
Table
DateIV
27.96%
29.31%