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Amcor PLC AMCR

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-23T04:47:17.394Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:45:32.933451+00:00

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 options

Live interpolated AMCR call and put midpoint premiums by absolute delta.Amcor PLC$0.29$2.13$3.96$5.80$7.63$39.62$42.76$45.90$49.03$52.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMCR spot · $46.28AMCR PRICE$0.49$0.63$0.81$1.01$1.24$1.51$1.76$2.00$2.34$2.71$3.16$3.73$4.36$0.55$0.72$0.90$1.10$1.34$1.58$1.83$2.16$2.74$3.58$4.14$5.27$7.10
PutsExpensive1.15×
CallsFair1.04×
SkewBearish+1.54 pp
Implied moveBalanced±$3.58
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9134.9%11.1%42.8636.3%8.6%
25Δ49.7634.6%8.9%43.6335.5%7.3%
30Δ49.0634.8%7.8%44.3235.0%6.2%
35Δ48.4335.1%6.8%44.9434.6%5.3%
40Δ47.8235.5%6.0%45.5134.5%4.6%
45Δ47.2536.5%5.4%46.0734.3%3.9%
50Δ46.6736.5%4.6%46.6133.5%3.2%
55Δ46.0735.6%3.9%47.1933.8%2.7%
60Δ45.4836.0%3.3%47.8936.8%2.4%
65Δ44.8736.5%2.8%48.8441.2%2.2%
70Δ44.2137.0%2.4%49.6141.2%1.7%
75Δ43.4537.6%1.9%50.9443.3%1.3%
80Δ42.6338.2%1.5%52.9148.7%1.0%

20Δ

Calls
Pseudo strike
50.91
IV
34.9%
B/E move
11.1%
Puts
Pseudo strike
42.86
IV
36.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
49.76
IV
34.6%
B/E move
8.9%
Puts
Pseudo strike
43.63
IV
35.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
49.06
IV
34.8%
B/E move
7.8%
Puts
Pseudo strike
44.32
IV
35.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
48.43
IV
35.1%
B/E move
6.8%
Puts
Pseudo strike
44.94
IV
34.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
47.82
IV
35.5%
B/E move
6.0%
Puts
Pseudo strike
45.51
IV
34.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
47.25
IV
36.5%
B/E move
5.4%
Puts
Pseudo strike
46.07
IV
34.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
46.67
IV
36.5%
B/E move
4.6%
Puts
Pseudo strike
46.61
IV
33.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
46.07
IV
35.6%
B/E move
3.9%
Puts
Pseudo strike
47.19
IV
33.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
45.48
IV
36.0%
B/E move
3.3%
Puts
Pseudo strike
47.89
IV
36.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
44.87
IV
36.5%
B/E move
2.8%
Puts
Pseudo strike
48.84
IV
41.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
44.21
IV
37.0%
B/E move
2.4%
Puts
Pseudo strike
49.61
IV
41.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
43.45
IV
37.6%
B/E move
1.9%
Puts
Pseudo strike
50.94
IV
43.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
42.63
IV
38.2%
B/E move
1.5%
Puts
Pseudo strike
52.91
IV
48.7%
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%