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Affiliated Managers Group AMG

i

Market dataready · fetched 2026-11-12T06:53:48.008Z

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 · 2026-11-12T00:00:00.002537433Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T06:53:46.938497+00:00

Share price$401.93
1D-0.1%
AH$396$399$402$405$4085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMG
Sold putSold callAH

Affiliated Managers Group options

Live interpolated AMG call and put midpoint premiums by absolute delta.Affiliated Managers Group$1.95$7.85$13.75$19.65$25.55$337.95$366.44$394.92$423.40$451.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMG spot · $401.93AMG PRICE$2.59$3.31$4.21$5.11$6.24$7.60$8.96$10.33$12.45$14.58$16.72$20.20$23.85$2.87$3.54$4.36$5.38$6.40$7.45$8.93$10.41$11.89$13.68$16.06$18.45$21.26
PutsCheap0.63×
CallsCheap0.62×
SkewBullish-2.88 pp
Implied moveBalanced±$17.89
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ424.1939.6%6.2%382.0842.2%5.7%
25Δ418.6938.0%5.0%387.2039.0%4.5%
30Δ415.2137.6%4.4%391.3337.0%3.7%
35Δ411.7337.2%3.7%394.2936.5%3.2%
40Δ408.5737.3%3.2%397.2436.1%2.8%
45Δ405.7337.8%2.8%400.1835.7%2.3%
50Δ402.8938.2%2.5%402.8735.5%2.0%
55Δ400.0538.7%2.1%405.5635.4%1.7%
60Δ396.8239.5%1.8%408.2535.3%1.4%
65Δ393.5940.2%1.6%411.1335.2%1.1%
70Δ390.3641.0%1.3%414.3735.3%0.9%
75Δ385.9742.4%1.1%417.6135.4%0.7%
80Δ381.4343.9%0.8%421.2435.4%0.5%

20Δ

Calls
Pseudo strike
424.19
IV
39.6%
B/E move
6.2%
Puts
Pseudo strike
382.08
IV
42.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
418.69
IV
38.0%
B/E move
5.0%
Puts
Pseudo strike
387.20
IV
39.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
415.21
IV
37.6%
B/E move
4.4%
Puts
Pseudo strike
391.33
IV
37.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
411.73
IV
37.2%
B/E move
3.7%
Puts
Pseudo strike
394.29
IV
36.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
408.57
IV
37.3%
B/E move
3.2%
Puts
Pseudo strike
397.24
IV
36.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
405.73
IV
37.8%
B/E move
2.8%
Puts
Pseudo strike
400.18
IV
35.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
402.89
IV
38.2%
B/E move
2.5%
Puts
Pseudo strike
402.87
IV
35.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
400.05
IV
38.7%
B/E move
2.1%
Puts
Pseudo strike
405.56
IV
35.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
396.82
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
408.25
IV
35.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
393.59
IV
40.2%
B/E move
1.6%
Puts
Pseudo strike
411.13
IV
35.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
390.36
IV
41.0%
B/E move
1.3%
Puts
Pseudo strike
414.37
IV
35.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
385.97
IV
42.4%
B/E move
1.1%
Puts
Pseudo strike
417.61
IV
35.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
381.43
IV
43.9%
B/E move
0.8%
Puts
Pseudo strike
421.24
IV
35.4%
B/E move
0.5%

Options history

IV · four-Friday blend37.23%
Daily close
AMG34.0%37.4%40.9%2026-08-14: 37.79%2026-08-17: 39.30%2026-08-18: 39.38%2026-08-19: 39.92%2026-08-20: 40.41%2026-08-21: 37.08%2026-08-24: 37.50%2026-08-25: 37.69%2026-08-26: 37.47%2026-08-27: 36.00%2026-08-28: 35.26%2026-08-31: 35.16%2026-09-01: 36.85%2026-09-02: 36.75%2026-09-03: 35.37%2026-09-04: 35.58%2026-09-08: 37.63%2026-09-09: 37.75%2026-09-10: 37.58%2026-09-11: 36.55%2026-09-14: 38.17%2026-09-15: 39.21%2026-09-16: 39.92%2026-09-18: 34.85%2026-09-21: 35.32%2026-09-22: 35.09%2026-09-23: 34.86%2026-09-24: 35.31%2026-09-25: 34.88%2026-09-28: 37.54%2026-09-29: 36.68%2026-09-30: 36.63%2026-10-01: 36.19%2026-10-02: 35.83%2026-10-05: 36.41%2026-10-06: 36.37%2026-10-07: 36.21%2026-10-08: 36.15%2026-10-09: 35.17%2026-10-12: 35.21%2026-10-13: 35.39%2026-10-14: 36.86%2026-10-15: 38.23%2026-10-16: 34.91%2026-10-19: 34.93%2026-10-20: 35.31%2026-10-21: 34.49%2026-10-22: 35.80%2026-10-23: 36.89%2026-10-26: 36.61%2026-10-27: 36.21%2026-10-28: 35.84%2026-10-29: 35.82%2026-10-30: 37.23%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
37.79%
39.30%
39.38%
39.92%
40.41%
37.08%
37.50%
37.69%
37.47%
36.00%
35.26%
35.16%
36.85%
36.75%
35.37%
35.58%
37.63%
37.75%
37.58%
36.55%
38.17%
39.21%
39.92%
34.85%
35.32%
35.09%
34.86%
35.31%
34.88%
37.54%
36.68%
36.63%
36.19%
35.83%
36.41%
36.37%
36.21%
36.15%
35.17%
35.21%
35.39%
36.86%
38.23%
34.91%
34.93%
35.31%
34.49%
35.80%
36.89%
36.61%
36.21%
35.84%
35.82%
37.23%