Share price$395.53
1D+1.4%
Sold putSold callAH
Affiliated Managers Group, Inc. AMG
FINANCIAL SERVICES · ASSET MANAGEMENTi
Market dataready · fetched 2026-10-23T05:03:11.061Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003717132Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:03:10.406838+00:00
Affiliated Managers Group, Inc. options
PutsCheap0.78×
CallsCheap0.69×
SkewNeutral+0.12 pp
Implied moveBearish±$33.84
TiltBearish5.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 435.45 | 37.4% | 11.2% | 362.67 | 41.1% | 9.7% |
| 25Δ | 428.00 | 37.5% | 9.7% | 369.91 | 40.9% | 8.3% |
| 30Δ | 421.14 | 37.3% | 8.3% | 376.34 | 40.3% | 7.1% |
| 35Δ | 415.18 | 37.3% | 7.3% | 382.45 | 39.9% | 6.1% |
| 40Δ | 409.46 | 37.4% | 6.3% | 388.14 | 39.5% | 5.2% |
| 45Δ | 404.21 | 37.8% | 5.6% | 393.62 | 39.1% | 4.4% |
| 50Δ | 398.94 | 38.2% | 4.8% | 398.99 | 38.6% | 3.7% |
| 55Δ | 393.62 | 38.7% | 4.2% | 404.29 | 38.2% | 3.1% |
| 60Δ | 388.21 | 39.1% | 3.6% | 409.57 | 37.7% | 2.5% |
| 65Δ | 382.60 | 39.3% | 3.0% | 415.41 | 37.7% | 2.0% |
| 70Δ | 376.42 | 40.1% | 2.5% | 421.45 | 37.7% | 1.6% |
| 75Δ | 369.67 | 41.2% | 2.1% | 428.01 | 37.6% | 1.2% |
| 80Δ | 361.52 | 42.7% | 1.7% | 435.64 | 37.6% | 0.8% |
20Δ
- Pseudo strike
- 435.45
- IV
- 37.4%
- B/E move
- 11.2%
- Pseudo strike
- 362.67
- IV
- 41.1%
- B/E move
- 9.7%
25Δ
- Pseudo strike
- 428.00
- IV
- 37.5%
- B/E move
- 9.7%
- Pseudo strike
- 369.91
- IV
- 40.9%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 421.14
- IV
- 37.3%
- B/E move
- 8.3%
- Pseudo strike
- 376.34
- IV
- 40.3%
- B/E move
- 7.1%
35Δ
- Pseudo strike
- 415.18
- IV
- 37.3%
- B/E move
- 7.3%
- Pseudo strike
- 382.45
- IV
- 39.9%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 409.46
- IV
- 37.4%
- B/E move
- 6.3%
- Pseudo strike
- 388.14
- IV
- 39.5%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 404.21
- IV
- 37.8%
- B/E move
- 5.6%
- Pseudo strike
- 393.62
- IV
- 39.1%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 398.94
- IV
- 38.2%
- B/E move
- 4.8%
- Pseudo strike
- 398.99
- IV
- 38.6%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 393.62
- IV
- 38.7%
- B/E move
- 4.2%
- Pseudo strike
- 404.29
- IV
- 38.2%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 388.21
- IV
- 39.1%
- B/E move
- 3.6%
- Pseudo strike
- 409.57
- IV
- 37.7%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 382.60
- IV
- 39.3%
- B/E move
- 3.0%
- Pseudo strike
- 415.41
- IV
- 37.7%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 376.42
- IV
- 40.1%
- B/E move
- 2.5%
- Pseudo strike
- 421.45
- IV
- 37.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 369.67
- IV
- 41.2%
- B/E move
- 2.1%
- Pseudo strike
- 428.01
- IV
- 37.6%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 361.52
- IV
- 42.7%
- B/E move
- 1.7%
- Pseudo strike
- 435.64
- IV
- 37.6%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 35.31% | |
| 34.48% |