AMERICAN HOMES 4 RENT AMH
i
Market datapartial · fetched 2026-11-12T15:29:18.658Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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: 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 dataPriceAlpaca · sip · 2026-11-12T15:29:10.453522455Z
FundamentalsAlpha Vantage · unavailable
Share price$32.40
1D-0.4%
Sold putSold call
AMERICAN HOMES 4 RENT options
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.51 | 23.2% | 7.9% | |||
| 25Δ | 34.10 | 25.0% | 7.4% | |||
| 30Δ | 33.69 | 26.8% | 6.9% | |||
| 35Δ | 33.28 | 28.7% | 6.4% | |||
| 40Δ | 32.86 | 30.5% | 5.9% | |||
| 45Δ | 32.45 | 32.3% | 5.5% | |||
| 50Δ | 32.04 | 34.1% | 5.0% | |||
| 55Δ | 31.62 | 35.9% | 4.5% | |||
| 60Δ | 31.21 | 37.7% | 4.0% | |||
| 65Δ | 30.80 | 39.5% | 3.5% | |||
| 70Δ | 30.39 | 41.3% | 3.0% | |||
| 75Δ | 29.90 | 43.7% | 2.5% | |||
| 80Δ | 28.22 | 53.7% | 2.2% | |||
20Δ
- Pseudo strike
- 34.51
- IV
- 23.2%
- B/E move
- 7.9%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 34.10
- IV
- 25.0%
- B/E move
- 7.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 33.69
- IV
- 26.8%
- B/E move
- 6.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 33.28
- IV
- 28.7%
- B/E move
- 6.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 32.86
- IV
- 30.5%
- B/E move
- 5.9%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 32.45
- IV
- 32.3%
- B/E move
- 5.5%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 32.04
- IV
- 34.1%
- B/E move
- 5.0%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 31.62
- IV
- 35.9%
- B/E move
- 4.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 31.21
- IV
- 37.7%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 30.80
- IV
- 39.5%
- B/E move
- 3.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 30.39
- IV
- 41.3%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 29.90
- IV
- 43.7%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 28.22
- IV
- 53.7%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend40.12%
Daily close
2 observations2026-10-05 — 2026-10-06
Table
| Date | IV (%) |
|---|---|
| 35.71% | |
| 40.12% |