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American Homes 4 Rent AMH

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-10-23T05:03:12.042Z

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 · 2026-10-22T23:00:00.002339874Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:03:11.511028+00:00

Share price$31.90
1D+2.4%
AH$31.09$31.34$31.58$31.83$32.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMH
Sold putSold callAH

American Homes 4 Rent options

Live interpolated AMH call and put midpoint premiums by absolute delta.American Homes 4 Rent$0.48$1.11$1.75$2.39$3.02$22.82$26.44$30.06$33.69$37.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMH spot · $31.90AMH PRICE$0.55$0.68$0.81$0.94$1.07$1.20$1.33$1.46$1.60$1.73$1.86$1.99$2.12$1.24$1.37$1.51$1.64$1.77$1.91$2.04$2.17$2.31$2.44$2.57$2.71$2.84
PutsExpensive4.79×
CallsExpensive2.38×
SkewBearish+41.12 pp
Implied moveBearish±$3.37
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0762.6%24.2%23.51132.1%30.2%
25Δ38.3559.7%22.3%24.34124.4%28.0%
30Δ37.6356.7%20.5%25.16116.7%25.8%
35Δ36.9153.8%18.6%25.99109.1%23.7%
40Δ36.1950.8%16.8%26.81101.4%21.5%
45Δ35.4747.8%15.0%27.6393.7%19.3%
50Δ34.7544.9%13.1%28.4686.0%17.2%
55Δ34.0341.9%11.3%29.2878.3%15.0%
60Δ33.3138.9%9.4%30.1170.6%12.9%
65Δ32.5936.0%7.6%30.9362.9%10.7%
70Δ31.8733.0%5.7%31.7555.2%8.5%
75Δ31.1530.1%3.9%32.5847.5%6.4%
80Δ30.4327.1%2.0%33.4039.8%4.2%

20Δ

Calls
Pseudo strike
39.07
IV
62.6%
B/E move
24.2%
Puts
Pseudo strike
23.51
IV
132.1%
B/E move
30.2%

25Δ

Calls
Pseudo strike
38.35
IV
59.7%
B/E move
22.3%
Puts
Pseudo strike
24.34
IV
124.4%
B/E move
28.0%

30Δ

Calls
Pseudo strike
37.63
IV
56.7%
B/E move
20.5%
Puts
Pseudo strike
25.16
IV
116.7%
B/E move
25.8%

35Δ

Calls
Pseudo strike
36.91
IV
53.8%
B/E move
18.6%
Puts
Pseudo strike
25.99
IV
109.1%
B/E move
23.7%

40Δ

Calls
Pseudo strike
36.19
IV
50.8%
B/E move
16.8%
Puts
Pseudo strike
26.81
IV
101.4%
B/E move
21.5%

45Δ

Calls
Pseudo strike
35.47
IV
47.8%
B/E move
15.0%
Puts
Pseudo strike
27.63
IV
93.7%
B/E move
19.3%

50Δ

Calls
Pseudo strike
34.75
IV
44.9%
B/E move
13.1%
Puts
Pseudo strike
28.46
IV
86.0%
B/E move
17.2%

55Δ

Calls
Pseudo strike
34.03
IV
41.9%
B/E move
11.3%
Puts
Pseudo strike
29.28
IV
78.3%
B/E move
15.0%

60Δ

Calls
Pseudo strike
33.31
IV
38.9%
B/E move
9.4%
Puts
Pseudo strike
30.11
IV
70.6%
B/E move
12.9%

65Δ

Calls
Pseudo strike
32.59
IV
36.0%
B/E move
7.6%
Puts
Pseudo strike
30.93
IV
62.9%
B/E move
10.7%

70Δ

Calls
Pseudo strike
31.87
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
31.75
IV
55.2%
B/E move
8.5%

75Δ

Calls
Pseudo strike
31.15
IV
30.1%
B/E move
3.9%
Puts
Pseudo strike
32.58
IV
47.5%
B/E move
6.4%

80Δ

Calls
Pseudo strike
30.43
IV
27.1%
B/E move
2.0%
Puts
Pseudo strike
33.40
IV
39.8%
B/E move
4.2%

Options history

No recorded observations