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Amkor Technology, Inc. Common Stock AMKR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-10T22:25:09.274Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:07:30.357018667Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:20:13.382927+00:00

Share price$34.49
1D+2.0%
AH$33.52$34.18$34.85$35.52$36.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMKR
Sold putSold callAH

Amkor Technology, Inc. Common Stock options

Live interpolated AMKR call and put midpoint premiums by absolute delta.Amkor Technology, Inc. Common Stock$0.21$0.95$1.69$2.43$3.18$31.08$32.84$34.61$36.37$38.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMKR spot · $34.49AMKR PRICE$0.29$0.40$0.52$0.62$0.76$0.93$1.11$1.31$1.59$2.01$2.29$2.34$2.96$0.32$0.43$0.59$0.78$0.93$1.09$1.24$1.36$1.59$1.77$1.89$2.02$2.16
PutsExpensive1.43×
CallsFair1.03×
SkewBullish-7.58 pp
Implied moveBearish±$2.35
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8181.6%7.6%32.3389.2%7.2%
25Δ36.5589.1%7.1%32.7888.7%6.2%
30Δ36.1490.1%6.3%33.1492.5%5.6%
35Δ35.7088.4%5.3%33.4699.7%5.2%
40Δ35.3288.9%4.6%33.8698.5%4.5%
45Δ34.9992.2%4.1%34.2597.0%3.8%
50Δ34.6293.7%3.6%34.6294.3%3.2%
55Δ34.2594.8%3.1%34.9688.8%2.6%
60Δ33.8599.7%2.7%35.3389.0%2.2%
65Δ33.35110.7%2.5%35.6586.1%1.8%
70Δ32.92110.7%2.1%35.9380.2%1.3%
75Δ32.6597.9%1.5%36.1874.3%1.0%
80Δ31.93107.5%1.2%36.4268.5%0.7%

20Δ

Calls
Pseudo strike
36.81
IV
81.6%
B/E move
7.6%
Puts
Pseudo strike
32.33
IV
89.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
36.55
IV
89.1%
B/E move
7.1%
Puts
Pseudo strike
32.78
IV
88.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
36.14
IV
90.1%
B/E move
6.3%
Puts
Pseudo strike
33.14
IV
92.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
35.70
IV
88.4%
B/E move
5.3%
Puts
Pseudo strike
33.46
IV
99.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
35.32
IV
88.9%
B/E move
4.6%
Puts
Pseudo strike
33.86
IV
98.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
34.99
IV
92.2%
B/E move
4.1%
Puts
Pseudo strike
34.25
IV
97.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
34.62
IV
93.7%
B/E move
3.6%
Puts
Pseudo strike
34.62
IV
94.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
34.25
IV
94.8%
B/E move
3.1%
Puts
Pseudo strike
34.96
IV
88.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
33.85
IV
99.7%
B/E move
2.7%
Puts
Pseudo strike
35.33
IV
89.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
33.35
IV
110.7%
B/E move
2.5%
Puts
Pseudo strike
35.65
IV
86.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
32.92
IV
110.7%
B/E move
2.1%
Puts
Pseudo strike
35.93
IV
80.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
32.65
IV
97.9%
B/E move
1.5%
Puts
Pseudo strike
36.18
IV
74.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
31.93
IV
107.5%
B/E move
1.2%
Puts
Pseudo strike
36.42
IV
68.5%
B/E move
0.7%

Options history

IV · four-Friday blend71.89%
Daily close
AMKR54.9%85.7%116.6%2026-08-12: 78.45%2026-08-13: 76.09%2026-08-14: 71.89%2026-08-17: 74.65%2026-08-18: 77.41%2026-08-19: 78.24%2026-08-20: 73.56%2026-08-21: 67.43%2026-08-24: 75.45%2026-08-25: 74.45%2026-08-26: 68.51%2026-08-27: 72.32%2026-08-28: 60.73%2026-08-31: 63.14%2026-09-01: 62.79%2026-09-02: 62.17%2026-09-03: 62.63%2026-09-04: 59.15%2026-09-08: 69.98%2026-09-09: 70.16%2026-09-10: 66.35%2026-09-11: 60.42%2026-09-14: 69.54%2026-09-15: 67.85%2026-09-16: 67.15%2026-09-17: 67.85%2026-09-18: 62.86%2026-09-21: 64.52%2026-09-22: 63.41%2026-09-23: 68.59%2026-09-24: 66.78%2026-09-25: 64.82%2026-09-28: 68.55%2026-09-29: 68.54%2026-09-30: 67.59%2026-10-01: 64.33%2026-10-02: 65.83%2026-10-05: 67.38%2026-10-06: 66.42%2026-10-07: 68.04%2026-10-08: 70.56%2026-10-09: 69.56%2026-10-12: 73.48%2026-10-13: 74.45%2026-10-14: 80.27%2026-10-15: 82.00%2026-10-16: 79.35%2026-10-19: 83.60%2026-10-20: 88.61%2026-10-21: 88.15%2026-10-22: 101.29%2026-10-23: 95.20%2026-10-26: 112.35%2026-10-27: 74.40%2026-10-28: 72.63%2026-10-29: 73.58%2026-10-30: 71.89%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
78.45%
76.09%
71.89%
74.65%
77.41%
78.24%
73.56%
67.43%
75.45%
74.45%
68.51%
72.32%
60.73%
63.14%
62.79%
62.17%
62.63%
59.15%
69.98%
70.16%
66.35%
60.42%
69.54%
67.85%
67.15%
67.85%
62.86%
64.52%
63.41%
68.59%
66.78%
64.82%
68.55%
68.54%
67.59%
64.33%
65.83%
67.38%
66.42%
68.04%
70.56%
69.56%
73.48%
74.45%
80.27%
82.00%
79.35%
83.60%
88.61%
88.15%
101.29%
95.20%
112.35%
74.40%
72.63%
73.58%
71.89%