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Ameriprise Financial, Inc. AMP

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T14:51:46.256Z

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 · 2026-11-11T14:51:44.062406076Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:51:45.703827+00:00

Share price$519.89
1D-0.0%
$516$517$518$519$5215:30 AM6:30 AM9:00 AM1:00 PMAMP
Sold putSold call

Ameriprise Financial, Inc. options

Live interpolated AMP call and put midpoint premiums by absolute delta.Ameriprise Financial, Inc.$2.33$9.20$16.07$22.94$29.81$483.43$502.54$521.65$540.76$559.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMP spot · $519.89AMP PRICE$3.07$3.99$4.66$5.29$6.36$7.50$8.63$10.31$12.63$14.94$17.55$20.62$23.69$3.59$4.73$5.75$6.86$8.22$9.58$11.16$12.96$14.75$16.97$19.56$22.16$27.83
PutsExpensive1.23×
CallsCheap0.76×
SkewBearish+3.86 pp
Implied moveBearish±$19.80
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ546.3434.3%5.7%496.6337.2%5.2%
25Δ540.7033.5%4.8%501.3537.6%4.5%
30Δ535.6331.0%3.9%506.3335.9%3.7%
35Δ530.6428.2%3.1%510.9634.4%3.0%
40Δ527.4527.6%2.7%514.5933.9%2.6%
45Δ524.5227.3%2.3%518.2233.3%2.2%
50Δ521.5927.0%2.0%521.7132.8%1.8%
55Δ518.5127.4%1.7%525.0632.5%1.5%
60Δ515.2428.6%1.5%528.4232.1%1.2%
65Δ511.9829.9%1.4%531.9731.9%0.9%
70Δ508.4130.8%1.2%535.7031.7%0.7%
75Δ504.3431.2%1.0%539.4331.5%0.5%
80Δ500.2831.6%0.8%545.9033.7%0.4%

20Δ

Calls
Pseudo strike
546.34
IV
34.3%
B/E move
5.7%
Puts
Pseudo strike
496.63
IV
37.2%
B/E move
5.2%

25Δ

Calls
Pseudo strike
540.70
IV
33.5%
B/E move
4.8%
Puts
Pseudo strike
501.35
IV
37.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
535.63
IV
31.0%
B/E move
3.9%
Puts
Pseudo strike
506.33
IV
35.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
530.64
IV
28.2%
B/E move
3.1%
Puts
Pseudo strike
510.96
IV
34.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
527.45
IV
27.6%
B/E move
2.7%
Puts
Pseudo strike
514.59
IV
33.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
524.52
IV
27.3%
B/E move
2.3%
Puts
Pseudo strike
518.22
IV
33.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
521.59
IV
27.0%
B/E move
2.0%
Puts
Pseudo strike
521.71
IV
32.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
518.51
IV
27.4%
B/E move
1.7%
Puts
Pseudo strike
525.06
IV
32.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
515.24
IV
28.6%
B/E move
1.5%
Puts
Pseudo strike
528.42
IV
32.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
511.98
IV
29.9%
B/E move
1.4%
Puts
Pseudo strike
531.97
IV
31.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
508.41
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
535.70
IV
31.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
504.34
IV
31.2%
B/E move
1.0%
Puts
Pseudo strike
539.43
IV
31.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
500.28
IV
31.6%
B/E move
0.8%
Puts
Pseudo strike
545.90
IV
33.7%
B/E move
0.4%

Options history

IV · four-Friday blend28.46%
Daily close
AMP22.6%28.1%33.7%2026-08-13: 24.45%2026-08-14: 23.36%2026-08-17: 25.44%2026-08-18: 25.35%2026-08-19: 26.51%2026-08-20: 27.86%2026-08-21: 24.70%2026-08-24: 24.80%2026-08-25: 24.52%2026-08-26: 24.45%2026-08-27: 24.35%2026-08-28: 23.80%2026-08-31: 23.87%2026-09-01: 24.67%2026-09-02: 25.04%2026-09-03: 25.13%2026-09-04: 25.28%2026-09-08: 26.06%2026-09-09: 26.86%2026-09-10: 26.84%2026-09-11: 25.64%2026-09-14: 27.01%2026-09-15: 27.88%2026-09-16: 28.92%2026-09-17: 29.03%2026-09-18: 26.23%2026-09-21: 25.88%2026-09-22: 26.56%2026-09-23: 27.82%2026-09-24: 29.62%2026-09-25: 28.10%2026-09-28: 28.60%2026-09-29: 28.02%2026-09-30: 28.19%2026-10-01: 27.58%2026-10-02: 26.95%2026-10-05: 27.14%2026-10-06: 26.98%2026-10-07: 27.11%2026-10-08: 27.28%2026-10-09: 26.65%2026-10-12: 27.22%2026-10-13: 30.11%2026-10-14: 30.95%2026-10-15: 32.90%2026-10-16: 29.19%2026-10-19: 30.43%2026-10-20: 29.92%2026-10-21: 30.00%2026-10-22: 30.15%2026-10-23: 30.94%2026-10-26: 31.61%2026-10-27: 32.11%2026-10-28: 31.99%2026-10-29: 27.35%2026-10-30: 28.46%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.45%
23.36%
25.44%
25.35%
26.51%
27.86%
24.70%
24.80%
24.52%
24.45%
24.35%
23.80%
23.87%
24.67%
25.04%
25.13%
25.28%
26.06%
26.86%
26.84%
25.64%
27.01%
27.88%
28.92%
29.03%
26.23%
25.88%
26.56%
27.82%
29.62%
28.10%
28.60%
28.02%
28.19%
27.58%
26.95%
27.14%
26.98%
27.11%
27.28%
26.65%
27.22%
30.11%
30.95%
32.90%
29.19%
30.43%
29.92%
30.00%
30.15%
30.94%
31.61%
32.11%
31.99%
27.35%
28.46%