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Amrize Ltd AMRZ

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Market datapartial · fetched 2026-10-22T22:59:54.151Z

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 · 2026-10-22T22:30:00.002647437Z

FundamentalsAlpha Vantage · unavailable

Share price$39.44
1D+2.2%
AH$38.39$38.69$38.98$39.27$39.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRZ
Sold putSold callAH

Amrize Ltd options

Live interpolated AMRZ call and put midpoint premiums by absolute delta.Amrize Ltd$0.25$2.43$4.61$6.79$8.97$33.28$36.32$39.35$42.39$45.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRZ spot · $39.44AMRZ PRICE$0.51$0.65$0.80$0.94$1.09$1.23$1.52$1.93$2.33$2.74$3.43$5.50$7.57$0.48$0.59$0.84$1.17$1.50$1.83$2.16$2.69$3.26$3.83$4.71$5.80$8.34
PutsExpensive1.38×
CallsExpensive1.20×
SkewBearish+1.62 pp
Implied moveBearish±$3.68
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.3343.6%13.7%36.2037.8%9.4%
25Δ43.2441.7%11.3%37.1734.2%7.2%
30Δ42.2939.9%9.2%37.8434.6%6.2%
35Δ41.6338.1%7.9%38.3637.1%5.7%
40Δ40.9736.4%6.6%38.8739.5%5.3%
45Δ40.3134.6%5.3%39.3942.0%4.8%
50Δ39.6935.0%4.5%39.9044.4%4.3%
55Δ39.1237.2%4.1%40.6346.2%3.8%
60Δ38.5539.3%3.6%41.4247.8%3.3%
65Δ37.9741.5%3.2%42.2049.3%2.7%
70Δ37.1245.6%2.8%43.2751.9%2.2%
75Δ34.9258.7%2.5%44.5355.0%1.8%
80Δ32.7371.7%2.2%47.2164.7%1.5%

20Δ

Calls
Pseudo strike
44.33
IV
43.6%
B/E move
13.7%
Puts
Pseudo strike
36.20
IV
37.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
43.24
IV
41.7%
B/E move
11.3%
Puts
Pseudo strike
37.17
IV
34.2%
B/E move
7.2%

30Δ

Calls
Pseudo strike
42.29
IV
39.9%
B/E move
9.2%
Puts
Pseudo strike
37.84
IV
34.6%
B/E move
6.2%

35Δ

Calls
Pseudo strike
41.63
IV
38.1%
B/E move
7.9%
Puts
Pseudo strike
38.36
IV
37.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
40.97
IV
36.4%
B/E move
6.6%
Puts
Pseudo strike
38.87
IV
39.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
40.31
IV
34.6%
B/E move
5.3%
Puts
Pseudo strike
39.39
IV
42.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
39.69
IV
35.0%
B/E move
4.5%
Puts
Pseudo strike
39.90
IV
44.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
39.12
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
40.63
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
38.55
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
41.42
IV
47.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
37.97
IV
41.5%
B/E move
3.2%
Puts
Pseudo strike
42.20
IV
49.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
37.12
IV
45.6%
B/E move
2.8%
Puts
Pseudo strike
43.27
IV
51.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
34.92
IV
58.7%
B/E move
2.5%
Puts
Pseudo strike
44.53
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
32.73
IV
71.7%
B/E move
2.2%
Puts
Pseudo strike
47.21
IV
64.7%
B/E move
1.5%

Options history

AMRZ37.4837.7037.922026-10-20: 37.88%2026-10-21: 37.52%Oct 20Oct 21
Table
DateIV
37.88%
37.52%