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Amrize Ltd AMRZ

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Market datapartial · fetched 2026-10-23T14:12:28.573Z

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 · 2026-10-23T14:12:22.522132504Z

FundamentalsAlpha Vantage · unavailable

Share price$39.05
1D-1.9%
$38.98$39.26$39.54$39.82$40.105:30 AM6:30 AM9:00 AM1:00 PMAMRZ
Sold putSold call

Amrize Ltd options

Live interpolated AMRZ call and put midpoint premiums by absolute delta.Amrize Ltd$0.42$2.62$4.82$7.01$9.21$31.94$35.82$39.70$43.58$47.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRZ spot · $39.05AMRZ PRICE$1.07$1.05$1.03$1.20$1.41$1.62$2.08$2.61$3.14$3.78$4.64$5.49$6.46$0.66$0.96$1.26$1.56$1.83$2.08$2.34$2.67$3.22$3.78$4.42$6.50$8.58
PutsExpensive1.56×
CallsExpensive1.79×
SkewBullish-11.96 pp
Implied moveBearish±$4.41
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.28105.7%39.2%35.4446.7%10.9%
25Δ48.3180.8%26.4%36.0849.6%10.1%
30Δ43.3455.8%13.6%36.7352.5%9.2%
35Δ41.8350.4%10.2%37.3755.4%8.3%
40Δ41.0149.1%8.6%38.0654.2%7.2%
45Δ40.2047.7%7.1%38.7751.9%6.0%
50Δ39.4550.4%6.3%39.4849.5%4.9%
55Δ38.7254.5%5.8%40.2048.0%3.9%
60Δ37.9958.5%5.3%40.9848.8%3.3%
65Δ37.1462.7%4.8%41.7649.6%2.7%
70Δ36.0467.2%4.2%42.6350.6%2.2%
75Δ34.9471.5%3.5%44.8855.1%1.7%
80Δ33.6772.6%2.8%47.1259.7%1.3%

20Δ

Calls
Pseudo strike
53.28
IV
105.7%
B/E move
39.2%
Puts
Pseudo strike
35.44
IV
46.7%
B/E move
10.9%

25Δ

Calls
Pseudo strike
48.31
IV
80.8%
B/E move
26.4%
Puts
Pseudo strike
36.08
IV
49.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
43.34
IV
55.8%
B/E move
13.6%
Puts
Pseudo strike
36.73
IV
52.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
41.83
IV
50.4%
B/E move
10.2%
Puts
Pseudo strike
37.37
IV
55.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
41.01
IV
49.1%
B/E move
8.6%
Puts
Pseudo strike
38.06
IV
54.2%
B/E move
7.2%

45Δ

Calls
Pseudo strike
40.20
IV
47.7%
B/E move
7.1%
Puts
Pseudo strike
38.77
IV
51.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
39.45
IV
50.4%
B/E move
6.3%
Puts
Pseudo strike
39.48
IV
49.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
38.72
IV
54.5%
B/E move
5.8%
Puts
Pseudo strike
40.20
IV
48.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
37.99
IV
58.5%
B/E move
5.3%
Puts
Pseudo strike
40.98
IV
48.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
37.14
IV
62.7%
B/E move
4.8%
Puts
Pseudo strike
41.76
IV
49.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
36.04
IV
67.2%
B/E move
4.2%
Puts
Pseudo strike
42.63
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
34.94
IV
71.5%
B/E move
3.5%
Puts
Pseudo strike
44.88
IV
55.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
33.67
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
47.12
IV
59.7%
B/E move
1.3%

Options history

AMRZ37.4637.6937.922026-10-20: 37.88%2026-10-21: 37.52%2026-10-22: 37.50%Oct 20Oct 22
Table
DateIV
37.88%
37.52%
37.50%