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Amrize Ltd AMRZ

i

Market dataready · fetched 2026-11-12T16:05:45.861Z

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 · 2026-11-12T16:05:33.218129104Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:05:45.157210+00:00

Share price$41.57
1D-0.4%
$41.42$41.58$41.75$41.91$42.085:30 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$0.26$1.40$2.54$3.68$4.82$37.71$39.70$41.70$43.69$45.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMRZ spot · $41.56AMRZ PRICE$0.38$0.48$0.57$0.66$0.78$1.01$1.24$1.47$1.70$1.93$2.16$3.22$4.49$0.52$0.58$0.64$0.75$0.86$0.97$1.08$1.18$1.29$1.41$1.88$2.34$2.80
PutsExpensive1.37×
CallsExpensive1.56×
SkewBullish-4.20 pp
Implied moveBullish±$2.32
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9457.6%9.0%35.74100.5%15.3%
25Δ44.2854.2%7.7%38.0175.0%9.9%
30Δ43.6350.9%6.3%40.0452.4%5.2%
35Δ42.9847.5%5.0%40.4049.9%4.6%
40Δ42.4045.3%3.9%40.7547.5%4.0%
45Δ42.0146.3%3.5%41.1045.1%3.4%
50Δ41.6247.3%3.1%41.4542.6%2.9%
55Δ41.2448.3%2.7%41.8140.2%2.3%
60Δ40.8549.3%2.4%42.1637.8%1.7%
65Δ40.4650.3%2.0%42.5235.5%1.1%
70Δ40.0851.3%1.6%43.0537.3%0.9%
75Δ38.9866.0%1.5%43.5939.1%0.8%
80Δ37.7184.0%1.5%44.1340.9%0.6%

20Δ

Calls
Pseudo strike
44.94
IV
57.6%
B/E move
9.0%
Puts
Pseudo strike
35.74
IV
100.5%
B/E move
15.3%

25Δ

Calls
Pseudo strike
44.28
IV
54.2%
B/E move
7.7%
Puts
Pseudo strike
38.01
IV
75.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
43.63
IV
50.9%
B/E move
6.3%
Puts
Pseudo strike
40.04
IV
52.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
42.98
IV
47.5%
B/E move
5.0%
Puts
Pseudo strike
40.40
IV
49.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
42.40
IV
45.3%
B/E move
3.9%
Puts
Pseudo strike
40.75
IV
47.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
42.01
IV
46.3%
B/E move
3.5%
Puts
Pseudo strike
41.10
IV
45.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
41.62
IV
47.3%
B/E move
3.1%
Puts
Pseudo strike
41.45
IV
42.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
41.24
IV
48.3%
B/E move
2.7%
Puts
Pseudo strike
41.81
IV
40.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
40.85
IV
49.3%
B/E move
2.4%
Puts
Pseudo strike
42.16
IV
37.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
40.46
IV
50.3%
B/E move
2.0%
Puts
Pseudo strike
42.52
IV
35.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
40.08
IV
51.3%
B/E move
1.6%
Puts
Pseudo strike
43.05
IV
37.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.98
IV
66.0%
B/E move
1.5%
Puts
Pseudo strike
43.59
IV
39.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
37.71
IV
84.0%
B/E move
1.5%
Puts
Pseudo strike
44.13
IV
40.9%
B/E move
0.6%

Options history

IV · four-Friday blend35.01%
Daily close
AMRZ28.0%39.0%49.9%2026-08-14: 30.99%2026-08-17: 38.44%2026-08-18: 35.99%2026-08-19: 45.94%2026-08-21: 31.61%2026-08-24: 32.69%2026-08-25: 33.41%2026-08-26: 32.58%2026-08-27: 32.24%2026-08-28: 31.41%2026-08-31: 31.63%2026-09-01: 31.11%2026-09-02: 29.99%2026-09-03: 30.21%2026-09-04: 29.55%2026-09-08: 33.45%2026-09-10: 32.01%2026-09-14: 37.08%2026-09-18: 34.94%2026-09-21: 35.48%2026-09-22: 34.55%2026-09-23: 35.23%2026-09-24: 35.82%2026-09-25: 35.71%2026-09-28: 36.19%2026-09-29: 36.61%2026-09-30: 36.60%2026-10-01: 36.80%2026-10-02: 36.78%2026-10-05: 36.89%2026-10-06: 36.82%2026-10-15: 48.40%2026-10-16: 39.49%2026-10-19: 39.13%2026-10-20: 37.94%2026-10-21: 37.50%2026-10-22: 37.44%2026-10-23: 40.01%2026-10-26: 38.09%2026-10-27: 39.64%2026-10-28: 39.08%2026-10-29: 34.56%2026-10-30: 35.01%Aug 14Sep 23Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.99%
38.44%
35.99%
45.94%
31.61%
32.69%
33.41%
32.58%
32.24%
31.41%
31.63%
31.11%
29.99%
30.21%
29.55%
33.45%
32.01%
37.08%
34.94%
35.48%
34.55%
35.23%
35.82%
35.71%
36.19%
36.61%
36.60%
36.80%
36.78%
36.89%
36.82%
48.40%
39.49%
39.13%
37.94%
37.50%
37.44%
40.01%
38.09%
39.64%
39.08%
34.56%
35.01%