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Amentum Holdings, Inc. AMTM

i

Market dataready · fetched 2026-11-07T01:14:33.852Z

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 · 2026-11-07T00:00:00.002008383Z

FundamentalsSEC EDGAR · ready · as of 2026-07-03 · fetched 2026-11-07T01:14:33.270727+00:00

Share price$21.25
1D+1.9%
AH$20.66$20.82$20.98$21.14$21.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMTM
Sold putSold callAH

Amentum Holdings, Inc. options

Live interpolated AMTM call and put midpoint premiums by absolute delta.Amentum Holdings, Inc.$0.14$1.07$2.00$2.93$3.86$18.23$19.74$21.25$22.76$24.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMTM spot · $21.25AMTM PRICE$0.24$0.30$0.37$0.48$0.59$0.70$0.81$0.92$1.03$1.15$1.26$1.37$0.25$0.33$0.49$0.65$0.82$0.98$1.14$1.31$1.47$1.63$2.13$2.86$3.59
PutsFair0.96×
Calls——
Skew——
Implied moveBearish±$1.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4660.3%16.3%19.4054.1%9.9%
25Δ23.4053.6%11.5%20.0548.5%7.2%
30Δ22.4647.8%7.4%20.3449.5%6.6%
35Δ22.2247.0%6.8%20.6350.6%6.0%
40Δ21.9746.2%6.2%20.9251.6%5.4%
45Δ21.7245.4%5.5%21.2252.6%4.8%
50Δ21.4744.6%4.9%21.5153.6%4.2%
55Δ21.2343.9%4.2%21.8054.6%3.6%
60Δ20.9843.1%3.6%22.0955.6%3.0%
65Δ20.7342.3%3.0%22.3856.6%2.4%
70Δ20.4841.5%2.3%22.9661.3%1.9%
75Δ20.2440.7%1.7%23.7668.7%1.6%
80Δ24.5676.1%1.3%

20Δ

Calls
Pseudo strike
24.46
IV
60.3%
B/E move
16.3%
Puts
Pseudo strike
19.40
IV
54.1%
B/E move
9.9%

25Δ

Calls
Pseudo strike
23.40
IV
53.6%
B/E move
11.5%
Puts
Pseudo strike
20.05
IV
48.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
22.46
IV
47.8%
B/E move
7.4%
Puts
Pseudo strike
20.34
IV
49.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
22.22
IV
47.0%
B/E move
6.8%
Puts
Pseudo strike
20.63
IV
50.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
21.97
IV
46.2%
B/E move
6.2%
Puts
Pseudo strike
20.92
IV
51.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
21.72
IV
45.4%
B/E move
5.5%
Puts
Pseudo strike
21.22
IV
52.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
21.47
IV
44.6%
B/E move
4.9%
Puts
Pseudo strike
21.51
IV
53.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
21.23
IV
43.9%
B/E move
4.2%
Puts
Pseudo strike
21.80
IV
54.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
20.98
IV
43.1%
B/E move
3.6%
Puts
Pseudo strike
22.09
IV
55.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
20.73
IV
42.3%
B/E move
3.0%
Puts
Pseudo strike
22.38
IV
56.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
20.48
IV
41.5%
B/E move
2.3%
Puts
Pseudo strike
22.96
IV
61.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.24
IV
40.7%
B/E move
1.7%
Puts
Pseudo strike
23.76
IV
68.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.56
IV
76.1%
B/E move
1.3%

Options history

IV · four-Friday blend46.32%
Daily close
AMTM40.6%51.0%61.4%2026-08-10: 57.20%2026-08-11: 47.48%2026-08-12: 46.85%2026-08-21: 47.41%2026-08-24: 45.28%2026-08-25: 44.25%2026-08-26: 44.38%2026-08-27: 45.30%2026-08-28: 43.17%2026-08-31: 42.07%2026-09-01: 44.90%2026-09-02: 43.10%2026-09-03: 42.47%2026-09-04: 43.03%2026-09-08: 47.33%2026-09-14: 59.24%2026-09-15: 59.96%2026-09-16: 52.84%2026-09-18: 44.45%2026-09-21: 45.76%2026-09-22: 42.10%2026-09-23: 44.89%2026-09-24: 45.67%2026-10-16: 48.11%2026-10-19: 46.32%2026-10-20: 47.30%2026-10-21: 47.54%2026-10-22: 53.05%2026-10-23: 48.08%2026-10-26: 47.35%2026-10-27: 48.79%2026-10-28: 43.48%2026-10-29: 45.68%2026-10-30: 46.32%Aug 10Sep 15Oct 30
34 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.20%
47.48%
46.85%
47.41%
45.28%
44.25%
44.38%
45.30%
43.17%
42.07%
44.90%
43.10%
42.47%
43.03%
47.33%
59.24%
59.96%
52.84%
44.45%
45.76%
42.10%
44.89%
45.67%
48.11%
46.32%
47.30%
47.54%
53.05%
48.08%
47.35%
48.79%
43.48%
45.68%
46.32%