IntraAlpha
Create free account Start free

Amentum Holdings Inc. AMTM

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-10-16T00:14:17.026Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:51:18.300116158Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:13:32.954550+00:00

Share price$19.17
1D+4.4%
AH$18.22$18.46$18.70$18.94$19.185:30 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.$0.00$2.75$5.51$8.26$11.01$14.12$17.13$20.14$23.16$26.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMTM spot · $19.17AMTM PRICE$0.27$0.36$0.44$0.52$0.71$1.90$3.08$4.27$5.46$6.65$7.84$9.03$10.22$0.41$0.47$0.65$0.82$1.00$1.17$1.35$1.53$2.27$3.42$5.17$7.92$8.40
PutsExpensive1.27×
CallsExpensive1.97×
SkewBullish-32.61 pp
Implied moveBullish±$4.43
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.8240.5%15.3%16.2166.3%17.6%
25Δ21.3639.9%13.3%17.6047.1%10.6%
30Δ20.8939.2%11.3%17.9747.3%9.6%
35Δ20.4238.6%9.3%18.3447.5%8.6%
40Δ19.8839.9%7.4%18.7247.7%7.5%
45Δ18.5960.6%6.9%19.0947.9%6.5%
50Δ17.3081.4%6.4%19.4748.1%5.5%
55Δ16.01102.2%5.8%19.8448.3%4.4%
60Δ14.72123.0%5.3%20.6557.4%4.1%
65Δ13.42143.7%4.7%21.7973.0%4.2%
70Δ12.13164.5%4.2%23.5491.0%4.1%
75Δ10.84185.3%3.7%26.35113.0%3.9%
80Δ9.55206.0%3.1%27.06106.3%2.7%

20Δ

Calls
Pseudo strike
21.82
IV
40.5%
B/E move
15.3%
Puts
Pseudo strike
16.21
IV
66.3%
B/E move
17.6%

25Δ

Calls
Pseudo strike
21.36
IV
39.9%
B/E move
13.3%
Puts
Pseudo strike
17.60
IV
47.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
20.89
IV
39.2%
B/E move
11.3%
Puts
Pseudo strike
17.97
IV
47.3%
B/E move
9.6%

35Δ

Calls
Pseudo strike
20.42
IV
38.6%
B/E move
9.3%
Puts
Pseudo strike
18.34
IV
47.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
19.88
IV
39.9%
B/E move
7.4%
Puts
Pseudo strike
18.72
IV
47.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
18.59
IV
60.6%
B/E move
6.9%
Puts
Pseudo strike
19.09
IV
47.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
17.30
IV
81.4%
B/E move
6.4%
Puts
Pseudo strike
19.47
IV
48.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
16.01
IV
102.2%
B/E move
5.8%
Puts
Pseudo strike
19.84
IV
48.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
14.72
IV
123.0%
B/E move
5.3%
Puts
Pseudo strike
20.65
IV
57.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.42
IV
143.7%
B/E move
4.7%
Puts
Pseudo strike
21.79
IV
73.0%
B/E move
4.2%

70Δ

Calls
Pseudo strike
12.13
IV
164.5%
B/E move
4.2%
Puts
Pseudo strike
23.54
IV
91.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.84
IV
185.3%
B/E move
3.7%
Puts
Pseudo strike
26.35
IV
113.0%
B/E move
3.9%

80Δ

Calls
Pseudo strike
9.55
IV
206.0%
B/E move
3.1%
Puts
Pseudo strike
27.06
IV
106.3%
B/E move
2.7%