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American Well Corporation AMWL

i

Market dataready · fetched 2026-11-12T02:24:18.151Z

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: 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 · 2026-11-12T00:00:00.002982465Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:24:17.793715+00:00

Share price$12.31
1D+2.6%
AH$11.91$12.06$12.21$12.35$12.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMWL
Sold putSold callAH

American Well Corporation options

Live interpolated AMWL call and put midpoint premiums by absolute delta.American Well Corporation$0.64$1.21$1.78$2.35$2.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAMWL PRICE$0.70$0.79$1.28$1.77$2.26$2.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.90227.3%34.8%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ12.8556.7%2.1%
65Δ13.3572.8%2.0%
70Δ13.8588.8%1.9%
75Δ14.35104.9%1.8%
80Δ14.85120.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.90
IV
227.3%
B/E move
34.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.85
IV
56.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.35
IV
72.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.85
IV
88.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.35
IV
104.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.85
IV
120.9%
B/E move
1.7%

Options history

IV · four-Friday blend78.70%
Daily close
AMWL62.1%83.2%104.2%2026-08-17: 89.36%2026-08-19: 89.55%2026-08-21: 70.28%2026-08-24: 73.01%2026-08-26: 69.96%2026-09-02: 71.75%2026-09-08: 79.38%2026-09-10: 73.70%2026-09-18: 66.32%2026-09-21: 65.03%2026-09-22: 67.12%2026-09-23: 66.35%2026-09-28: 68.13%2026-10-02: 77.68%2026-10-05: 76.40%2026-10-06: 71.03%2026-10-07: 77.72%2026-10-08: 72.43%2026-10-09: 73.70%2026-10-12: 83.69%2026-10-15: 101.29%2026-10-16: 73.71%2026-10-19: 78.92%2026-10-20: 83.25%2026-10-21: 83.00%2026-10-22: 88.34%2026-10-23: 84.23%2026-10-26: 87.58%2026-10-27: 81.36%2026-10-28: 84.35%2026-10-29: 78.70%Aug 17Oct 6Oct 29
31 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
89.36%
89.55%
70.28%
73.01%
69.96%
71.75%
79.38%
73.70%
66.32%
65.03%
67.12%
66.35%
68.13%
77.68%
76.40%
71.03%
77.72%
72.43%
73.70%
83.69%
101.29%
73.71%
78.92%
83.25%
83.00%
88.34%
84.23%
87.58%
81.36%
84.35%
78.70%