IntraAlpha
Create free account Start free

American Well Corporation AMWL

i

Market datapartial · fetched 2026-10-22T22:17:04.708Z

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 · 2026-10-22T20:10:00.002048303Z

FundamentalsAlpha Vantage · unavailable

Share price$14.19
1D+2.9%
AH$13.72$13.95$14.17$14.40$14.625:30 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$0.24$1.56$2.88$4.21$5.53$8.65$11.37$14.10$16.82$19.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMWL spot · $14.19AMWL PRICE$0.38$0.78$1.09$1.07$0.98$0.92$1.20$1.47$1.74$2.01$2.28$2.71$3.43$0.56$0.67$0.99$1.43$1.87$2.31$2.69$2.97$3.26$3.54$3.83$4.43$5.15
PutsExpensive1.69×
CallsExpensive1.41×
SkewBearish+4.66 pp
Implied moveBearish±$3.88
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.1689.6%30.6%11.27114.0%24.5%
25Δ20.66149.9%51.1%12.2098.7%18.7%
30Δ21.52185.1%59.4%12.8999.9%16.2%
35Δ18.83148.6%40.2%13.48109.2%15.1%
40Δ16.82110.6%25.5%14.06118.4%14.1%
45Δ14.9676.4%11.9%14.64127.7%13.1%
50Δ14.5279.8%10.8%15.21130.9%11.7%
55Δ14.0983.1%9.6%15.75124.5%10.0%
60Δ13.6586.5%8.4%16.29118.1%8.2%
65Δ13.2189.8%7.3%16.82111.6%6.4%
70Δ12.7893.2%6.1%17.36105.2%4.6%
75Δ12.1999.1%5.0%18.13102.4%3.4%
80Δ11.35109.4%4.1%18.99100.9%2.5%

20Δ

Calls
Pseudo strike
18.16
IV
89.6%
B/E move
30.6%
Puts
Pseudo strike
11.27
IV
114.0%
B/E move
24.5%

25Δ

Calls
Pseudo strike
20.66
IV
149.9%
B/E move
51.1%
Puts
Pseudo strike
12.20
IV
98.7%
B/E move
18.7%

30Δ

Calls
Pseudo strike
21.52
IV
185.1%
B/E move
59.4%
Puts
Pseudo strike
12.89
IV
99.9%
B/E move
16.2%

35Δ

Calls
Pseudo strike
18.83
IV
148.6%
B/E move
40.2%
Puts
Pseudo strike
13.48
IV
109.2%
B/E move
15.1%

40Δ

Calls
Pseudo strike
16.82
IV
110.6%
B/E move
25.5%
Puts
Pseudo strike
14.06
IV
118.4%
B/E move
14.1%

45Δ

Calls
Pseudo strike
14.96
IV
76.4%
B/E move
11.9%
Puts
Pseudo strike
14.64
IV
127.7%
B/E move
13.1%

50Δ

Calls
Pseudo strike
14.52
IV
79.8%
B/E move
10.8%
Puts
Pseudo strike
15.21
IV
130.9%
B/E move
11.7%

55Δ

Calls
Pseudo strike
14.09
IV
83.1%
B/E move
9.6%
Puts
Pseudo strike
15.75
IV
124.5%
B/E move
10.0%

60Δ

Calls
Pseudo strike
13.65
IV
86.5%
B/E move
8.4%
Puts
Pseudo strike
16.29
IV
118.1%
B/E move
8.2%

65Δ

Calls
Pseudo strike
13.21
IV
89.8%
B/E move
7.3%
Puts
Pseudo strike
16.82
IV
111.6%
B/E move
6.4%

70Δ

Calls
Pseudo strike
12.78
IV
93.2%
B/E move
6.1%
Puts
Pseudo strike
17.36
IV
105.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
12.19
IV
99.1%
B/E move
5.0%
Puts
Pseudo strike
18.13
IV
102.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.35
IV
109.4%
B/E move
4.1%
Puts
Pseudo strike
18.99
IV
100.9%
B/E move
2.5%

Options history

AMWL82.7483.0383.322026-10-20: 83.24%2026-10-21: 82.83%Oct 20Oct 21
Table
DateIV
83.24%
82.83%