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Amphenol Corporation APH

i

Market dataready · fetched 2026-11-11T13:48:24.503Z

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 · 2026-11-11T13:40:05.223757577Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:48:24.038605+00:00

Share price$83.28
1D+0.7%
$82.62$82.80$82.98$83.15$83.335:30 AM6:30 AM9:00 AM1:00 PMAPH
Sold putSold call

Amphenol Corporation options

Live interpolated APH call and put midpoint premiums by absolute delta.Amphenol Corporation$0.00$9.71$19.42$29.14$38.85$68.22$75.40$82.59$89.77$96.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive APH spot · $83.28APH PRICE$0.49$0.63$0.78$0.92$1.07$1.22$1.38$1.53$1.68$1.23$1.65$2.17$2.70$3.43$4.27$5.77$7.30$9.31$12.22$21.68$36.01
Puts——
Calls——
Skew——
Implied moveBearish±$7.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.4134.5%5.5%75.6778.6%10.6%
25Δ86.6133.2%4.8%77.2379.2%9.2%
30Δ85.8232.0%4.0%78.6380.3%8.2%
35Δ85.0330.7%3.2%80.0081.5%7.2%
40Δ84.5429.4%2.8%81.3584.0%6.4%
45Δ84.0728.2%2.4%82.7587.8%5.8%
50Δ83.5926.9%2.0%84.4598.8%5.5%
55Δ83.1225.7%1.6%86.38106.4%5.0%
60Δ82.6524.4%1.3%88.79115.5%4.6%
65Δ92.03129.0%4.2%
70Δ101.13180.2%4.6%
75Δ115.49236.3%4.6%
80Δ

20Δ

Calls
Pseudo strike
87.41
IV
34.5%
B/E move
5.5%
Puts
Pseudo strike
75.67
IV
78.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
86.61
IV
33.2%
B/E move
4.8%
Puts
Pseudo strike
77.23
IV
79.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
85.82
IV
32.0%
B/E move
4.0%
Puts
Pseudo strike
78.63
IV
80.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
85.03
IV
30.7%
B/E move
3.2%
Puts
Pseudo strike
80.00
IV
81.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
84.54
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
81.35
IV
84.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
84.07
IV
28.2%
B/E move
2.4%
Puts
Pseudo strike
82.75
IV
87.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
83.59
IV
26.9%
B/E move
2.0%
Puts
Pseudo strike
84.45
IV
98.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
83.12
IV
25.7%
B/E move
1.6%
Puts
Pseudo strike
86.38
IV
106.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
82.65
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
88.79
IV
115.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.03
IV
129.0%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.13
IV
180.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.49
IV
236.3%
B/E move
4.6%

80Δ

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

Options history

IV · four-Friday blend44.12%
Daily close
APH37.9%43.5%49.1%2026-08-13: 44.60%2026-08-14: 42.43%2026-08-17: 43.03%2026-08-18: 45.00%2026-08-19: 43.78%2026-08-20: 45.37%2026-08-21: 43.93%2026-08-24: 44.54%2026-08-25: 43.66%2026-08-26: 44.80%2026-08-27: 43.73%2026-08-28: 43.42%2026-08-31: 42.30%2026-09-01: 43.65%2026-09-02: 42.70%2026-09-03: 42.52%2026-09-04: 43.23%2026-09-08: 45.90%2026-09-09: 44.29%2026-09-10: 43.61%2026-09-11: 42.69%2026-09-14: 46.74%2026-09-15: 44.43%2026-09-16: 47.25%2026-09-18: 42.95%2026-09-21: 44.23%2026-09-22: 43.34%2026-09-23: 44.41%2026-09-24: 44.24%2026-09-25: 42.92%2026-09-28: 43.10%2026-09-29: 42.13%2026-09-30: 43.57%2026-10-01: 45.02%2026-10-02: 42.72%2026-10-05: 41.43%2026-10-06: 40.48%2026-10-07: 40.87%2026-10-08: 41.76%2026-10-09: 40.73%2026-10-12: 38.68%2026-10-13: 42.66%2026-10-14: 47.15%2026-10-15: 47.53%2026-10-16: 43.02%2026-10-19: 43.93%2026-10-20: 42.86%2026-10-21: 43.13%2026-10-22: 48.36%2026-10-23: 47.10%2026-10-26: 47.05%2026-10-27: 46.18%2026-10-28: 42.02%2026-10-29: 40.59%2026-10-30: 44.12%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
44.60%
42.43%
43.03%
45.00%
43.78%
45.37%
43.93%
44.54%
43.66%
44.80%
43.73%
43.42%
42.30%
43.65%
42.70%
42.52%
43.23%
45.90%
44.29%
43.61%
42.69%
46.74%
44.43%
47.25%
42.95%
44.23%
43.34%
44.41%
44.24%
42.92%
43.10%
42.13%
43.57%
45.02%
42.72%
41.43%
40.48%
40.87%
41.76%
40.73%
38.68%
42.66%
47.15%
47.53%
43.02%
43.93%
42.86%
43.13%
48.36%
47.10%
47.05%
46.18%
42.02%
40.59%
44.12%