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Amphenol Corporation APH

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-22T04:20:28.656Z

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 · 2026-10-21T23:51:09.931030165Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:20:26.899106+00:00

Share price$78.50
1D-2.4%
AH$79.01$79.65$80.29$80.92$81.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPH
Sold putSold callAH

Amphenol Corporation options

Live interpolated APH call and put midpoint premiums by absolute delta.Amphenol Corporation$0.86$3.86$6.85$9.85$12.85$64.77$71.99$79.20$86.41$93.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APH spot · $78.50APH PRICE$1.18$1.56$1.96$2.44$2.96$3.63$4.35$5.19$6.18$7.27$8.13$10.07$11.99$1.28$1.66$2.10$2.58$3.12$3.71$4.34$4.98$5.63$6.26$6.88$7.51$8.25
PutsCheap0.89×
CallsExpensive1.16×
SkewBullish-11.65 pp
Implied moveBalanced±$8.69
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.8251.0%15.9%70.8448.2%11.4%
25Δ87.5950.6%13.6%72.6347.0%9.6%
30Δ85.6649.9%11.6%74.1346.2%8.2%
35Δ84.0050.1%10.1%75.5445.7%7.1%
40Δ82.4950.7%8.8%76.8445.6%6.1%
45Δ81.0852.3%7.9%78.1245.4%5.2%
50Δ79.6553.8%7.0%79.3845.1%4.4%
55Δ78.1455.4%6.2%80.6144.3%3.7%
60Δ76.5457.4%5.4%81.8143.2%3.0%
65Δ74.8759.3%4.6%82.9541.7%2.3%
70Δ73.2857.7%3.7%84.0239.7%1.7%
75Δ70.9163.0%3.2%85.0937.8%1.2%
80Δ68.5265.7%2.6%86.1435.5%0.8%

20Δ

Calls
Pseudo strike
89.82
IV
51.0%
B/E move
15.9%
Puts
Pseudo strike
70.84
IV
48.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
87.59
IV
50.6%
B/E move
13.6%
Puts
Pseudo strike
72.63
IV
47.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
85.66
IV
49.9%
B/E move
11.6%
Puts
Pseudo strike
74.13
IV
46.2%
B/E move
8.2%

35Δ

Calls
Pseudo strike
84.00
IV
50.1%
B/E move
10.1%
Puts
Pseudo strike
75.54
IV
45.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
82.49
IV
50.7%
B/E move
8.8%
Puts
Pseudo strike
76.84
IV
45.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
81.08
IV
52.3%
B/E move
7.9%
Puts
Pseudo strike
78.12
IV
45.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
79.65
IV
53.8%
B/E move
7.0%
Puts
Pseudo strike
79.38
IV
45.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
78.14
IV
55.4%
B/E move
6.2%
Puts
Pseudo strike
80.61
IV
44.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
76.54
IV
57.4%
B/E move
5.4%
Puts
Pseudo strike
81.81
IV
43.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
74.87
IV
59.3%
B/E move
4.6%
Puts
Pseudo strike
82.95
IV
41.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
73.28
IV
57.7%
B/E move
3.7%
Puts
Pseudo strike
84.02
IV
39.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
70.91
IV
63.0%
B/E move
3.2%
Puts
Pseudo strike
85.09
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
68.52
IV
65.7%
B/E move
2.6%
Puts
Pseudo strike
86.14
IV
35.5%
B/E move
0.8%

Options history

No recorded observations