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Amer Sports, Inc. AS

i

Market datapartial · fetched 2026-11-10T22:15:53.609Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.001736052Z

FundamentalsAlpha Vantage · unavailable

Share price$31.86
1D-0.8%
AH$30.94$31.26$31.57$31.88$32.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAS
Sold putSold callAH

Amer Sports, Inc. options

Live interpolated AS call and put midpoint premiums by absolute delta.Amer Sports, Inc.$0.09$0.73$1.37$2.01$2.64$30.11$31.01$31.91$32.81$33.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AS spot · $31.86AS PRICE$0.16$0.22$0.28$0.34$0.43$0.52$0.62$0.72$0.82$0.95$1.09$1.20$1.27$0.18$0.23$0.29$0.36$0.44$0.52$0.61$0.67$0.71$0.74$0.78$2.46
Puts——
CallsExpensive1.30×
Skew——
Implied moveBalanced±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1851.0%4.7%30.5756.1%4.6%
25Δ32.9351.4%4.0%30.8852.7%3.8%
30Δ32.7050.9%3.5%31.1351.5%3.2%
35Δ32.4750.7%3.0%31.3351.6%2.8%
40Δ32.2952.5%2.7%31.5351.6%2.4%
45Δ32.1054.3%2.4%31.7151.1%2.1%
50Δ31.9155.1%2.1%31.9050.7%1.8%
55Δ31.7154.7%1.8%32.0648.7%1.5%
60Δ31.5154.4%1.5%32.1944.8%1.2%
65Δ31.3054.4%1.2%32.3141.0%0.9%
70Δ31.0954.6%1.0%32.4437.2%0.6%
75Δ30.9252.0%0.8%
80Δ30.7847.5%0.6%34.0683.5%0.8%

20Δ

Calls
Pseudo strike
33.18
IV
51.0%
B/E move
4.7%
Puts
Pseudo strike
30.57
IV
56.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
32.93
IV
51.4%
B/E move
4.0%
Puts
Pseudo strike
30.88
IV
52.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
32.70
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
31.13
IV
51.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
32.47
IV
50.7%
B/E move
3.0%
Puts
Pseudo strike
31.33
IV
51.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
32.29
IV
52.5%
B/E move
2.7%
Puts
Pseudo strike
31.53
IV
51.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
32.10
IV
54.3%
B/E move
2.4%
Puts
Pseudo strike
31.71
IV
51.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
31.91
IV
55.1%
B/E move
2.1%
Puts
Pseudo strike
31.90
IV
50.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
31.71
IV
54.7%
B/E move
1.8%
Puts
Pseudo strike
32.06
IV
48.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
31.51
IV
54.4%
B/E move
1.5%
Puts
Pseudo strike
32.19
IV
44.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
31.30
IV
54.4%
B/E move
1.2%
Puts
Pseudo strike
32.31
IV
41.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
31.09
IV
54.6%
B/E move
1.0%
Puts
Pseudo strike
32.44
IV
37.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
30.92
IV
52.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.78
IV
47.5%
B/E move
0.6%
Puts
Pseudo strike
34.06
IV
83.5%
B/E move
0.8%

Options history

IV · four-Friday blend53.83%
Daily close
AS38.2%55.9%73.5%2026-08-12: 62.51%2026-08-13: 63.17%2026-08-14: 62.16%2026-08-17: 71.10%2026-08-18: 49.93%2026-08-21: 44.40%2026-08-24: 44.02%2026-08-25: 44.49%2026-08-26: 43.58%2026-08-27: 47.92%2026-08-28: 50.93%2026-08-31: 50.52%2026-09-01: 45.41%2026-09-02: 44.26%2026-09-03: 50.88%2026-09-04: 44.95%2026-09-08: 49.05%2026-09-09: 49.20%2026-09-10: 50.27%2026-09-11: 49.08%2026-09-14: 52.00%2026-09-15: 59.56%2026-09-16: 59.65%2026-09-17: 47.74%2026-09-18: 41.03%2026-09-21: 44.57%2026-09-22: 44.31%2026-09-23: 44.02%2026-09-24: 46.63%2026-09-25: 44.43%2026-09-28: 47.01%2026-09-29: 46.41%2026-09-30: 46.30%2026-10-01: 48.79%2026-10-02: 42.02%2026-10-05: 43.92%2026-10-06: 43.26%2026-10-07: 40.65%2026-10-08: 44.24%2026-10-09: 41.52%2026-10-12: 43.23%2026-10-13: 43.47%2026-10-14: 45.98%2026-10-15: 44.41%2026-10-16: 42.68%2026-10-19: 43.60%2026-10-20: 42.54%2026-10-21: 44.20%2026-10-22: 48.44%2026-10-23: 47.69%2026-10-26: 51.63%2026-10-27: 50.71%2026-10-28: 51.75%2026-10-29: 52.83%2026-10-30: 53.83%Aug 12Sep 23Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
62.51%
63.17%
62.16%
71.10%
49.93%
44.40%
44.02%
44.49%
43.58%
47.92%
50.93%
50.52%
45.41%
44.26%
50.88%
44.95%
49.05%
49.20%
50.27%
49.08%
52.00%
59.56%
59.65%
47.74%
41.03%
44.57%
44.31%
44.02%
46.63%
44.43%
47.01%
46.41%
46.30%
48.79%
42.02%
43.92%
43.26%
40.65%
44.24%
41.52%
43.23%
43.47%
45.98%
44.41%
42.68%
43.60%
42.54%
44.20%
48.44%
47.69%
51.63%
50.71%
51.75%
52.83%
53.83%