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Ardagh Metal Packaging S.A. AMBP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-04T04:06:52.969Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-04T00:00:00.002192229Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:06:50.968879+00:00

Share price$4.58
1D-1.8%
AH$4.56$4.59$4.61$4.64$4.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMBP
Sold putSold callAH

Ardagh Metal Packaging S.A. options

Live interpolated AMBP call and put midpoint premiums by absolute delta.Ardagh Metal Packaging S.A.$0.12$0.61$1.11$1.60$2.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAMBP PRICE$0.17$0.33$0.48$0.64$0.79$0.95$1.10$1.26$1.41$1.56$1.72$1.87$0.93$1.44$1.95
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
25Δ4.8635.1%9.9%
30Δ4.6844.6%9.4%
35Δ4.5054.1%8.8%
40Δ4.3263.5%8.3%
45Δ4.1573.0%7.8%
50Δ3.9782.5%7.3%
55Δ3.7992.0%6.8%
60Δ3.61101.5%6.3%
65Δ3.44111.0%5.8%
70Δ3.26120.5%5.3%5.3954.7%2.5%
75Δ3.08129.9%4.8%5.9365.3%2.0%
80Δ2.90139.4%4.3%6.4676.0%1.6%

20Δ

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

25Δ

Calls
Pseudo strike
4.86
IV
35.1%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.68
IV
44.6%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.50
IV
54.1%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.32
IV
63.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.15
IV
73.0%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.97
IV
82.5%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.79
IV
92.0%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.61
IV
101.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.44
IV
111.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.26
IV
120.5%
B/E move
5.3%
Puts
Pseudo strike
5.39
IV
54.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
3.08
IV
129.9%
B/E move
4.8%
Puts
Pseudo strike
5.93
IV
65.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
2.90
IV
139.4%
B/E move
4.3%
Puts
Pseudo strike
6.46
IV
76.0%
B/E move
1.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations