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Amrize Ltd AMRZ

i

Market datapartial · fetched 2026-11-04T03:30:04.029Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.001632807Z

FundamentalsAlpha Vantage · unavailable

Share price$41.97
1D-2.8%
AH$41.82$42.23$42.64$43.06$43.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMRZ
Sold putSold callAH

Amrize Ltd options

Live interpolated AMRZ call and put midpoint premiums by absolute delta.Amrize Ltd$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAMRZ PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend35.01%
Daily close
AMRZ28.0%39.0%49.9%2026-08-05: 40.16%2026-08-06: 42.38%2026-08-07: 33.62%2026-08-10: 33.63%2026-08-11: 31.36%2026-08-12: 32.10%2026-08-13: 31.40%2026-08-14: 30.99%2026-08-17: 38.44%2026-08-18: 35.99%2026-08-19: 45.94%2026-08-21: 31.61%2026-08-24: 32.69%2026-08-25: 33.41%2026-08-26: 32.58%2026-08-27: 32.24%2026-08-28: 31.41%2026-08-31: 31.63%2026-09-01: 31.11%2026-09-02: 29.99%2026-09-03: 30.21%2026-09-04: 29.55%2026-09-08: 33.45%2026-09-10: 32.01%2026-09-14: 37.08%2026-09-18: 34.94%2026-09-21: 35.48%2026-09-22: 34.55%2026-09-23: 35.23%2026-09-24: 35.82%2026-09-25: 35.71%2026-09-28: 36.19%2026-09-29: 36.61%2026-09-30: 36.60%2026-10-01: 36.80%2026-10-02: 36.78%2026-10-05: 36.89%2026-10-06: 36.82%2026-10-15: 48.40%2026-10-16: 39.49%2026-10-19: 39.13%2026-10-20: 37.94%2026-10-21: 37.50%2026-10-22: 37.44%2026-10-23: 40.01%2026-10-26: 38.09%2026-10-27: 39.64%2026-10-28: 39.08%2026-10-29: 34.56%2026-10-30: 35.01%Aug 5Sep 14Oct 30
50 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.16%
42.38%
33.62%
33.63%
31.36%
32.10%
31.40%
30.99%
38.44%
35.99%
45.94%
31.61%
32.69%
33.41%
32.58%
32.24%
31.41%
31.63%
31.11%
29.99%
30.21%
29.55%
33.45%
32.01%
37.08%
34.94%
35.48%
34.55%
35.23%
35.82%
35.71%
36.19%
36.61%
36.60%
36.80%
36.78%
36.89%
36.82%
48.40%
39.49%
39.13%
37.94%
37.50%
37.44%
40.01%
38.09%
39.64%
39.08%
34.56%
35.01%