Options/AMRZ

AMRZAmrize Ltd

Options Analysis Report•CEMENT, HYDRAULIC

Market Cap $22.1B|NYSE

● 2026-09-11$40.44

BEARISH

Analysis: 2026-09-10 EOD data

1Y -27.3%YTD -27.0%7D -7.7%

Options Vol

3,859

30D

Implied Move

±8.6%

IV Rank

AMRZ Options Overview

bearish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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AMRZ Gamma Walls

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Value

Is IV priced right?

7.8

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 43.4% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.10x — IV premium over HV

Sector Relative≤50%

Sector percentile 9% — below sector median

Term Structure

<1.1x

Front/Back 0.79x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 31.4% — normal range

Spread-Adjusted Value

<80%

Effective IV 69.2% (ATM 31.4% + spread 18.9% + bias) — fair

Execution Efficiency

<3.0%

Total drag 25.56% (spread 18.92% + slippage 6.64%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 3.69 (vega 6.978 / spread 18.92%) — spread drag

Sentiment

Bullish or bearish?

4.8

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +38%, Raw: +13%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +38% (strong bullish) — Raw: +13%

OI Skew Magnitude

≥15%

|OI skew| 16.8% — put-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -69.2%, OI skew -16.8% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +80%, ATM: +8%, OTM: -86% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 94% — very bearish vs sector

Activity

Unusual activity?

7.0

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks5/8 checks passed

Volume Surge

≥1.5x

Volume 3.3x avg — hot

Turnover Rate

≥15%

Vol/OI 9.7% — normal turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +3.0% (5d) — building

Sector Relative≥60%

Sector activity percentile 95% — very active vs sector

Trade Quality

≥30%

Large trade volume 59% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 69% — urgent

Flow Conviction

≥30

Conviction +38 (bullish) — moderate

Liquidity

Can I trade efficiently?

3.3

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 18.9% — wide

Adequate OI

≥10,000

OI 39,876 — adequate

Active Volume

≥500

Volume 3,859/day — adequate

Reasonable Cost

≤$0.50

$0.95 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 49% — neutral vs sector

Order Book Depth

≥100 contracts

Depth 125.19999999999999 contracts (bid:50.6 ask:74.6) — adequate

Execution Quality

<1.0%

Avg slippage 6.64% — poor

Timing

Is now a good time?

6.9

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -20.8% — contango

IV Percentile Clarity

<30 or >70

IV percentile 43% — neutral

Event Detection

≥10pts kink

IV kink -5.3pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 394.21 — favors income trades

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +38% @ 69% consistency — moderate (bullish)

Smart Money Timing

≥40 composite score

Score 89 (ITM 20% + inst 59%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.0

bullishIV cheap, mixed flow

Long Puts6.9

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put4.0

bullishIV too cheap, mixed flow

Covered Call4.2

bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on AMRZ

AMRZ gamma walls AMRZ option chain AMRZ max pain AMRZ expected move AMRZ IV rank AMRZ put/call ratio AMRZ options flow