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Ambiq Micro, Inc. AMBQ

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Market dataready · fetched 2026-11-12T02:39:44.158Z

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: 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 · 2026-11-12T00:00:00.001563001Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:39:43.777997+00:00

Share price$50.33
1D+0.6%
AH$46$47$48$50$515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMBQ
Sold putSold callAH

Ambiq Micro, Inc. options

Live interpolated AMBQ call and put midpoint premiums by absolute delta.Ambiq Micro, Inc.$0.52$2.77$5.01$7.26$9.50$30.94$39.88$48.81$57.74$66.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMBQ spot · $50.33AMBQ PRICE$0.76$0.97$1.20$1.49$1.78$2.06$2.35$2.64$3.26$3.89$4.52$5.14$5.77$1.08$1.45$1.93$2.41$2.89$3.37$3.89$4.41$4.94$5.46$6.02$7.44$8.85
PutsCheap0.67×
CallsCheap0.50×
SkewBearish+23.00 pp
Implied moveBearish±$6.24
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9693.8%16.7%43.87113.3%15.0%
25Δ56.0488.1%13.3%45.52108.7%12.4%
30Δ54.5884.3%10.8%46.65109.7%11.1%
35Δ53.6683.0%9.6%47.79110.8%9.8%
40Δ52.7481.6%8.3%48.92111.8%8.5%
45Δ51.8280.2%7.1%50.04112.6%7.3%
50Δ50.9078.8%5.8%51.05108.9%6.3%
55Δ49.9877.5%4.5%52.05105.3%5.4%
60Δ49.0778.6%4.0%53.05101.6%4.4%
65Δ48.1579.8%3.4%54.0598.0%3.4%
70Δ47.2480.9%2.8%55.0994.6%2.5%
75Δ46.3282.1%2.3%56.7596.7%2.0%
80Δ45.4183.2%1.7%58.4298.7%1.5%

20Δ

Calls
Pseudo strike
57.96
IV
93.8%
B/E move
16.7%
Puts
Pseudo strike
43.87
IV
113.3%
B/E move
15.0%

25Δ

Calls
Pseudo strike
56.04
IV
88.1%
B/E move
13.3%
Puts
Pseudo strike
45.52
IV
108.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
54.58
IV
84.3%
B/E move
10.8%
Puts
Pseudo strike
46.65
IV
109.7%
B/E move
11.1%

35Δ

Calls
Pseudo strike
53.66
IV
83.0%
B/E move
9.6%
Puts
Pseudo strike
47.79
IV
110.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
52.74
IV
81.6%
B/E move
8.3%
Puts
Pseudo strike
48.92
IV
111.8%
B/E move
8.5%

45Δ

Calls
Pseudo strike
51.82
IV
80.2%
B/E move
7.1%
Puts
Pseudo strike
50.04
IV
112.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
50.90
IV
78.8%
B/E move
5.8%
Puts
Pseudo strike
51.05
IV
108.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
49.98
IV
77.5%
B/E move
4.5%
Puts
Pseudo strike
52.05
IV
105.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
49.07
IV
78.6%
B/E move
4.0%
Puts
Pseudo strike
53.05
IV
101.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
48.15
IV
79.8%
B/E move
3.4%
Puts
Pseudo strike
54.05
IV
98.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
47.24
IV
80.9%
B/E move
2.8%
Puts
Pseudo strike
55.09
IV
94.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
46.32
IV
82.1%
B/E move
2.3%
Puts
Pseudo strike
56.75
IV
96.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
45.41
IV
83.2%
B/E move
1.7%
Puts
Pseudo strike
58.42
IV
98.7%
B/E move
1.5%

Options history

IV · four-Friday blend83.76%
Daily close
AMBQ75.2%91.0%106.8%2026-08-13: 87.78%2026-08-14: 88.01%2026-08-17: 90.63%2026-08-18: 91.12%2026-08-19: 90.95%2026-08-21: 83.20%2026-08-24: 85.98%2026-08-25: 85.89%2026-08-26: 86.48%2026-08-27: 85.41%2026-08-28: 84.49%2026-08-31: 86.68%2026-09-01: 81.72%2026-09-02: 79.01%2026-09-03: 77.35%2026-09-04: 79.23%2026-09-08: 82.71%2026-09-09: 83.19%2026-09-10: 83.58%2026-09-11: 79.40%2026-09-14: 85.60%2026-09-15: 85.24%2026-09-16: 85.96%2026-09-18: 77.44%2026-09-21: 81.42%2026-09-22: 80.47%2026-09-23: 82.55%2026-09-24: 82.62%2026-09-25: 81.26%2026-09-28: 82.76%2026-09-29: 81.82%2026-09-30: 82.43%2026-10-01: 82.20%2026-10-02: 80.06%2026-10-05: 83.00%2026-10-06: 79.47%2026-10-07: 81.50%2026-10-08: 81.18%2026-10-09: 80.45%2026-10-12: 84.49%2026-10-13: 85.74%2026-10-14: 88.70%2026-10-15: 104.61%2026-10-16: 81.00%2026-10-19: 82.80%2026-10-20: 82.14%2026-10-21: 79.96%2026-10-22: 80.05%2026-10-23: 81.65%2026-10-26: 84.25%2026-10-27: 85.34%2026-10-28: 83.50%2026-10-29: 79.92%2026-10-30: 83.76%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
87.78%
88.01%
90.63%
91.12%
90.95%
83.20%
85.98%
85.89%
86.48%
85.41%
84.49%
86.68%
81.72%
79.01%
77.35%
79.23%
82.71%
83.19%
83.58%
79.40%
85.60%
85.24%
85.96%
77.44%
81.42%
80.47%
82.55%
82.62%
81.26%
82.76%
81.82%
82.43%
82.20%
80.06%
83.00%
79.47%
81.50%
81.18%
80.45%
84.49%
85.74%
88.70%
104.61%
81.00%
82.80%
82.14%
79.96%
80.05%
81.65%
84.25%
85.34%
83.50%
79.92%
83.76%