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Ambiq Micro, Inc. AMBQ

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-22T23:06:53.850Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.00247212Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:59:59.182070+00:00

Share price$49.57
1D-1.1%
AH$48.21$48.88$49.55$50.21$50.885:30 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.$0.79$4.66$8.53$12.40$16.27$33.50$44.16$54.82$65.48$76.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMBQ spot · $49.57AMBQ PRICE$1.21$1.56$2.08$2.60$3.11$3.57$4.03$4.58$5.38$6.18$6.97$8.37$9.88$1.58$2.05$2.55$3.21$3.86$4.52$5.54$6.69$7.84$9.31$10.88$12.71$15.15
PutsExpensive1.06×
CallsExpensive1.17×
SkewBearish+0.94 pp
Implied moveBearish±$9.56
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.0986.4%29.7%41.4188.4%19.6%
25Δ59.9683.8%24.1%43.3186.0%16.8%
30Δ58.2386.0%21.7%45.1783.8%14.0%
35Δ56.5088.2%19.2%46.6483.2%12.4%
40Δ54.7789.6%16.8%48.1282.6%10.7%
45Δ53.0186.2%14.1%49.6082.0%9.1%
50Δ51.2582.8%11.5%51.2283.1%7.9%
55Δ49.5880.6%9.3%52.8984.8%6.8%
60Δ48.1381.1%7.9%54.5686.6%5.8%
65Δ46.6881.5%6.6%56.5087.5%4.8%
70Δ45.2382.0%5.3%58.5488.0%3.8%
75Δ43.3585.1%4.3%60.8288.6%2.9%
80Δ41.3988.6%3.4%63.6789.6%2.1%

20Δ

Calls
Pseudo strike
63.09
IV
86.4%
B/E move
29.7%
Puts
Pseudo strike
41.41
IV
88.4%
B/E move
19.6%

25Δ

Calls
Pseudo strike
59.96
IV
83.8%
B/E move
24.1%
Puts
Pseudo strike
43.31
IV
86.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
58.23
IV
86.0%
B/E move
21.7%
Puts
Pseudo strike
45.17
IV
83.8%
B/E move
14.0%

35Δ

Calls
Pseudo strike
56.50
IV
88.2%
B/E move
19.2%
Puts
Pseudo strike
46.64
IV
83.2%
B/E move
12.4%

40Δ

Calls
Pseudo strike
54.77
IV
89.6%
B/E move
16.8%
Puts
Pseudo strike
48.12
IV
82.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
53.01
IV
86.2%
B/E move
14.1%
Puts
Pseudo strike
49.60
IV
82.0%
B/E move
9.1%

50Δ

Calls
Pseudo strike
51.25
IV
82.8%
B/E move
11.5%
Puts
Pseudo strike
51.22
IV
83.1%
B/E move
7.9%

55Δ

Calls
Pseudo strike
49.58
IV
80.6%
B/E move
9.3%
Puts
Pseudo strike
52.89
IV
84.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
48.13
IV
81.1%
B/E move
7.9%
Puts
Pseudo strike
54.56
IV
86.6%
B/E move
5.8%

65Δ

Calls
Pseudo strike
46.68
IV
81.5%
B/E move
6.6%
Puts
Pseudo strike
56.50
IV
87.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
45.23
IV
82.0%
B/E move
5.3%
Puts
Pseudo strike
58.54
IV
88.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
43.35
IV
85.1%
B/E move
4.3%
Puts
Pseudo strike
60.82
IV
88.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
41.39
IV
88.6%
B/E move
3.4%
Puts
Pseudo strike
63.67
IV
89.6%
B/E move
2.1%

Options history

AMBQ79.9581.1282.282026-10-20: 82.12%2026-10-21: 80.11%Oct 20Oct 21
Table
DateIV
82.12%
80.11%