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Amphastar Pharmaceuticals, Inc. Common Stock AMPH

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T13:59:42.835Z

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 · 2026-11-11T13:09:44.629909638Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:50:04.061538+00:00

Share price$29.00
1D
Price history unavailable.

Amphastar Pharmaceuticals, Inc. Common Stock options

Live interpolated AMPH call and put midpoint premiums by absolute delta.Amphastar Pharmaceuticals, Inc. Common Stock$0.86$1.93$2.99$4.06$5.13$24.40$26.65$28.90$31.15$33.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMPH spot · $29.00AMPH PRICE$0.97$1.45$1.94$2.42$2.90$3.38$3.86$4.34$4.82$1.70$1.59$1.68$1.78$1.87$1.97$2.06
Puts——
Calls——
Skew——
Implied moveBalanced±$3.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.21266.0%29.3%
25Δ
30Δ25.72167.8%16.8%
35Δ26.51152.3%14.4%
40Δ29.4452.7%4.9%27.30136.7%12.0%
45Δ28.8455.2%4.5%28.09121.2%9.6%
50Δ28.2457.7%4.1%28.88105.7%7.2%
55Δ27.6560.2%3.7%29.6790.2%4.8%
60Δ27.0562.7%3.3%
65Δ26.4565.2%2.9%
70Δ25.8567.6%2.4%
75Δ25.2570.1%2.0%
80Δ24.6572.6%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.21
IV
266.0%
B/E move
29.3%

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
25.72
IV
167.8%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.51
IV
152.3%
B/E move
14.4%

40Δ

Calls
Pseudo strike
29.44
IV
52.7%
B/E move
4.9%
Puts
Pseudo strike
27.30
IV
136.7%
B/E move
12.0%

45Δ

Calls
Pseudo strike
28.84
IV
55.2%
B/E move
4.5%
Puts
Pseudo strike
28.09
IV
121.2%
B/E move
9.6%

50Δ

Calls
Pseudo strike
28.24
IV
57.7%
B/E move
4.1%
Puts
Pseudo strike
28.88
IV
105.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
27.65
IV
60.2%
B/E move
3.7%
Puts
Pseudo strike
29.67
IV
90.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
27.05
IV
62.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.45
IV
65.2%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.85
IV
67.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.25
IV
70.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.65
IV
72.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.72%
Daily close
AMPH42.3%98.6%155.0%2026-08-13: 70.82%2026-08-14: 79.04%2026-08-17: 93.92%2026-08-18: 102.67%2026-08-19: 106.57%2026-08-20: 147.20%2026-08-21: 57.08%2026-08-24: 58.16%2026-08-25: 50.08%2026-08-26: 63.83%2026-08-27: 62.55%2026-08-28: 57.05%2026-08-31: 51.31%2026-09-01: 61.41%2026-09-02: 58.39%2026-09-03: 59.54%2026-09-04: 65.34%2026-09-08: 75.09%2026-09-09: 75.62%2026-09-10: 76.11%2026-09-11: 77.69%2026-09-14: 79.90%2026-09-15: 89.24%2026-09-16: 101.03%2026-09-18: 55.96%2026-09-21: 58.16%2026-09-22: 55.96%2026-09-23: 51.41%2026-10-16: 62.05%2026-10-19: 63.81%2026-10-20: 58.67%2026-10-21: 65.41%2026-10-22: 66.10%2026-10-23: 70.09%2026-10-26: 65.22%2026-10-27: 70.56%2026-10-28: 68.74%2026-10-29: 68.72%Aug 13Sep 9Oct 29
38 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
70.82%
79.04%
93.92%
102.67%
106.57%
147.20%
57.08%
58.16%
50.08%
63.83%
62.55%
57.05%
51.31%
61.41%
58.39%
59.54%
65.34%
75.09%
75.62%
76.11%
77.69%
79.90%
89.24%
101.03%
55.96%
58.16%
55.96%
51.41%
62.05%
63.81%
58.67%
65.41%
66.10%
70.09%
65.22%
70.56%
68.74%
68.72%