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Amphastar Pharmaceuticals, Inc. Common Stock AMPH

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Market datapartial · fetched 2026-10-22T12:37:08.406Z

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 · 2026-10-21T20:00:09.474270521Z

FundamentalsAlpha Vantage · unavailable

Share price$26.20
1D+1.7%
AH$25.64$25.83$26.02$26.21$26.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMPH
Sold putSold callAH

Amphastar Pharmaceuticals, Inc. Common Stock options

Live interpolated AMPH call and put midpoint premiums by absolute delta.Amphastar Pharmaceuticals, Inc. Common Stock$1.40$2.72$4.05$5.38$6.70$17.43$21.77$26.11$30.45$34.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPH spot · $26.20AMPH PRICE$1.54$1.83$1.93$2.03$2.13$2.23$2.33$2.45$3.18$3.91$4.63$1.75$1.85$1.97$2.09$2.34$2.69$3.04$3.39$3.75$4.10$4.45$5.29$6.32
PutsExpensive2.58×
CallsExpensive1.94×
SkewBearish+2.42 pp
Implied moveBearish±$5.17
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.72166.8%31.4%
25Δ21.74137.6%24.1%
30Δ34.05128.9%35.9%23.22117.9%18.9%
35Δ33.83134.4%36.1%24.43102.6%14.8%
40Δ32.35121.9%30.9%25.3993.4%12.0%
45Δ30.88109.4%25.6%26.1289.8%10.6%
50Δ29.4096.8%20.3%26.8686.2%9.1%
55Δ27.9284.3%15.1%27.5982.5%7.6%
60Δ26.4471.8%9.8%28.3378.9%6.2%
65Δ24.9859.8%4.7%29.0675.3%4.7%
70Δ24.1166.3%4.1%29.8071.7%3.3%
75Δ23.2472.7%3.6%30.8670.0%2.4%
80Δ22.3677.9%3.0%32.0669.1%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.72
IV
166.8%
B/E move
31.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.74
IV
137.6%
B/E move
24.1%

30Δ

Calls
Pseudo strike
34.05
IV
128.9%
B/E move
35.9%
Puts
Pseudo strike
23.22
IV
117.9%
B/E move
18.9%

35Δ

Calls
Pseudo strike
33.83
IV
134.4%
B/E move
36.1%
Puts
Pseudo strike
24.43
IV
102.6%
B/E move
14.8%

40Δ

Calls
Pseudo strike
32.35
IV
121.9%
B/E move
30.9%
Puts
Pseudo strike
25.39
IV
93.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
30.88
IV
109.4%
B/E move
25.6%
Puts
Pseudo strike
26.12
IV
89.8%
B/E move
10.6%

50Δ

Calls
Pseudo strike
29.40
IV
96.8%
B/E move
20.3%
Puts
Pseudo strike
26.86
IV
86.2%
B/E move
9.1%

55Δ

Calls
Pseudo strike
27.92
IV
84.3%
B/E move
15.1%
Puts
Pseudo strike
27.59
IV
82.5%
B/E move
7.6%

60Δ

Calls
Pseudo strike
26.44
IV
71.8%
B/E move
9.8%
Puts
Pseudo strike
28.33
IV
78.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
24.98
IV
59.8%
B/E move
4.7%
Puts
Pseudo strike
29.06
IV
75.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
24.11
IV
66.3%
B/E move
4.1%
Puts
Pseudo strike
29.80
IV
71.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
23.24
IV
72.7%
B/E move
3.6%
Puts
Pseudo strike
30.86
IV
70.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.36
IV
77.9%
B/E move
3.0%
Puts
Pseudo strike
32.06
IV
69.1%
B/E move
1.8%

Options history

AMPH58.7459.3760.002026-10-20: 58.83%2026-10-21: 59.92%Oct 20Oct 21
Table
DateIV
58.83%
59.92%