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Amphastar Pharmaceuticals, Inc. Common Stock AMPH

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Market datapartial · fetched 2026-10-22T21:30:56.857Z

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 · 2026-10-22T20:00:02.548801078Z

FundamentalsAlpha Vantage · unavailable

Share price$26.04
1D-0.9%
AH$25.88$26.02$26.15$26.28$26.425:30 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$0.69$2.05$3.41$4.77$6.13$17.37$21.81$26.25$30.69$35.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPH spot · $26.04AMPH PRICE$0.83$1.62$1.87$2.05$2.24$2.42$2.61$2.80$3.18$3.71$4.24$4.91$1.79$1.86$1.96$2.08$2.27$2.61$2.95$3.29$3.63$3.97$4.31$4.79$5.74
PutsExpensive2.54×
CallsExpensive2.13×
SkewBullish-5.65 pp
Implied moveBearish±$5.38
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.45173.7%32.2%
25Δ31.2381.1%23.1%21.57140.0%24.3%
30Δ34.64139.1%39.3%23.09118.4%18.8%
35Δ33.58135.9%36.1%24.25103.4%14.8%
40Δ32.00125.5%30.8%25.2592.4%11.8%
45Δ30.41115.1%25.4%25.9588.7%10.4%
50Δ28.83104.7%20.0%26.6584.9%9.0%
55Δ27.2594.3%14.7%27.3581.1%7.6%
60Δ25.6683.8%9.3%28.0677.4%6.2%
65Δ24.5380.1%6.4%28.7673.6%4.8%
70Δ23.7281.2%5.3%29.4669.9%3.4%
75Δ22.9182.3%4.2%30.2566.3%2.2%
80Δ21.9883.1%3.2%31.3463.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.45
IV
173.7%
B/E move
32.2%

25Δ

Calls
Pseudo strike
31.23
IV
81.1%
B/E move
23.1%
Puts
Pseudo strike
21.57
IV
140.0%
B/E move
24.3%

30Δ

Calls
Pseudo strike
34.64
IV
139.1%
B/E move
39.3%
Puts
Pseudo strike
23.09
IV
118.4%
B/E move
18.8%

35Δ

Calls
Pseudo strike
33.58
IV
135.9%
B/E move
36.1%
Puts
Pseudo strike
24.25
IV
103.4%
B/E move
14.8%

40Δ

Calls
Pseudo strike
32.00
IV
125.5%
B/E move
30.8%
Puts
Pseudo strike
25.25
IV
92.4%
B/E move
11.8%

45Δ

Calls
Pseudo strike
30.41
IV
115.1%
B/E move
25.4%
Puts
Pseudo strike
25.95
IV
88.7%
B/E move
10.4%

50Δ

Calls
Pseudo strike
28.83
IV
104.7%
B/E move
20.0%
Puts
Pseudo strike
26.65
IV
84.9%
B/E move
9.0%

55Δ

Calls
Pseudo strike
27.25
IV
94.3%
B/E move
14.7%
Puts
Pseudo strike
27.35
IV
81.1%
B/E move
7.6%

60Δ

Calls
Pseudo strike
25.66
IV
83.8%
B/E move
9.3%
Puts
Pseudo strike
28.06
IV
77.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
24.53
IV
80.1%
B/E move
6.4%
Puts
Pseudo strike
28.76
IV
73.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
23.72
IV
81.2%
B/E move
5.3%
Puts
Pseudo strike
29.46
IV
69.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
22.91
IV
82.3%
B/E move
4.2%
Puts
Pseudo strike
30.25
IV
66.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
21.98
IV
83.1%
B/E move
3.2%
Puts
Pseudo strike
31.34
IV
63.5%
B/E move
1.7%

Options history

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