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Amplitude, Inc. Class A Common Stock AMPL

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T14:55:29.785Z

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 · 2026-11-12T14:54:05.509045471Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:47:33.838382+00:00

Share price$17.18
1D+0.4%
$16.93$17.00$17.06$17.13$17.205:30 AM6:30 AM9:00 AM1:00 PMAMPL
Sold putSold call

Amplitude, Inc. Class A Common Stock options

Live interpolated AMPL call and put midpoint premiums by absolute delta.Amplitude, Inc. Class A Common Stock$0.14$0.74$1.34$1.94$2.53$11.91$14.36$16.81$19.27$21.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPL spot · $17.18AMPL PRICE$0.20$0.24$0.28$0.35$0.43$0.51$0.59$0.67$0.76$0.86$0.95$1.05$1.15$0.23$0.29$0.36$0.43$0.50$0.60$0.75$0.90$1.05$1.20$1.56$1.93$2.36
PutsCheap0.43×
CallsCheap0.43×
SkewBearish+12.57 pp
Implied moveBearish±$1.34
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9974.6%11.7%15.6975.7%10.0%
25Δ18.5768.4%9.5%16.0772.9%8.2%
30Δ18.1562.1%7.3%16.3270.4%7.1%
35Δ17.8759.8%6.1%16.5867.9%6.0%
40Δ17.6759.6%5.4%16.8365.4%5.0%
45Δ17.4759.5%4.7%17.0864.2%4.1%
50Δ17.2859.4%4.0%17.3165.7%3.6%
55Δ17.0859.3%3.3%17.5467.2%3.2%
60Δ16.9057.8%2.8%17.7768.7%2.7%
65Δ16.7355.5%2.4%17.9970.1%2.2%
70Δ16.5653.1%1.9%18.4176.0%1.9%
75Δ16.3950.8%1.5%18.8482.1%1.6%
80Δ16.2248.5%1.1%19.3385.6%1.2%

20Δ

Calls
Pseudo strike
18.99
IV
74.6%
B/E move
11.7%
Puts
Pseudo strike
15.69
IV
75.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
18.57
IV
68.4%
B/E move
9.5%
Puts
Pseudo strike
16.07
IV
72.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
18.15
IV
62.1%
B/E move
7.3%
Puts
Pseudo strike
16.32
IV
70.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
17.87
IV
59.8%
B/E move
6.1%
Puts
Pseudo strike
16.58
IV
67.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.67
IV
59.6%
B/E move
5.4%
Puts
Pseudo strike
16.83
IV
65.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
17.47
IV
59.5%
B/E move
4.7%
Puts
Pseudo strike
17.08
IV
64.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
17.28
IV
59.4%
B/E move
4.0%
Puts
Pseudo strike
17.31
IV
65.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
17.08
IV
59.3%
B/E move
3.3%
Puts
Pseudo strike
17.54
IV
67.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
16.90
IV
57.8%
B/E move
2.8%
Puts
Pseudo strike
17.77
IV
68.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.73
IV
55.5%
B/E move
2.4%
Puts
Pseudo strike
17.99
IV
70.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.56
IV
53.1%
B/E move
1.9%
Puts
Pseudo strike
18.41
IV
76.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
16.39
IV
50.8%
B/E move
1.5%
Puts
Pseudo strike
18.84
IV
82.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
16.22
IV
48.5%
B/E move
1.1%
Puts
Pseudo strike
19.33
IV
85.6%
B/E move
1.2%

Options history

IV · four-Friday blend74.08%
Daily close
AMPL63.9%71.5%79.1%2026-08-14: 67.42%2026-08-17: 65.84%2026-08-20: 72.96%2026-08-21: 66.84%2026-08-24: 68.16%2026-08-25: 64.92%2026-08-26: 65.95%2026-08-27: 67.06%2026-08-28: 65.22%2026-08-31: 67.36%2026-09-01: 66.40%2026-09-02: 65.68%2026-09-03: 66.20%2026-09-04: 65.54%2026-09-08: 69.68%2026-09-09: 67.68%2026-09-10: 68.18%2026-09-11: 64.93%2026-09-14: 71.17%2026-09-15: 70.46%2026-09-18: 67.09%2026-09-21: 67.58%2026-09-22: 68.44%2026-09-23: 68.26%2026-09-24: 67.14%2026-09-25: 67.04%2026-09-28: 68.86%2026-09-29: 67.78%2026-09-30: 68.55%2026-10-01: 68.84%2026-10-02: 69.08%2026-10-05: 69.61%2026-10-06: 70.19%2026-10-07: 70.38%2026-10-08: 71.47%2026-10-09: 66.52%2026-10-12: 70.95%2026-10-13: 73.81%2026-10-15: 78.02%2026-10-16: 72.11%2026-10-19: 71.64%2026-10-20: 70.80%2026-10-21: 71.50%2026-10-22: 73.18%2026-10-23: 70.77%2026-10-26: 71.59%2026-10-27: 71.87%2026-10-28: 72.34%2026-10-29: 71.58%2026-10-30: 74.08%Aug 14Sep 24Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
67.42%
65.84%
72.96%
66.84%
68.16%
64.92%
65.95%
67.06%
65.22%
67.36%
66.40%
65.68%
66.20%
65.54%
69.68%
67.68%
68.18%
64.93%
71.17%
70.46%
67.09%
67.58%
68.44%
68.26%
67.14%
67.04%
68.86%
67.78%
68.55%
68.84%
69.08%
69.61%
70.19%
70.38%
71.47%
66.52%
70.95%
73.81%
78.02%
72.11%
71.64%
70.80%
71.50%
73.18%
70.77%
71.59%
71.87%
72.34%
71.58%
74.08%