IntraAlpha
Create free account Start free

Amplitude Inc AMPL

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T06:39:37.557Z

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 · 2026-10-22T22:26:05.40390133Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:39:37.047050+00:00

Share price$17.25
1D+4.3%
AH$16.27$16.55$16.84$17.12$17.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMPL
Sold putSold callAH

Amplitude Inc options

Live interpolated AMPL call and put midpoint premiums by absolute delta.Amplitude Inc$0.38$1.41$2.43$3.46$4.48$11.75$14.29$16.83$19.38$21.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPL spot · $17.25AMPL PRICE$0.49$0.62$0.77$0.92$1.08$1.27$1.47$1.70$1.95$2.26$2.69$3.11$0.55$0.72$0.98$1.21$1.41$1.69$2.04$2.48$2.98$3.63$4.19
PutsExpensive1.59×
CallsExpensive1.12×
SkewBearish+15.89 pp
Implied moveBearish±$3.30
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.4291.0%19.6%
25Δ20.4576.7%21.4%15.1387.5%16.4%
30Δ19.7475.3%18.0%15.6591.5%14.9%
35Δ19.2076.1%15.8%16.1892.9%13.2%
40Δ18.6775.8%13.6%16.7489.1%11.1%
45Δ18.1574.8%11.5%17.3088.3%9.5%
50Δ17.6874.8%9.8%17.8690.1%8.3%
55Δ17.2375.1%8.4%18.4892.5%7.2%
60Δ16.7775.3%7.1%19.1795.3%6.2%
65Δ16.3175.4%5.9%19.9799.0%5.3%
70Δ15.8276.5%4.8%20.7298.2%4.2%
75Δ15.2580.1%4.0%
80Δ14.6781.0%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.42
IV
91.0%
B/E move
19.6%

25Δ

Calls
Pseudo strike
20.45
IV
76.7%
B/E move
21.4%
Puts
Pseudo strike
15.13
IV
87.5%
B/E move
16.4%

30Δ

Calls
Pseudo strike
19.74
IV
75.3%
B/E move
18.0%
Puts
Pseudo strike
15.65
IV
91.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
19.20
IV
76.1%
B/E move
15.8%
Puts
Pseudo strike
16.18
IV
92.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
18.67
IV
75.8%
B/E move
13.6%
Puts
Pseudo strike
16.74
IV
89.1%
B/E move
11.1%

45Δ

Calls
Pseudo strike
18.15
IV
74.8%
B/E move
11.5%
Puts
Pseudo strike
17.30
IV
88.3%
B/E move
9.5%

50Δ

Calls
Pseudo strike
17.68
IV
74.8%
B/E move
9.8%
Puts
Pseudo strike
17.86
IV
90.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
17.23
IV
75.1%
B/E move
8.4%
Puts
Pseudo strike
18.48
IV
92.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
16.77
IV
75.3%
B/E move
7.1%
Puts
Pseudo strike
19.17
IV
95.3%
B/E move
6.2%

65Δ

Calls
Pseudo strike
16.31
IV
75.4%
B/E move
5.9%
Puts
Pseudo strike
19.97
IV
99.0%
B/E move
5.3%

70Δ

Calls
Pseudo strike
15.82
IV
76.5%
B/E move
4.8%
Puts
Pseudo strike
20.72
IV
98.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
15.25
IV
80.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.67
IV
81.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

AMPL71.1471.3971.642026-10-20: 71.22%2026-10-21: 71.57%Oct 20Oct 21
Table
DateIV
71.22%
71.57%