IntraAlpha
Create free account Start free

Amprius Technologies Inc. AMPX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-10-15T20:05:39.301Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:05:15.09772002Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:38.870874+00:00

Share price$8.49
1D+10.1%
AH$7.21$7.55$7.89$8.24$8.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMPX
Sold putSold callAH

Amprius Technologies Inc. options

Live interpolated AMPX call and put midpoint premiums by absolute delta.Amprius Technologies Inc.$0.01$0.58$1.15$1.72$2.29$7.11$7.69$8.27$8.84$9.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.49OPTION PRICELive AMPX spot · $8.49AMPX PRICE$0.09$0.08$0.10$0.11$0.12$0.14$0.15$0.16$0.18$0.19$0.20$0.22$0.23$0.07$0.10$0.13$0.15$0.18$0.20$0.26$0.56$0.85$1.15$1.60$2.07$2.12
PutsExpensive1.77×
CallsCheap0.59×
SkewBearish+137.85 pp
Implied moveBearish±$0.41
TiltBearish65.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.92244.8%17.9%7.99145.3%6.8%
25Δ8.95132.8%6.4%8.08140.4%6.0%
30Δ8.86123.7%5.5%8.17137.1%5.3%
35Δ8.77114.5%4.6%8.25133.8%4.6%
40Δ8.68105.4%3.7%8.34130.5%3.9%
45Δ8.5996.2%2.8%8.43127.2%3.2%
50Δ8.5087.1%1.9%8.53133.1%2.6%
55Δ8.4177.9%1.0%8.80201.6%2.9%
60Δ8.3268.7%0.1%9.07270.1%3.2%
65Δ8.2359.6%0.8%9.34338.5%3.5%
70Δ8.1450.4%1.7%9.78420.8%3.7%
75Δ8.0541.3%2.6%10.29460.8%3.2%
80Δ7.9632.1%3.5%10.45387.5%2.0%

20Δ

Calls
Pseudo strike
9.92
IV
244.8%
B/E move
17.9%
Puts
Pseudo strike
7.99
IV
145.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
8.95
IV
132.8%
B/E move
6.4%
Puts
Pseudo strike
8.08
IV
140.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
8.86
IV
123.7%
B/E move
5.5%
Puts
Pseudo strike
8.17
IV
137.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
8.77
IV
114.5%
B/E move
4.6%
Puts
Pseudo strike
8.25
IV
133.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
8.68
IV
105.4%
B/E move
3.7%
Puts
Pseudo strike
8.34
IV
130.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
8.59
IV
96.2%
B/E move
2.8%
Puts
Pseudo strike
8.43
IV
127.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
8.50
IV
87.1%
B/E move
1.9%
Puts
Pseudo strike
8.53
IV
133.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
8.41
IV
77.9%
B/E move
1.0%
Puts
Pseudo strike
8.80
IV
201.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
8.32
IV
68.7%
B/E move
0.1%
Puts
Pseudo strike
9.07
IV
270.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
8.23
IV
59.6%
B/E move
0.8%
Puts
Pseudo strike
9.34
IV
338.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
8.14
IV
50.4%
B/E move
1.7%
Puts
Pseudo strike
9.78
IV
420.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.05
IV
41.3%
B/E move
2.6%
Puts
Pseudo strike
10.29
IV
460.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
7.96
IV
32.1%
B/E move
3.5%
Puts
Pseudo strike
10.45
IV
387.5%
B/E move
2.0%