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Amprius Technologies Inc. AMPX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
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Market dataready · fetched 2026-10-16T21:49:07.244Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:22:08.042310792Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:06.561655+00:00

Share price$7.77
1D-6.3%
AH$7.62$7.83$8.04$8.25$8.465:30 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.$0.07$0.38$0.68$0.99$1.30$6.40$7.27$8.14$9.01$9.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPX spot · $7.77AMPX PRICE$0.11$0.12$0.15$0.18$0.22$0.26$0.30$0.35$0.39$0.44$0.57$0.73$0.90$0.10$0.14$0.17$0.21$0.27$0.34$0.41$0.47$0.57$0.68$0.80$0.95$1.21
PutsCheap0.88×
CallsCheap0.90×
SkewBearish+5.08 pp
Implied moveBearish±$0.71
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.33115.7%21.5%7.1179.4%9.8%
25Δ8.4277.2%9.9%7.2578.2%8.5%
30Δ8.2976.4%8.7%7.3876.9%7.2%
35Δ8.1675.6%7.4%7.5175.9%6.0%
40Δ8.0374.8%6.1%7.6278.4%5.4%
45Δ7.9273.8%5.3%7.7380.8%4.9%
50Δ7.8372.7%4.6%7.8483.3%4.3%
55Δ7.7371.7%3.9%7.9685.8%3.7%
60Δ7.6370.6%3.2%8.0987.9%3.2%
65Δ7.5369.5%2.5%8.2489.8%2.7%
70Δ7.3776.6%2.1%8.3991.6%2.2%
75Δ7.1987.1%1.9%8.5995.1%1.8%
80Δ7.0097.6%1.7%8.87102.3%1.4%

20Δ

Calls
Pseudo strike
9.33
IV
115.7%
B/E move
21.5%
Puts
Pseudo strike
7.11
IV
79.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
8.42
IV
77.2%
B/E move
9.9%
Puts
Pseudo strike
7.25
IV
78.2%
B/E move
8.5%

30Δ

Calls
Pseudo strike
8.29
IV
76.4%
B/E move
8.7%
Puts
Pseudo strike
7.38
IV
76.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
8.16
IV
75.6%
B/E move
7.4%
Puts
Pseudo strike
7.51
IV
75.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
8.03
IV
74.8%
B/E move
6.1%
Puts
Pseudo strike
7.62
IV
78.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
7.92
IV
73.8%
B/E move
5.3%
Puts
Pseudo strike
7.73
IV
80.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
7.83
IV
72.7%
B/E move
4.6%
Puts
Pseudo strike
7.84
IV
83.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
7.73
IV
71.7%
B/E move
3.9%
Puts
Pseudo strike
7.96
IV
85.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
7.63
IV
70.6%
B/E move
3.2%
Puts
Pseudo strike
8.09
IV
87.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
7.53
IV
69.5%
B/E move
2.5%
Puts
Pseudo strike
8.24
IV
89.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
7.37
IV
76.6%
B/E move
2.1%
Puts
Pseudo strike
8.39
IV
91.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
7.19
IV
87.1%
B/E move
1.9%
Puts
Pseudo strike
8.59
IV
95.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
7.00
IV
97.6%
B/E move
1.7%
Puts
Pseudo strike
8.87
IV
102.3%
B/E move
1.4%