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Amprius Technologies Inc. AMPX

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
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Market dataready · fetched 2026-10-16T00:21:53.122Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:50.592842863Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:13:26.488349+00:00

Share price$8.53
1D+9.9%
AH$7.20$7.56$7.92$8.27$8.635:30 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.$0.04$1.79$3.54$5.30$7.05$5.35$6.97$8.59$10.21$11.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPX spot · $8.53AMPX PRICE$0.23$0.30$0.37$0.46$0.56$0.67$0.77$0.89$1.00$1.11$1.26$1.42$1.57$0.30$0.41$0.52$0.63$0.81$1.00$1.18$1.39$1.60$1.81$2.52$3.33$6.54
PutsFair1.04×
CallsCheap0.93×
SkewBearish+14.63 pp
Implied moveBearish±$1.95
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.2086.5%34.0%7.0786.2%20.7%
25Δ10.6784.8%28.5%7.3885.9%18.3%
30Δ10.1882.9%23.7%7.7085.6%15.9%
35Δ9.8182.6%20.3%8.0185.3%13.5%
40Δ9.4983.4%17.9%8.3287.1%12.1%
45Δ9.1884.2%15.4%8.6288.9%10.7%
50Δ8.8883.9%13.1%8.9390.6%9.2%
55Δ8.6082.2%11.1%9.2590.1%7.9%
60Δ8.3280.6%9.1%9.5788.8%6.5%
65Δ8.0378.9%7.2%9.9087.5%5.2%
70Δ7.7776.7%5.8%10.66100.1%4.6%
75Δ7.5174.4%4.6%11.53110.5%3.9%
80Δ7.2572.2%3.4%14.76156.8%3.7%

20Δ

Calls
Pseudo strike
11.20
IV
86.5%
B/E move
34.0%
Puts
Pseudo strike
7.07
IV
86.2%
B/E move
20.7%

25Δ

Calls
Pseudo strike
10.67
IV
84.8%
B/E move
28.5%
Puts
Pseudo strike
7.38
IV
85.9%
B/E move
18.3%

30Δ

Calls
Pseudo strike
10.18
IV
82.9%
B/E move
23.7%
Puts
Pseudo strike
7.70
IV
85.6%
B/E move
15.9%

35Δ

Calls
Pseudo strike
9.81
IV
82.6%
B/E move
20.3%
Puts
Pseudo strike
8.01
IV
85.3%
B/E move
13.5%

40Δ

Calls
Pseudo strike
9.49
IV
83.4%
B/E move
17.9%
Puts
Pseudo strike
8.32
IV
87.1%
B/E move
12.1%

45Δ

Calls
Pseudo strike
9.18
IV
84.2%
B/E move
15.4%
Puts
Pseudo strike
8.62
IV
88.9%
B/E move
10.7%

50Δ

Calls
Pseudo strike
8.88
IV
83.9%
B/E move
13.1%
Puts
Pseudo strike
8.93
IV
90.6%
B/E move
9.2%

55Δ

Calls
Pseudo strike
8.60
IV
82.2%
B/E move
11.1%
Puts
Pseudo strike
9.25
IV
90.1%
B/E move
7.9%

60Δ

Calls
Pseudo strike
8.32
IV
80.6%
B/E move
9.1%
Puts
Pseudo strike
9.57
IV
88.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
8.03
IV
78.9%
B/E move
7.2%
Puts
Pseudo strike
9.90
IV
87.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.77
IV
76.7%
B/E move
5.8%
Puts
Pseudo strike
10.66
IV
100.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
7.51
IV
74.4%
B/E move
4.6%
Puts
Pseudo strike
11.53
IV
110.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
7.25
IV
72.2%
B/E move
3.4%
Puts
Pseudo strike
14.76
IV
156.8%
B/E move
3.7%