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Amplify Energy Corp. AMPY

i

Market dataready · fetched 2026-11-11T15:45:28.966Z

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 · 2026-11-11T15:45:16.228488155Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:45:28.532009+00:00

Share price$3.72
1D+0.7%
$3.51$3.58$3.64$3.71$3.775:30 AM6:30 AM9:00 AM1:00 PMAMPY
Sold putSold call

Amplify Energy Corp. options

Live interpolated AMPY call and put midpoint premiums by absolute delta.Amplify Energy Corp.$0.07$0.48$0.89$1.30$1.72$2.61$3.19$3.77$4.35$4.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMPY spot · $3.71AMPY PRICE$0.11$0.16$0.22$0.27$0.32$0.37$0.43$0.48$0.53$0.59$0.64$0.15$0.17$0.19$0.20$0.22$0.24$0.26$0.28$0.30$0.32$0.34$1.60
Puts——
Calls——
Skew——
Implied moveBullish±$0.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.37300.4%40.2%
25Δ2.52278.5%36.5%
30Δ3.9166.0%8.3%2.68256.6%32.8%
35Δ3.8469.8%7.7%2.84234.7%29.1%
40Δ3.7673.7%7.1%2.99212.8%25.4%
45Δ3.6977.6%6.5%3.15190.9%21.7%
50Δ3.6181.4%5.9%3.31169.0%18.0%
55Δ3.5485.3%5.3%3.46147.2%14.4%
60Δ3.4689.2%4.7%3.62125.3%10.7%
65Δ3.3893.1%4.0%3.78103.4%7.0%
70Δ3.3196.9%3.4%3.9381.5%3.3%
75Δ3.23100.8%2.8%
80Δ3.16104.7%2.2%5.20205.5%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
300.4%
B/E move
40.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
278.5%
B/E move
36.5%

30Δ

Calls
Pseudo strike
3.91
IV
66.0%
B/E move
8.3%
Puts
Pseudo strike
2.68
IV
256.6%
B/E move
32.8%

35Δ

Calls
Pseudo strike
3.84
IV
69.8%
B/E move
7.7%
Puts
Pseudo strike
2.84
IV
234.7%
B/E move
29.1%

40Δ

Calls
Pseudo strike
3.76
IV
73.7%
B/E move
7.1%
Puts
Pseudo strike
2.99
IV
212.8%
B/E move
25.4%

45Δ

Calls
Pseudo strike
3.69
IV
77.6%
B/E move
6.5%
Puts
Pseudo strike
3.15
IV
190.9%
B/E move
21.7%

50Δ

Calls
Pseudo strike
3.61
IV
81.4%
B/E move
5.9%
Puts
Pseudo strike
3.31
IV
169.0%
B/E move
18.0%

55Δ

Calls
Pseudo strike
3.54
IV
85.3%
B/E move
5.3%
Puts
Pseudo strike
3.46
IV
147.2%
B/E move
14.4%

60Δ

Calls
Pseudo strike
3.46
IV
89.2%
B/E move
4.7%
Puts
Pseudo strike
3.62
IV
125.3%
B/E move
10.7%

65Δ

Calls
Pseudo strike
3.38
IV
93.1%
B/E move
4.0%
Puts
Pseudo strike
3.78
IV
103.4%
B/E move
7.0%

70Δ

Calls
Pseudo strike
3.31
IV
96.9%
B/E move
3.4%
Puts
Pseudo strike
3.93
IV
81.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
3.23
IV
100.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.16
IV
104.7%
B/E move
2.2%
Puts
Pseudo strike
5.20
IV
205.5%
B/E move
3.0%

Options history

IV · four-Friday blend69.83%
Daily close
AMPY52.0%61.6%71.1%2026-08-21: 58.87%2026-09-01: 53.51%2026-09-02: 53.37%2026-09-03: 53.77%2026-09-08: 56.03%2026-09-09: 63.05%2026-10-22: 60.01%2026-10-23: 61.13%2026-10-27: 59.40%2026-10-29: 62.34%2026-10-30: 69.83%Aug 21Sep 9Oct 30
11 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
58.87%
53.51%
53.37%
53.77%
56.03%
63.05%
60.01%
61.13%
59.40%
62.34%
69.83%