IntraAlpha
Create free account Start free

Amplify Energy Corp AMPY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T06:53:13.071Z

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 · 2026-10-21T23:00:00.003095825Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:53:09.865210+00:00

Share price$4.49
1D+0.6%
AH$4.41$4.44$4.47$4.50$4.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMPY
Sold putSold callAH

Amplify Energy Corp options

Live interpolated AMPY call and put midpoint premiums by absolute delta.Amplify Energy Corp$0.09$0.39$0.69$0.99$1.29$3.28$3.93$4.58$5.22$5.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMPY spot · $4.49AMPY PRICE$0.25$0.18$0.13$0.18$0.22$0.26$0.31$0.35$0.39$0.43$0.48$0.52$0.56$0.13$0.15$0.20$0.26$0.32$0.38$0.44$0.50$0.55$0.61$0.74$0.97$1.20
PutsCheap0.92×
CallsCheap0.85×
SkewBullish-6.40 pp
Implied moveBearish±$0.74
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.88231.8%125.5%3.7287.8%19.9%
25Δ7.21137.1%64.6%4.0466.1%13.3%
30Δ4.9858.5%13.9%4.1566.0%12.1%
35Δ4.8957.9%12.8%4.2666.0%10.9%
40Δ4.7957.2%11.6%4.3765.9%9.8%
45Δ4.7056.6%10.4%4.4865.8%8.6%
50Δ4.6055.9%9.2%4.6065.8%7.4%
55Δ4.5055.3%8.1%4.7165.7%6.2%
60Δ4.4154.6%6.9%4.8265.7%5.0%
65Δ4.3153.9%5.7%4.9365.6%3.9%
70Δ4.2253.3%4.5%5.0967.0%2.9%
75Δ4.1252.6%3.4%5.3671.0%2.3%
80Δ4.0252.0%2.2%5.6275.0%1.7%

20Δ

Calls
Pseudo strike
9.88
IV
231.8%
B/E move
125.5%
Puts
Pseudo strike
3.72
IV
87.8%
B/E move
19.9%

25Δ

Calls
Pseudo strike
7.21
IV
137.1%
B/E move
64.6%
Puts
Pseudo strike
4.04
IV
66.1%
B/E move
13.3%

30Δ

Calls
Pseudo strike
4.98
IV
58.5%
B/E move
13.9%
Puts
Pseudo strike
4.15
IV
66.0%
B/E move
12.1%

35Δ

Calls
Pseudo strike
4.89
IV
57.9%
B/E move
12.8%
Puts
Pseudo strike
4.26
IV
66.0%
B/E move
10.9%

40Δ

Calls
Pseudo strike
4.79
IV
57.2%
B/E move
11.6%
Puts
Pseudo strike
4.37
IV
65.9%
B/E move
9.8%

45Δ

Calls
Pseudo strike
4.70
IV
56.6%
B/E move
10.4%
Puts
Pseudo strike
4.48
IV
65.8%
B/E move
8.6%

50Δ

Calls
Pseudo strike
4.60
IV
55.9%
B/E move
9.2%
Puts
Pseudo strike
4.60
IV
65.8%
B/E move
7.4%

55Δ

Calls
Pseudo strike
4.50
IV
55.3%
B/E move
8.1%
Puts
Pseudo strike
4.71
IV
65.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
4.41
IV
54.6%
B/E move
6.9%
Puts
Pseudo strike
4.82
IV
65.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
4.31
IV
53.9%
B/E move
5.7%
Puts
Pseudo strike
4.93
IV
65.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
4.22
IV
53.3%
B/E move
4.5%
Puts
Pseudo strike
5.09
IV
67.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
4.12
IV
52.6%
B/E move
3.4%
Puts
Pseudo strike
5.36
IV
71.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
4.02
IV
52.0%
B/E move
2.2%
Puts
Pseudo strike
5.62
IV
75.0%
B/E move
1.7%

Options history

No recorded observations