IntraAlpha
Create free account Start free

Amplitude, Inc. Class A Common Stock AMPL

i

Market datapartial · fetched 2026-11-03T19:42:57.827Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T19:42:57.188585537Z

FundamentalsAlpha Vantage · unavailable

Share price$16.80
1D+0.1%
$16.21$16.44$16.66$16.88$17.105:30 AM6:30 AM9:00 AM1:00 PMAMPL
Sold putSold call

Amplitude, Inc. Class A Common Stock options

Live interpolated AMPL call and put midpoint premiums by absolute delta.Amplitude, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAMPL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.08%
Daily close
AMPL62.7%78.9%95.1%2026-08-05: 92.84%2026-08-06: 75.11%2026-08-07: 71.14%2026-08-10: 68.97%2026-08-11: 69.22%2026-08-12: 68.32%2026-08-13: 69.33%2026-08-14: 67.42%2026-08-17: 65.84%2026-08-20: 72.96%2026-08-21: 66.84%2026-08-24: 68.16%2026-08-25: 64.92%2026-08-26: 65.95%2026-08-27: 67.06%2026-08-28: 65.22%2026-08-31: 67.36%2026-09-01: 66.40%2026-09-02: 65.68%2026-09-03: 66.20%2026-09-04: 65.54%2026-09-08: 69.68%2026-09-09: 67.68%2026-09-10: 68.18%2026-09-11: 64.93%2026-09-14: 71.17%2026-09-15: 70.46%2026-09-18: 67.09%2026-09-21: 67.58%2026-09-22: 68.44%2026-09-23: 68.26%2026-09-24: 67.14%2026-09-25: 67.04%2026-09-28: 68.86%2026-09-29: 67.78%2026-09-30: 68.55%2026-10-01: 68.84%2026-10-02: 69.08%2026-10-05: 69.61%2026-10-06: 70.19%2026-10-07: 70.38%2026-10-08: 71.47%2026-10-09: 66.52%2026-10-12: 70.95%2026-10-13: 73.81%2026-10-15: 78.02%2026-10-16: 72.11%2026-10-19: 71.64%2026-10-20: 70.80%2026-10-21: 71.50%2026-10-22: 73.18%2026-10-23: 70.77%2026-10-26: 71.59%2026-10-27: 71.87%2026-10-28: 72.34%2026-10-29: 71.58%2026-10-30: 74.08%Aug 5Sep 21Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
92.84%
75.11%
71.14%
68.97%
69.22%
68.32%
69.33%
67.42%
65.84%
72.96%
66.84%
68.16%
64.92%
65.95%
67.06%
65.22%
67.36%
66.40%
65.68%
66.20%
65.54%
69.68%
67.68%
68.18%
64.93%
71.17%
70.46%
67.09%
67.58%
68.44%
68.26%
67.14%
67.04%
68.86%
67.78%
68.55%
68.84%
69.08%
69.61%
70.19%
70.38%
71.47%
66.52%
70.95%
73.81%
78.02%
72.11%
71.64%
70.80%
71.50%
73.18%
70.77%
71.59%
71.87%
72.34%
71.58%
74.08%