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Amplitude, Inc. Class A Common Stock AMPL

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Market dataready · fetched 2026-11-07T04:34:36.378Z

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 · 2026-11-07T00:56:08.744410473Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T04:34:35.954102+00:00

Share price$16.66
1D+3.9%
AH$15.66$16.42$17.18$17.95$18.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMPL
Sold putSold callAH

Amplitude, Inc. Class A Common Stock options

Live interpolated AMPL call and put midpoint premiums by absolute delta.Amplitude, Inc. Class A Common Stock$0.21$0.70$1.20$1.69$2.18$11.51$13.92$16.34$18.75$21.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMPL spot · $16.66AMPL PRICE$0.27$0.34$0.39$0.49$0.59$0.69$0.83$0.99$1.16$1.33$1.57$1.82$0.26$0.35$0.43$0.51$0.61$0.71$0.81$0.91$1.12$1.32$1.53$1.77$2.04
PutsCheap0.46×
Calls——
Skew——
Implied moveBalanced±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.2278.0%17.0%15.0567.4%11.2%
25Δ18.6574.4%14.0%15.3865.7%9.7%
30Δ18.0668.0%10.8%15.7163.9%8.3%
35Δ17.7367.1%9.3%16.0362.2%6.8%
40Δ17.4266.9%8.1%16.2860.6%6.0%
45Δ17.1166.6%6.9%16.5358.9%5.1%
50Δ16.8267.5%5.9%16.7757.3%4.2%
55Δ16.5369.1%5.2%17.0255.8%3.3%
60Δ16.2570.7%4.5%17.3056.9%2.9%
65Δ15.9572.2%3.8%17.5857.9%2.4%
70Δ15.6173.2%3.1%17.8758.9%1.9%
75Δ15.2674.3%2.5%18.1858.8%1.5%
80Δ18.5257.7%1.1%

20Δ

Calls
Pseudo strike
19.22
IV
78.0%
B/E move
17.0%
Puts
Pseudo strike
15.05
IV
67.4%
B/E move
11.2%

25Δ

Calls
Pseudo strike
18.65
IV
74.4%
B/E move
14.0%
Puts
Pseudo strike
15.38
IV
65.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
18.06
IV
68.0%
B/E move
10.8%
Puts
Pseudo strike
15.71
IV
63.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
17.73
IV
67.1%
B/E move
9.3%
Puts
Pseudo strike
16.03
IV
62.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
17.42
IV
66.9%
B/E move
8.1%
Puts
Pseudo strike
16.28
IV
60.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
17.11
IV
66.6%
B/E move
6.9%
Puts
Pseudo strike
16.53
IV
58.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
16.82
IV
67.5%
B/E move
5.9%
Puts
Pseudo strike
16.77
IV
57.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
16.53
IV
69.1%
B/E move
5.2%
Puts
Pseudo strike
17.02
IV
55.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
16.25
IV
70.7%
B/E move
4.5%
Puts
Pseudo strike
17.30
IV
56.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
15.95
IV
72.2%
B/E move
3.8%
Puts
Pseudo strike
17.58
IV
57.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
15.61
IV
73.2%
B/E move
3.1%
Puts
Pseudo strike
17.87
IV
58.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.26
IV
74.3%
B/E move
2.5%
Puts
Pseudo strike
18.18
IV
58.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.52
IV
57.7%
B/E move
1.1%

Options history

IV · four-Friday blend74.08%
Daily close
AMPL63.9%71.5%79.1%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 10Sep 22Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%