AMPXAmprius Technologies, Inc.
Options Analysis Report•MISCELLANEOUS ELECTRICAL MACHINERY, EQUIPMENT & SUPPLIES
Market Cap $2.5B|NYSE
● 2026-05-15$17.87
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +554.6%YTD +104.5%7D +7.0%
Options Vol
17,331
30D
Implied Move
±25.4%
IV Rank
9%
AMPX Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 89.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.65x — IV ≤ HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 0.96x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 92.2% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 125.9% (ATM 92.2% + spread 16.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 19.78% (spread 16.83% + slippage 2.95%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.19 (vega 5.374 / spread 16.83%) — spread drag
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +19%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +9% (neutral) — Raw: +19%
OI Skew Magnitude
≥15%|OI skew| 23.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -5.9%, OI skew +23.2% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 7%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -18%, ATM: +35%, OTM: +32% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 79% — very bearish vs sector
Activity
Unusual activity?
4.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.7x avg — normal
Turnover Rate
≥15%Vol/OI 4.0% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +7.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 64% — active vs sector
Trade Quality
≥30%Large trade volume 60% — heavy institutional
Execution Urgency
≥60%Aggressive execution 14% — patient
Flow Conviction
≥30Conviction +9 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 16.8% — wide
Adequate OI
≥10,000OI 436,350 — deep
Active Volume
≥500Volume 17,331/day — active
Reasonable Cost
≤$0.50$0.84 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 94% — much wider than sector
Order Book Depth
≥100 contractsDepth 2,139.0 contracts (bid:1,203.2 ask:935.8) — deep
Execution Quality
<1.0%Avg slippage 2.95% — poor
Timing
Is now a good time?
7.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.2% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 89% — seller opportunity
Event Detection
≥10pts kinkIV kink 1.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 488.51 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +9% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 90 (ITM 20% + inst 60%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.