AMPXAmprius Technologies, Inc.
AMPX Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
AMPX Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 91.3% — elevated vs history
IV/HV 1.27x — IV premium over HV
Sector percentile 94% — above sector median
Front/Back 0.82x — contango
Put/Call IV 1.16x — elevated
ATM IV 80.3% — crisis-level IV
Effective IV 112.3% (ATM 80.3% + spread 16.0% + bias) — expensive
Total drag 20.84% (spread 15.98% + slippage 4.86%) — high friction
Vega efficiency 0.58 (vega 0.928 / spread 15.98%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -2% (neutral) — Raw: -6%
|OI skew| 23.1% — call-heavy
Vol skew -69.6%, OI skew +23.1% — divergent (opposite)
0-DTE 5%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -4%, ATM: +17%, OTM: -22% — neutral (ITM/ATM divergent)
Sector P/C percentile 93% — very bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.9x avg — normal
Vol/OI 2.1% — normal turnover
1 day(s) elevated — may be one-day event
OI change -0.2% (5d) — stable
Sector activity percentile 62% — active vs sector
Large trade volume 72% — heavy institutional
Aggressive execution 31% — patient
Conviction -2 (bearish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 16.0% — wide
OI 343,958 — deep
Volume 7,036/day — active
$0.80 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 96% — much wider than sector
Depth 1,416.7 contracts (bid:745.7 ask:671.0) — deep
Avg slippage 4.86% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -17.5% — contango
IV percentile 91% — seller opportunity
IV kink -7.6pts — no clear event
θ/ν ratio 53.35 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -2% @ 51% consistency — unclear
Score 102 (ITM 20% + inst 72%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.