Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Amplitude stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Amplitude IV rank is 31, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 27.0% to 216.0%. See the AMPL implied volatility history for a longer view.

Across all open Amplitude options on Nov 4, 2026, net gamma exposure was $220.81K and net delta exposure was $25.71M per 1% move in the stock. The AMPL gamma exposure chart shows where that gamma sits by strike.

Amplitude Inc is a Software company that provides a Digital Analytics Platform that helps companies analyze their customer behavior within digital products.