AmpliTech Group, Inc. (AMPG) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

AmpliTech Group, Inc. (AMPG) operates in the Technology sector, specifically the Communication Equipment industry, with a market capitalization near $52.1M, listed on NASDAQ, employing roughly 47 people, carrying a beta of -0.57 to the broader market. AmpliTech Group, Inc. Led by Fawad A. Maqbool, public since 2021-01-08.

Snapshot as of May 15, 2026.

Spot Price
$2.90
ATM IV
90.7%
IV Rank
20.3%
IV Percentile
21.5%
Term Structure Slope
0.024

As of May 15, 2026, AmpliTech Group, Inc. (AMPG) at-the-money implied volatility is 90.7%. IV rank is 20.3% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 21.5%. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

AMPG Strategy Selection at Current Volatility Levels

For AmpliTech Group, Inc. options at 90.7% ATM IV, low IV rank (20.3%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.

Learn how volatility skew is reported and how to read the data →

Frequently asked AMPG volatility skew questions

What is the current AMPG ATM implied volatility?
As of May 15, 2026, AmpliTech Group, Inc. (AMPG) at-the-money implied volatility is 90.7%. IV rank is 20.3% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
Is AMPG IV high or low historically?
IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
What does AMPG volatility skew tell options traders?
Volatility skew is the pattern by which IV varies across strikes for a given expiration. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.