What move does the options market price into Amplitude's report?

Implied ±10.8%, either direction.

How often does Amplitude move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

AMPLNasdaqServices-Prepackaged Software

Amplitude, Inc. (AMPL) earnings date, market-implied expected move, and options open interest by expiry

16.85

+0.06 · +0.38%

post 16.86 0.00%

Closed16:00 ET

Open16.57Volume2.0MMkt cap$2.1BEPS-0.75

Day16.34 – 17.0276%52-wk5.51 – 17.8492%

AMPL

Amplitude, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.8%implied · report alone

8Q avg ±9.3%·×1.16·rich

15.0218.66

straddle ±14.0%

spot 16.84exp Nov 20ATM strike 17ATM straddle 2.78IV 95%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+7.59%

vs ±15.4% implied · ×0.49

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.06%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

202 managers

Top fund weight

0.02%

AMPL weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Amplitude (AMPL) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±14.7%
avg realized: ±9.3%

Nov 7 '24Nov 7 '24confirmed±10.3%▼−5.72%×0.55

Feb 19 '25Feb 19 '25confirmed±11.2%▲+21.86%×1.95

May 7 '25May 7 '25confirmed±14.2%▲+11.46%×0.81

Aug 6 '25Aug 6 '25confirmed±13.4%▲+3.11%×0.23

Q3 FY25Nov 5 '25confirmed±17.6%▲+2.80%×0.16

Feb 18 '26Feb 18 '26confirmed±18.7%▼−0.28%×0.02

Q1 FY26May 6 '26confirmed±16.9%▼−21.41%×1.27

Q2 FY26Aug 5 '26confirmed±15.4%▲+7.59%×0.49

quarterimplied−25%0+25%realized×

Q2 FY26±15.4%▲+7.59%×0.49

Q1 FY26±16.9%▼−21.41%×1.27

Feb '26±18.7%▼−0.28%×0.02

Q3 FY25±17.6%▲+2.80%×0.16

Aug '25±13.4%▲+3.11%×0.23

May '25±14.2%▲+11.46%×0.81

2 older reports

Feb '25±11.2%▲+21.86%×1.95

Nov '24±10.3%▼−5.72%×0.55

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

4.43OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

4,2750%Nov 2017d966+2%

2800%Dec 1845d0.231,2440%0.23

2,278+33%Jan 1573d0.1812,8850%0.18

170%Apr 16164d0.029340%0.02

ExpiryPutsCallsP/C

Nov 2017d4,2750%966+2%4.43

Dec 1845d2800%1,2440%0.23

Jan 1573d2,278+33%12,8850%0.18

Apr 16164d170%9340%0.02

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±14.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−34.31%as filednet margin · revenue +7.91% QoQ · +21.16% YoY

Revenue$101M+7.91%

Gross profit$69M68.50%+1.20%

Operating income−$35M−34.87%−45.71%

Pre-tax income−$33M−50.60%

Net income−$35M−34.31%−48.74%

Cost of revenue$32M+26.08%

Operating expenses$104M+12.82%

Tax$1M+10.92%

Other income$2M−22.60%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.46· ±3.6% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.6%5 of 10×1.46

CPIconsumer prices±2.7%4 of 10×1.11

CPROFcorporate profits±2.4%4 of 12×1.00

PPIproducer prices±2.2%3 of 10×0.92

FOMCrate decision±2.2%11 of 24×0.92

GDPgross domestic product±2.0%4 of 19×0.80

PCEpersonal income & outlays±1.9%5 of 19×0.77

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS -0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.27	—
Q1 FY26	May 6 '26 · confirmed	-0.17	—
Q3 FY25	Nov 5 '25 · confirmed	-0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod