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InfraCap MLP ETF AMZA

i

Market dataready · fetched 2026-11-13T16:10:15.478Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T15:58:09.128688913Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T16:10:14.845634+00:00

Share price$47.30
1D+0.4%
$47.07$47.15$47.23$47.31$47.395:30 AM6:30 AM9:00 AM1:00 PMAMZA
Sold putSold call

InfraCap MLP ETF options

Live interpolated AMZA call and put midpoint premiums by absolute delta.InfraCap MLP ETF$0.32$1.33$2.33$3.33$4.33$44.59$46.01$47.43$48.86$50.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMZA spot · $47.30AMZA PRICE$0.43$0.57$0.64$0.68$0.72$0.78$0.85$0.91$0.98$1.04$1.10$1.17$1.23$0.74$0.87$1.06$1.48$1.91$2.34$2.76$3.19$3.62$4.04
Puts——
CallsExpensive1.25×
Skew——
Implied moveBearish±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9157.1%8.6%
25Δ50.2658.7%7.5%
30Δ49.4053.0%5.8%
35Δ48.6645.4%4.3%46.2745.3%3.7%
40Δ48.0939.8%3.2%46.6744.1%3.2%
45Δ47.7536.5%2.6%47.1143.5%2.6%
50Δ47.4633.6%2.1%47.6645.9%2.4%
55Δ47.1730.7%1.6%48.2148.2%2.1%
60Δ46.9428.2%1.3%48.7650.6%1.9%
65Δ46.7926.1%1.1%49.3152.9%1.6%
70Δ46.6424.1%0.9%49.8655.2%1.3%
75Δ46.4922.0%0.8%50.4157.6%1.1%
80Δ46.3420.0%0.6%50.9659.9%0.8%

20Δ

Calls
Pseudo strike
50.91
IV
57.1%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
50.26
IV
58.7%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.40
IV
53.0%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
48.66
IV
45.4%
B/E move
4.3%
Puts
Pseudo strike
46.27
IV
45.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
48.09
IV
39.8%
B/E move
3.2%
Puts
Pseudo strike
46.67
IV
44.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
47.75
IV
36.5%
B/E move
2.6%
Puts
Pseudo strike
47.11
IV
43.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
47.46
IV
33.6%
B/E move
2.1%
Puts
Pseudo strike
47.66
IV
45.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
47.17
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
48.21
IV
48.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
46.94
IV
28.2%
B/E move
1.3%
Puts
Pseudo strike
48.76
IV
50.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
46.79
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
49.31
IV
52.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
46.64
IV
24.1%
B/E move
0.9%
Puts
Pseudo strike
49.86
IV
55.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
46.49
IV
22.0%
B/E move
0.8%
Puts
Pseudo strike
50.41
IV
57.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.34
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
50.96
IV
59.9%
B/E move
0.8%

Options history

IV · four-Friday blend22.15%
Daily close
AMZA20.9%26.2%31.5%2026-08-17: 23.33%2026-08-19: 30.32%2026-08-20: 30.80%2026-08-21: 21.91%2026-08-24: 22.47%2026-08-25: 21.65%2026-08-27: 21.87%2026-09-16: 28.47%2026-09-18: 23.11%2026-09-21: 22.73%2026-09-22: 22.65%2026-09-23: 22.47%2026-09-24: 21.82%2026-09-25: 22.06%2026-09-28: 23.00%2026-09-29: 23.53%2026-09-30: 23.47%2026-10-01: 24.32%2026-10-02: 24.56%2026-10-05: 24.97%2026-10-06: 24.70%2026-10-07: 23.50%2026-10-08: 25.82%2026-10-09: 23.83%2026-10-12: 26.41%2026-10-13: 29.54%2026-10-14: 28.37%2026-10-16: 24.25%2026-10-19: 22.70%2026-10-20: 22.62%2026-10-21: 22.79%2026-10-22: 21.73%2026-10-23: 23.14%2026-10-26: 22.72%2026-10-27: 22.28%2026-10-28: 22.14%2026-10-29: 23.74%2026-10-30: 22.15%Aug 17Oct 2Oct 30
38 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
23.33%
30.32%
30.80%
21.91%
22.47%
21.65%
21.87%
28.47%
23.11%
22.73%
22.65%
22.47%
21.82%
22.06%
23.00%
23.53%
23.47%
24.32%
24.56%
24.97%
24.70%
23.50%
25.82%
23.83%
26.41%
29.54%
28.37%
24.25%
22.70%
22.62%
22.79%
21.73%
23.14%
22.72%
22.28%
22.14%
23.74%
22.15%