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Kurv Yield Premium Strategy Amazon (AMZN) ETF AMZP

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Market dataready · fetched 2026-11-12T14:55:28.018Z

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 · 2026-11-12T14:41:54.919763624Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:55:27.117196+00:00

Share price$26.55
1D+1.3%
$26.19$26.29$26.38$26.48$26.585:30 AM6:30 AM9:00 AM1:00 PMAMZP
Sold putSold call

Kurv Yield Premium Strategy Amazon (AMZN) ETF options

Live interpolated AMZP call and put midpoint premiums by absolute delta.Kurv Yield Premium Strategy Amazon (AMZN) ETF$0.18$0.56$0.95$1.33$1.72$24.34$25.54$26.75$27.96$29.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMZP spot · $26.55AMZP PRICE$0.38$0.38$0.41$0.44$0.47$0.51$0.55$0.60$0.64$0.69$0.73$0.22$0.30$0.39$0.47$0.55$0.63$0.70$0.78$0.86$1.04$1.23$1.42$1.61
PutsFair0.98×
Calls——
Skew——
Implied moveBearish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0489.6%14.6%25.1345.5%6.2%
25Δ28.6868.5%9.5%25.3946.2%5.5%
30Δ27.9156.4%6.7%25.6546.9%4.8%
35Δ27.5049.7%5.2%25.9147.6%4.2%
40Δ27.1043.0%3.8%26.1446.5%3.6%
45Δ26.8839.5%3.1%26.3644.6%3.1%
50Δ26.7237.0%2.7%26.5842.6%2.5%
55Δ26.5634.5%2.3%26.7940.7%2.0%
60Δ26.3932.0%1.8%27.0138.8%1.5%
65Δ26.2329.5%1.4%27.2639.3%1.3%
70Δ26.0726.9%0.9%27.5139.7%1.0%
75Δ27.7540.2%0.8%
80Δ28.0140.7%0.6%

20Δ

Calls
Pseudo strike
30.04
IV
89.6%
B/E move
14.6%
Puts
Pseudo strike
25.13
IV
45.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
28.68
IV
68.5%
B/E move
9.5%
Puts
Pseudo strike
25.39
IV
46.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
27.91
IV
56.4%
B/E move
6.7%
Puts
Pseudo strike
25.65
IV
46.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
27.50
IV
49.7%
B/E move
5.2%
Puts
Pseudo strike
25.91
IV
47.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
27.10
IV
43.0%
B/E move
3.8%
Puts
Pseudo strike
26.14
IV
46.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
26.88
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
26.36
IV
44.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.72
IV
37.0%
B/E move
2.7%
Puts
Pseudo strike
26.58
IV
42.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
26.56
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
26.79
IV
40.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.39
IV
32.0%
B/E move
1.8%
Puts
Pseudo strike
27.01
IV
38.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
26.23
IV
29.5%
B/E move
1.4%
Puts
Pseudo strike
27.26
IV
39.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.07
IV
26.9%
B/E move
0.9%
Puts
Pseudo strike
27.51
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.75
IV
40.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.01
IV
40.7%
B/E move
0.6%

Options history

IV · four-Friday blend34.21%
Daily close
AMZP26.4%41.9%57.5%2026-08-14: 29.34%2026-08-18: 35.70%2026-08-19: 36.84%2026-08-20: 45.55%2026-08-21: 29.09%2026-08-24: 29.48%2026-08-25: 28.57%2026-08-26: 29.79%2026-08-27: 29.06%2026-08-28: 31.79%2026-08-31: 31.87%2026-09-01: 33.32%2026-09-02: 32.98%2026-09-03: 33.55%2026-09-04: 33.57%2026-09-08: 36.06%2026-09-09: 34.39%2026-09-10: 34.78%2026-09-14: 37.99%2026-09-15: 42.99%2026-09-16: 46.87%2026-09-17: 55.31%2026-09-18: 32.27%2026-09-21: 32.07%2026-09-22: 32.50%2026-09-23: 32.65%2026-09-24: 32.96%2026-09-25: 32.95%2026-09-28: 33.88%2026-09-29: 33.74%2026-09-30: 34.35%2026-10-01: 34.15%2026-10-02: 33.00%2026-10-05: 33.12%2026-10-07: 34.59%2026-10-08: 35.00%2026-10-09: 37.16%2026-10-12: 33.27%2026-10-13: 33.94%2026-10-16: 34.18%2026-10-19: 34.90%2026-10-20: 34.29%2026-10-21: 34.71%2026-10-22: 36.19%2026-10-23: 36.58%2026-10-26: 37.90%2026-10-27: 39.12%2026-10-28: 38.81%2026-10-29: 39.55%2026-10-30: 34.21%Aug 14Sep 22Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
29.34%
35.70%
36.84%
45.55%
29.09%
29.48%
28.57%
29.79%
29.06%
31.79%
31.87%
33.32%
32.98%
33.55%
33.57%
36.06%
34.39%
34.78%
37.99%
42.99%
46.87%
55.31%
32.27%
32.07%
32.50%
32.65%
32.96%
32.95%
33.88%
33.74%
34.35%
34.15%
33.00%
33.12%
34.59%
35.00%
37.16%
33.27%
33.94%
34.18%
34.90%
34.29%
34.71%
36.19%
36.58%
37.90%
39.12%
38.81%
39.55%
34.21%