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Kurv Yield Premium Strategy Amazon (AMZN) ETF AMZP

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Market dataready · fetched 2026-10-23T06:39:37.584Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.592327928Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:39:37.273058+00:00

Share price$24.71
1D-3.4%
AH$24.50$24.77$25.04$25.31$25.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZP
Sold putSold callAH

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$0.36$0.82$1.27$1.73$2.19$20.61$22.48$24.35$26.22$28.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZP spot · $24.71AMZP PRICE$0.41$0.46$0.52$0.60$0.68$0.77$0.89$1.07$1.24$1.42$1.63$1.84$2.06$0.49$0.57$0.68$0.81$0.97$1.17$1.37$1.68$2.01
PutsExpensive1.54×
CallsExpensive1.26×
SkewBearish+10.27 pp
Implied moveBearish±$2.26
TiltBullish16.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7356.9%17.9%21.8758.8%13.5%
25Δ27.3947.4%12.7%22.7051.7%10.4%
30Δ26.6242.4%9.8%23.2948.1%8.5%
35Δ26.0239.0%7.7%23.7646.5%7.1%
40Δ25.6337.0%6.5%24.1945.7%6.0%
45Δ25.2435.1%5.3%24.5945.9%5.2%
50Δ24.8934.1%4.3%24.9846.1%4.4%
55Δ24.5834.7%3.8%25.4447.6%3.8%
60Δ24.2835.2%3.3%25.9049.2%3.3%
65Δ23.9735.7%2.8%
70Δ23.6535.1%2.3%
75Δ23.3234.6%1.8%
80Δ22.9934.1%1.4%

20Δ

Calls
Pseudo strike
28.73
IV
56.9%
B/E move
17.9%
Puts
Pseudo strike
21.87
IV
58.8%
B/E move
13.5%

25Δ

Calls
Pseudo strike
27.39
IV
47.4%
B/E move
12.7%
Puts
Pseudo strike
22.70
IV
51.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
26.62
IV
42.4%
B/E move
9.8%
Puts
Pseudo strike
23.29
IV
48.1%
B/E move
8.5%

35Δ

Calls
Pseudo strike
26.02
IV
39.0%
B/E move
7.7%
Puts
Pseudo strike
23.76
IV
46.5%
B/E move
7.1%

40Δ

Calls
Pseudo strike
25.63
IV
37.0%
B/E move
6.5%
Puts
Pseudo strike
24.19
IV
45.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
25.24
IV
35.1%
B/E move
5.3%
Puts
Pseudo strike
24.59
IV
45.9%
B/E move
5.2%

50Δ

Calls
Pseudo strike
24.89
IV
34.1%
B/E move
4.3%
Puts
Pseudo strike
24.98
IV
46.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.58
IV
34.7%
B/E move
3.8%
Puts
Pseudo strike
25.44
IV
47.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
24.28
IV
35.2%
B/E move
3.3%
Puts
Pseudo strike
25.90
IV
49.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
23.97
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.65
IV
35.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.32
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.99
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

AMZP126.08126.98127.892026-10-20: 126.20%2026-10-21: 127.76%Oct 20Oct 21
Table
DateIV
126.20%
127.76%