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Amplify Travel Tech ETF AWAY

i

Market dataready · fetched 2026-11-12T03:01:46.258Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:00.138533927Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:45.501466+00:00

Share price$17.65
1D+0.7%
AH$17.45$17.49$17.54$17.58$17.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAWAY
Sold putSold callAH

Amplify Travel Tech ETF options

Live interpolated AWAY call and put midpoint premiums by absolute delta.Amplify Travel Tech ETF$0.69$1.02$1.35$1.68$2.01$14.07$15.53$16.99$18.44$19.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AWAY spot · $17.65AWAY PRICE$0.73$0.84$0.95$1.08$1.20$1.33$1.45$1.58$1.70$0.75$0.79$0.82$0.86$0.92$1.00$1.07$1.15$1.23$1.30$1.38$1.46$1.92
PutsExpensive1.81×
Calls——
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.72111.9%26.5%
25Δ14.6895.3%21.3%
30Δ15.6478.7%16.1%
35Δ16.6062.1%10.9%
40Δ18.7149.6%10.1%17.2052.7%7.8%
45Δ18.3148.0%8.5%17.5448.4%6.3%
50Δ17.9446.3%7.0%17.8944.2%4.8%
55Δ17.6744.3%6.2%18.1440.8%3.8%
60Δ17.4042.2%5.4%18.3438.0%3.1%
65Δ17.1340.1%4.5%18.5435.1%2.3%
70Δ16.8638.0%3.7%18.7532.2%1.6%
75Δ16.5935.9%2.9%18.9529.3%0.9%
80Δ16.3133.9%2.1%19.4731.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.72
IV
111.9%
B/E move
26.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.68
IV
95.3%
B/E move
21.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.64
IV
78.7%
B/E move
16.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.60
IV
62.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
18.71
IV
49.6%
B/E move
10.1%
Puts
Pseudo strike
17.20
IV
52.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
18.31
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
17.54
IV
48.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
17.94
IV
46.3%
B/E move
7.0%
Puts
Pseudo strike
17.89
IV
44.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
17.67
IV
44.3%
B/E move
6.2%
Puts
Pseudo strike
18.14
IV
40.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
17.40
IV
42.2%
B/E move
5.4%
Puts
Pseudo strike
18.34
IV
38.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
17.13
IV
40.1%
B/E move
4.5%
Puts
Pseudo strike
18.54
IV
35.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
16.86
IV
38.0%
B/E move
3.7%
Puts
Pseudo strike
18.75
IV
32.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.59
IV
35.9%
B/E move
2.9%
Puts
Pseudo strike
18.95
IV
29.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
16.31
IV
33.9%
B/E move
2.1%
Puts
Pseudo strike
19.47
IV
31.9%
B/E move
0.6%

Options history

IV · four-Friday blend44.87%
Daily close
AWAY35.0%67.6%100.2%2026-08-13: 48.92%2026-08-14: 50.88%2026-08-17: 56.48%2026-08-18: 55.43%2026-08-19: 61.47%2026-08-20: 65.43%2026-08-21: 42.14%2026-08-24: 41.25%2026-08-25: 43.36%2026-08-26: 43.26%2026-08-27: 40.90%2026-08-28: 41.42%2026-08-31: 42.67%2026-09-01: 42.59%2026-09-02: 43.39%2026-09-03: 43.43%2026-09-04: 45.00%2026-09-08: 48.30%2026-09-09: 51.47%2026-09-10: 54.01%2026-09-11: 55.16%2026-09-14: 63.28%2026-09-15: 67.67%2026-09-16: 74.32%2026-09-17: 91.02%2026-09-18: 41.06%2026-09-21: 39.47%2026-09-22: 40.46%2026-09-23: 41.70%2026-09-24: 43.19%2026-09-25: 44.54%2026-09-28: 46.77%2026-09-29: 47.83%2026-09-30: 48.14%2026-10-01: 48.55%2026-10-02: 49.39%2026-10-05: 51.04%2026-10-06: 52.04%2026-10-07: 53.98%2026-10-08: 54.47%2026-10-09: 56.46%2026-10-12: 63.69%2026-10-13: 58.37%2026-10-14: 78.73%2026-10-15: 95.72%2026-10-16: 41.93%2026-10-19: 43.13%2026-10-20: 42.46%2026-10-21: 43.20%2026-10-22: 41.97%2026-10-23: 43.09%2026-10-26: 43.78%2026-10-27: 43.83%2026-10-28: 44.07%2026-10-29: 44.32%2026-10-30: 44.87%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
48.92%
50.88%
56.48%
55.43%
61.47%
65.43%
42.14%
41.25%
43.36%
43.26%
40.90%
41.42%
42.67%
42.59%
43.39%
43.43%
45.00%
48.30%
51.47%
54.01%
55.16%
63.28%
67.67%
74.32%
91.02%
41.06%
39.47%
40.46%
41.70%
43.19%
44.54%
46.77%
47.83%
48.14%
48.55%
49.39%
51.04%
52.04%
53.98%
54.47%
56.46%
63.69%
58.37%
78.73%
95.72%
41.93%
43.13%
42.46%
43.20%
41.97%
43.09%
43.78%
43.83%
44.07%
44.32%
44.87%