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Amplify Bitcoin Max Income Covered Call ETF BAGY

i

Market dataready · fetched 2026-11-12T15:28:56.351Z

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 · 2026-11-12T15:14:05.569991374Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:54.928733+00:00

Share price$19.18
1D-0.9%
$19.17$19.22$19.27$19.31$19.365:30 AM6:30 AM9:00 AM1:00 PMBAGY
Sold putSold call

Amplify Bitcoin Max Income Covered Call ETF options

Live interpolated BAGY call and put midpoint premiums by absolute delta.Amplify Bitcoin Max Income Covered Call ETF$0.35$0.63$0.91$1.18$1.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBAGY PRICE$0.42$0.38$0.44$0.48$0.53$0.58$0.63$0.68$0.79$0.94$1.08$1.23$1.38$0.42
Puts——
CallsExpensive2.04×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.69146.5%25.7%16.71122.2%15.1%
25Δ21.4296.0%13.7%
30Δ20.7887.0%10.6%
35Δ20.2476.4%8.0%
40Δ19.8668.9%6.3%
45Δ19.6063.9%5.2%
50Δ19.3558.9%4.2%
55Δ19.0953.9%3.1%
60Δ18.8652.4%2.5%
65Δ18.6552.9%2.1%
70Δ18.4353.4%1.7%
75Δ18.2253.8%1.4%
80Δ17.9954.4%1.0%

20Δ

Calls
Pseudo strike
23.69
IV
146.5%
B/E move
25.7%
Puts
Pseudo strike
16.71
IV
122.2%
B/E move
15.1%

25Δ

Calls
Pseudo strike
21.42
IV
96.0%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.78
IV
87.0%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
20.24
IV
76.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
19.86
IV
68.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
19.60
IV
63.9%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.35
IV
58.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.09
IV
53.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.86
IV
52.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.65
IV
52.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.43
IV
53.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.22
IV
53.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.99
IV
54.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.08%
Daily close
BAGY36.1%50.9%65.7%2026-08-14: 48.29%2026-08-17: 50.16%2026-08-18: 52.04%2026-08-20: 62.59%2026-08-21: 47.88%2026-08-28: 42.22%2026-08-31: 44.27%2026-09-01: 44.28%2026-09-02: 45.60%2026-09-03: 44.40%2026-09-04: 44.78%2026-09-08: 46.99%2026-09-09: 46.80%2026-09-10: 48.93%2026-09-11: 46.07%2026-09-14: 52.53%2026-09-15: 55.24%2026-09-16: 58.70%2026-09-17: 63.64%2026-09-18: 45.60%2026-09-21: 45.45%2026-09-22: 45.17%2026-09-23: 45.51%2026-09-24: 45.95%2026-09-25: 45.90%2026-09-28: 44.52%2026-09-29: 40.59%2026-09-30: 40.01%2026-10-01: 41.57%2026-10-02: 39.59%2026-10-05: 38.17%2026-10-06: 41.10%2026-10-07: 44.08%2026-10-08: 44.54%2026-10-12: 48.21%2026-10-13: 50.60%2026-10-14: 52.83%2026-10-15: 61.46%2026-10-29: 44.76%2026-10-30: 45.08%Aug 14Sep 18Oct 30
40 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
48.29%
50.16%
52.04%
62.59%
47.88%
42.22%
44.27%
44.28%
45.60%
44.40%
44.78%
46.99%
46.80%
48.93%
46.07%
52.53%
55.24%
58.70%
63.64%
45.60%
45.45%
45.17%
45.51%
45.95%
45.90%
44.52%
40.59%
40.01%
41.57%
39.59%
38.17%
41.10%
44.08%
44.54%
48.21%
50.60%
52.83%
61.46%
44.76%
45.08%