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Amplify Bitcoin Max Income Covered Call ETF BAGY

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Market dataready · fetched 2026-10-23T06:49:56.714Z

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 · 2026-10-23T00:00:00.993603706Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:49:56.328165+00:00

Share price$22.73
1D-0.4%
AH$22.57$22.65$22.74$22.82$22.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAGY
Sold putSold callAH

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$0.44$0.80$1.16$1.52$1.88$18.46$20.27$22.08$23.90$25.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAGY spot · $22.73BAGY PRICE$0.47$0.50$0.54$0.58$0.63$0.69$0.74$0.79$0.84$0.89$0.95$1.00$1.20$0.57$0.65$0.75$0.85$1.00$1.18$1.37$1.78
PutsExpensive1.55×
CallsExpensive1.12×
SkewBearish+20.50 pp
Implied moveBearish±$2.11
TiltBullish9.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7373.7%24.1%19.5973.0%16.3%
25Δ25.8057.8%15.7%20.5363.4%12.6%
30Δ24.7448.0%11.2%21.2356.8%9.9%
35Δ24.0040.9%8.1%21.7752.6%8.0%
40Δ23.6237.5%6.7%22.2250.5%6.6%
45Δ23.2434.1%5.3%22.6250.0%5.7%
50Δ22.9331.1%4.1%23.0249.8%4.8%
55Δ22.7528.9%3.6%23.5353.7%4.3%
60Δ22.5726.6%3.0%
65Δ22.3824.4%2.4%
70Δ22.2022.1%1.8%
75Δ22.0219.9%1.2%
80Δ21.7419.7%0.9%

20Δ

Calls
Pseudo strike
27.73
IV
73.7%
B/E move
24.1%
Puts
Pseudo strike
19.59
IV
73.0%
B/E move
16.3%

25Δ

Calls
Pseudo strike
25.80
IV
57.8%
B/E move
15.7%
Puts
Pseudo strike
20.53
IV
63.4%
B/E move
12.6%

30Δ

Calls
Pseudo strike
24.74
IV
48.0%
B/E move
11.2%
Puts
Pseudo strike
21.23
IV
56.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
24.00
IV
40.9%
B/E move
8.1%
Puts
Pseudo strike
21.77
IV
52.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
23.62
IV
37.5%
B/E move
6.7%
Puts
Pseudo strike
22.22
IV
50.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
23.24
IV
34.1%
B/E move
5.3%
Puts
Pseudo strike
22.62
IV
50.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
22.93
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
23.02
IV
49.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
22.75
IV
28.9%
B/E move
3.6%
Puts
Pseudo strike
23.53
IV
53.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
22.57
IV
26.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.38
IV
24.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.20
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.02
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.74
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

BAGY80.7580.8380.912026-10-21: 80.83%Oct 21Oct 21
Table
DateIV
80.83%