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Amplify Lithium & Battery Technology ETF BATT

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Market dataready · fetched 2026-11-11T14:03:26.495Z

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 · 2026-11-11T01:00:00.169855455Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:26.139019+00:00

Share price$12.65
1D+0.6%
AH$12.50$12.58$12.66$12.74$12.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBATT
Sold putSold callAH

Amplify Lithium & Battery Technology ETF options

Live interpolated BATT call and put midpoint premiums by absolute delta.Amplify Lithium & Battery Technology ETF$0.11$0.44$0.76$1.08$1.41$10.48$11.41$12.34$13.26$14.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BATT spot · $12.65BATT PRICE$0.15$0.21$0.28$0.34$0.41$0.47$0.54$0.60$0.67$0.73$0.80$0.92$1.31$0.31$0.39$0.48$0.56$0.62$0.69$0.75$0.82$0.88$0.95$1.02$1.08$1.15
PutsExpensive2.05×
CallsExpensive1.17×
SkewBearish+31.16 pp
Implied moveBearish±$1.29
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8760.4%10.8%10.73126.3%17.7%
25Δ13.6960.0%10.0%11.17119.7%14.8%
30Δ13.5259.6%9.1%11.61113.2%12.0%
35Δ13.3559.2%8.2%12.02106.7%9.4%
40Δ13.1858.9%7.4%12.18101.0%8.6%
45Δ13.0058.5%6.5%12.3595.2%7.8%
50Δ12.8358.1%5.7%12.5189.5%7.1%
55Δ12.6657.7%4.8%12.6783.7%6.3%
60Δ12.4957.3%4.0%12.8478.0%5.5%
65Δ12.3157.0%3.1%13.0072.2%4.7%
70Δ12.1456.6%2.3%13.1666.4%4.0%
75Δ11.9257.2%1.5%13.3360.7%3.2%
80Δ11.4962.1%1.2%13.4954.9%2.4%

20Δ

Calls
Pseudo strike
13.87
IV
60.4%
B/E move
10.8%
Puts
Pseudo strike
10.73
IV
126.3%
B/E move
17.7%

25Δ

Calls
Pseudo strike
13.69
IV
60.0%
B/E move
10.0%
Puts
Pseudo strike
11.17
IV
119.7%
B/E move
14.8%

30Δ

Calls
Pseudo strike
13.52
IV
59.6%
B/E move
9.1%
Puts
Pseudo strike
11.61
IV
113.2%
B/E move
12.0%

35Δ

Calls
Pseudo strike
13.35
IV
59.2%
B/E move
8.2%
Puts
Pseudo strike
12.02
IV
106.7%
B/E move
9.4%

40Δ

Calls
Pseudo strike
13.18
IV
58.9%
B/E move
7.4%
Puts
Pseudo strike
12.18
IV
101.0%
B/E move
8.6%

45Δ

Calls
Pseudo strike
13.00
IV
58.5%
B/E move
6.5%
Puts
Pseudo strike
12.35
IV
95.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
12.83
IV
58.1%
B/E move
5.7%
Puts
Pseudo strike
12.51
IV
89.5%
B/E move
7.1%

55Δ

Calls
Pseudo strike
12.66
IV
57.7%
B/E move
4.8%
Puts
Pseudo strike
12.67
IV
83.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
12.49
IV
57.3%
B/E move
4.0%
Puts
Pseudo strike
12.84
IV
78.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
12.31
IV
57.0%
B/E move
3.1%
Puts
Pseudo strike
13.00
IV
72.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
12.14
IV
56.6%
B/E move
2.3%
Puts
Pseudo strike
13.16
IV
66.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
11.92
IV
57.2%
B/E move
1.5%
Puts
Pseudo strike
13.33
IV
60.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
11.49
IV
62.1%
B/E move
1.2%
Puts
Pseudo strike
13.49
IV
54.9%
B/E move
2.4%

Options history

IV · four-Friday blend59.28%
Daily close
BATT39.1%68.2%97.3%2026-08-13: 52.69%2026-08-14: 57.37%2026-08-17: 64.04%2026-08-18: 66.74%2026-08-19: 68.00%2026-08-21: 45.69%2026-08-24: 46.98%2026-08-25: 43.12%2026-08-26: 47.79%2026-08-27: 48.91%2026-08-28: 47.67%2026-08-31: 47.48%2026-09-01: 44.94%2026-09-02: 46.57%2026-09-03: 49.01%2026-09-04: 49.42%2026-09-08: 54.61%2026-09-09: 54.38%2026-09-10: 59.03%2026-09-11: 57.72%2026-09-14: 65.05%2026-09-16: 76.20%2026-09-17: 89.39%2026-09-18: 55.31%2026-09-21: 48.69%2026-09-22: 47.99%2026-09-23: 56.11%2026-09-24: 52.18%2026-09-25: 52.39%2026-09-28: 54.91%2026-09-29: 55.90%2026-09-30: 50.82%2026-10-01: 55.86%2026-10-02: 52.88%2026-10-05: 52.70%2026-10-06: 51.44%2026-10-07: 62.76%2026-10-08: 62.08%2026-10-09: 57.13%2026-10-12: 66.83%2026-10-13: 72.20%2026-10-14: 76.25%2026-10-15: 93.28%2026-10-16: 50.86%2026-10-19: 50.74%2026-10-20: 52.34%2026-10-21: 55.00%2026-10-22: 57.92%2026-10-23: 58.43%2026-10-26: 57.60%2026-10-27: 55.40%2026-10-28: 55.70%2026-10-29: 58.79%2026-10-30: 59.28%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
52.69%
57.37%
64.04%
66.74%
68.00%
45.69%
46.98%
43.12%
47.79%
48.91%
47.67%
47.48%
44.94%
46.57%
49.01%
49.42%
54.61%
54.38%
59.03%
57.72%
65.05%
76.20%
89.39%
55.31%
48.69%
47.99%
56.11%
52.18%
52.39%
54.91%
55.90%
50.82%
55.86%
52.88%
52.70%
51.44%
62.76%
62.08%
57.13%
66.83%
72.20%
76.25%
93.28%
50.86%
50.74%
52.34%
55.00%
57.92%
58.43%
57.60%
55.40%
55.70%
58.79%
59.28%