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Amplify Lithium & Battery Technology ETF BATT

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Market datapartial · fetched 2026-10-22T04:21:57.319Z

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 · 2026-10-22T00:00:00.091649765Z

FundamentalsAlpha Vantage · unavailable

Share price$13.39
1D-0.9%
AH$13.30$13.36$13.42$13.48$13.535:30 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$0.53$0.94$1.34$1.75$2.15$10.56$12.10$13.63$15.16$16.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BATT spot · $13.39BATT PRICE$0.57$0.57$0.57$0.59$0.67$0.75$0.80$0.85$0.90$0.99$1.11$1.23$1.36$0.57$0.57$0.61$0.66$0.70$0.73$0.75$0.77$0.80$0.82$1.16$1.60$2.04
PutsExpensive1.58×
CallsExpensive2.32×
SkewBullish-12.61 pp
Implied moveBullish±$1.55
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.45166.2%71.9%10.37127.5%26.9%
25Δ18.35122.6%41.3%11.5294.3%18.3%
30Δ16.4995.8%27.4%12.2475.4%13.1%
35Δ14.9173.5%15.8%12.6667.0%10.3%
40Δ14.4469.5%12.9%13.0459.2%7.9%
45Δ13.9965.4%10.1%13.2254.0%6.7%
50Δ13.7159.8%8.3%13.4148.8%5.5%
55Δ13.4354.2%6.6%13.5943.5%4.3%
60Δ13.1448.6%4.9%13.7738.3%3.1%
65Δ12.9044.9%3.7%13.9633.1%1.9%
70Δ12.6943.2%3.1%14.3735.5%1.4%
75Δ12.4941.5%2.5%14.8440.0%1.1%
80Δ12.2839.8%1.9%15.3144.5%0.9%

20Δ

Calls
Pseudo strike
22.45
IV
166.2%
B/E move
71.9%
Puts
Pseudo strike
10.37
IV
127.5%
B/E move
26.9%

25Δ

Calls
Pseudo strike
18.35
IV
122.6%
B/E move
41.3%
Puts
Pseudo strike
11.52
IV
94.3%
B/E move
18.3%

30Δ

Calls
Pseudo strike
16.49
IV
95.8%
B/E move
27.4%
Puts
Pseudo strike
12.24
IV
75.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
14.91
IV
73.5%
B/E move
15.8%
Puts
Pseudo strike
12.66
IV
67.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
14.44
IV
69.5%
B/E move
12.9%
Puts
Pseudo strike
13.04
IV
59.2%
B/E move
7.9%

45Δ

Calls
Pseudo strike
13.99
IV
65.4%
B/E move
10.1%
Puts
Pseudo strike
13.22
IV
54.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
13.71
IV
59.8%
B/E move
8.3%
Puts
Pseudo strike
13.41
IV
48.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
13.43
IV
54.2%
B/E move
6.6%
Puts
Pseudo strike
13.59
IV
43.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
13.14
IV
48.6%
B/E move
4.9%
Puts
Pseudo strike
13.77
IV
38.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
12.90
IV
44.9%
B/E move
3.7%
Puts
Pseudo strike
13.96
IV
33.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
12.69
IV
43.2%
B/E move
3.1%
Puts
Pseudo strike
14.37
IV
35.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
12.49
IV
41.5%
B/E move
2.5%
Puts
Pseudo strike
14.84
IV
40.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
12.28
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
15.31
IV
44.5%
B/E move
0.9%

Options history

No recorded observations