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Amplify Bitcoin 2% Monthly Option Income ETF BITY

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Market dataready · fetched 2026-11-12T14:56:32.804Z

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 · 2026-11-12T14:30:00.142167416Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:32.256636+00:00

Share price$23.08
1D+0.0%
$23.07$23.07$23.08$23.09$23.095:30 AM6:30 AM9:00 AM1:00 PMBITY
Sold putSold call

Amplify Bitcoin 2% Monthly Option Income ETF options

Live interpolated BITY call and put midpoint premiums by absolute delta.Amplify Bitcoin 2% Monthly Option Income ETF$0.00$3.24$6.48$9.72$12.96$17.90$20.87$23.84$26.81$29.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ 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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BITY spot · $23.08BITY PRICE$0.21$0.29$0.38$0.47$0.55$0.64$0.73$0.82$0.93$1.06$1.18$1.30$1.45$1.73$3.12$3.52$7.28$12.01
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9025.2%8.8%
25Δ24.6325.2%8.0%
30Δ24.3725.2%7.2%
35Δ24.1025.3%6.4%
40Δ23.8325.3%5.7%
45Δ23.5625.3%4.9%
50Δ23.3025.3%4.1%23.4244.9%4.8%
55Δ23.0325.3%3.3%23.8546.2%4.1%
60Δ22.8024.7%2.8%
65Δ22.5824.0%2.4%25.3659.9%3.6%
70Δ22.3623.4%2.0%25.9658.8%2.8%
75Δ22.1322.7%1.5%29.7383.7%2.7%
80Δ34.56108.0%2.3%

20Δ

Calls
Pseudo strike
24.90
IV
25.2%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
24.63
IV
25.2%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
24.37
IV
25.2%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.10
IV
25.3%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
23.83
IV
25.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.56
IV
25.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.30
IV
25.3%
B/E move
4.1%
Puts
Pseudo strike
23.42
IV
44.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
23.03
IV
25.3%
B/E move
3.3%
Puts
Pseudo strike
23.85
IV
46.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
22.80
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.58
IV
24.0%
B/E move
2.4%
Puts
Pseudo strike
25.36
IV
59.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
22.36
IV
23.4%
B/E move
2.0%
Puts
Pseudo strike
25.96
IV
58.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
22.13
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
29.73
IV
83.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.56
IV
108.0%
B/E move
2.3%

Options history

IV · four-Friday blend38.33%
Daily close
BITY32.7%44.3%55.9%2026-08-14: 41.32%2026-08-17: 44.92%2026-08-18: 46.72%2026-08-19: 48.20%2026-08-20: 54.35%2026-08-21: 43.03%2026-08-24: 44.24%2026-08-25: 44.08%2026-08-26: 42.78%2026-08-27: 41.65%2026-08-28: 37.55%2026-08-31: 38.00%2026-09-01: 38.67%2026-09-02: 38.60%2026-09-03: 40.77%2026-09-04: 40.39%2026-09-08: 40.51%2026-09-09: 39.20%2026-09-10: 42.60%2026-09-11: 38.89%2026-09-14: 43.56%2026-09-15: 46.63%2026-09-16: 48.84%2026-09-17: 53.67%2026-09-18: 38.44%2026-09-21: 39.97%2026-09-22: 38.87%2026-09-23: 38.10%2026-09-24: 39.14%2026-09-25: 39.03%2026-09-28: 37.97%2026-09-29: 34.85%2026-09-30: 34.34%2026-10-01: 36.17%2026-10-02: 34.33%2026-10-05: 36.27%2026-10-06: 35.94%2026-10-07: 37.88%2026-10-08: 38.74%2026-10-09: 38.64%2026-10-12: 39.08%2026-10-13: 43.55%2026-10-14: 46.20%2026-10-15: 53.64%2026-10-16: 39.39%2026-10-19: 39.14%2026-10-20: 40.23%2026-10-21: 39.48%2026-10-22: 40.97%2026-10-23: 39.91%2026-10-26: 40.83%2026-10-27: 42.23%2026-10-28: 42.14%2026-10-29: 37.22%2026-10-30: 38.33%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
41.32%
44.92%
46.72%
48.20%
54.35%
43.03%
44.24%
44.08%
42.78%
41.65%
37.55%
38.00%
38.67%
38.60%
40.77%
40.39%
40.51%
39.20%
42.60%
38.89%
43.56%
46.63%
48.84%
53.67%
38.44%
39.97%
38.87%
38.10%
39.14%
39.03%
37.97%
34.85%
34.34%
36.17%
34.33%
36.27%
35.94%
37.88%
38.74%
38.64%
39.08%
43.55%
46.20%
53.64%
39.39%
39.14%
40.23%
39.48%
40.97%
39.91%
40.83%
42.23%
42.14%
37.22%
38.33%