IntraAlpha
Create free account Start free

Amplify Bitcoin 2% Monthly Option Income ETF BITY

i

Market dataready · fetched 2026-10-23T06:56:24.152Z

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 · 2026-10-23T00:00:01.101627048Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:20.610263+00:00

Share price$26.99
1D-0.2%
AH$26.92$26.95$26.99$27.02$27.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITY
Sold putSold callAH

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$0.44$0.80$1.17$1.53$1.90$22.38$24.70$27.02$29.34$31.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITY spot · $26.99BITY PRICE$0.48$0.52$0.57$0.63$0.69$0.75$0.81$0.88$0.96$1.04$1.12$1.20$1.35$0.58$0.67$0.76$0.85$1.03$1.21$1.48$1.79
PutsFair1.03×
CallsCheap0.65×
SkewBearish+16.73 pp
Implied moveBearish±$2.29
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8161.7%19.6%23.6663.7%14.5%
25Δ30.0549.8%13.3%24.6855.1%11.0%
30Δ29.0342.4%9.7%25.4049.4%8.7%
35Δ28.4238.0%7.7%26.0144.8%6.8%
40Δ27.9034.1%5.9%26.4344.4%5.9%
45Δ27.5631.4%4.9%26.8644.1%5.0%
50Δ27.2228.6%3.8%27.3045.1%4.3%
55Δ26.9326.3%3.0%27.7646.7%3.8%
60Δ26.7324.8%2.6%
65Δ26.5323.3%2.1%
70Δ26.3321.8%1.7%
75Δ26.1320.2%1.3%
80Δ25.8819.4%0.9%

20Δ

Calls
Pseudo strike
31.81
IV
61.7%
B/E move
19.6%
Puts
Pseudo strike
23.66
IV
63.7%
B/E move
14.5%

25Δ

Calls
Pseudo strike
30.05
IV
49.8%
B/E move
13.3%
Puts
Pseudo strike
24.68
IV
55.1%
B/E move
11.0%

30Δ

Calls
Pseudo strike
29.03
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
25.40
IV
49.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
28.42
IV
38.0%
B/E move
7.7%
Puts
Pseudo strike
26.01
IV
44.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
27.90
IV
34.1%
B/E move
5.9%
Puts
Pseudo strike
26.43
IV
44.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
27.56
IV
31.4%
B/E move
4.9%
Puts
Pseudo strike
26.86
IV
44.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
27.22
IV
28.6%
B/E move
3.8%
Puts
Pseudo strike
27.30
IV
45.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
26.93
IV
26.3%
B/E move
3.0%
Puts
Pseudo strike
27.76
IV
46.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
26.73
IV
24.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.53
IV
23.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.33
IV
21.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.13
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.88
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

BITY87.90101.18114.472026-10-20: 112.63%2026-10-21: 89.73%Oct 20Oct 21
Table
DateIV
112.63%
89.73%