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Amplify Seymour Cannabis ETF CNBS

i

Market dataready · fetched 2026-11-11T15:47:04.896Z

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 · 2026-11-11T01:00:00.096537839Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:04.535952+00:00

Share price$23.56
1D+0.8%
AH$23.30$23.37$23.44$23.51$23.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNBS
Sold putSold callAH

Amplify Seymour Cannabis ETF options

Live interpolated CNBS call and put midpoint premiums by absolute delta.Amplify Seymour Cannabis ETF$0.63$1.17$1.71$2.24$2.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECNBS PRICE$0.69$0.75$0.80$0.86$0.92$0.98$1.05$1.14$1.22$1.35$1.51$1.67$1.85$2.19$2.62
Puts——
CallsExpensive1.76×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.61196.6%41.3%
25Δ31.01174.9%34.8%
30Δ29.42153.2%28.3%
35Δ27.82131.5%21.8%
40Δ26.23109.8%15.3%
45Δ24.6488.1%8.7%
50Δ23.8076.1%5.5%
55Δ23.4670.6%4.4%
60Δ23.1265.0%3.3%
65Δ22.8261.8%2.6%
70Δ22.5459.9%2.1%
75Δ22.2658.0%1.6%25.4365.0%1.3%
80Δ21.9756.2%1.1%25.9467.6%1.0%

20Δ

Calls
Pseudo strike
32.61
IV
196.6%
B/E move
41.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.01
IV
174.9%
B/E move
34.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.42
IV
153.2%
B/E move
28.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
27.82
IV
131.5%
B/E move
21.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
26.23
IV
109.8%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
24.64
IV
88.1%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.80
IV
76.1%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.46
IV
70.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.12
IV
65.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.82
IV
61.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.54
IV
59.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.26
IV
58.0%
B/E move
1.6%
Puts
Pseudo strike
25.43
IV
65.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
21.97
IV
56.2%
B/E move
1.1%
Puts
Pseudo strike
25.94
IV
67.6%
B/E move
1.0%

Options history

IV · four-Friday blend54.52%
Daily EOD
CNBS54.1%56.4%58.7%2026-10-19: 55.00%2026-10-20: 56.07%2026-10-21: 55.17%2026-10-22: 58.38%2026-10-23: 56.09%2026-10-26: 56.27%2026-10-27: 56.03%2026-10-28: 54.44%2026-10-29: 56.90%2026-10-30: 54.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.00%
56.07%
55.17%
58.38%
56.09%
56.27%
56.03%
54.44%
56.90%
54.52%