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Amplify Seymour Cannabis ETF CNBS

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Market datapartial · fetched 2026-10-22T04:42:21.670Z

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 · 2026-10-22T00:00:00.147381455Z

FundamentalsAlpha Vantage · unavailable

Share price$23.88
1D-0.4%
AH$23.74$23.93$24.12$24.31$24.505:30 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$0.66$1.53$2.41$3.28$4.16$18.66$22.04$25.41$28.79$32.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNBS spot · $23.88CNBS PRICE$0.75$0.79$0.87$0.96$1.04$1.13$1.23$1.41$1.66$1.93$2.33$2.73$3.14$0.78$0.84$0.92$1.03$1.14$1.24$1.43$1.73$2.04$2.36$2.72$3.41$3.91
PutsFair1.02×
CallsExpensive1.51×
SkewBullish-5.39 pp
Implied moveBearish±$2.66
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.25114.2%42.4%19.9689.8%19.7%
25Δ29.3188.1%26.1%21.2274.6%14.7%
30Δ27.4374.7%18.5%22.1264.5%11.2%
35Δ26.2566.0%13.9%22.7658.8%9.0%
40Δ25.4058.8%10.7%23.2854.1%7.3%
45Δ24.7453.6%8.3%23.7450.0%5.8%
50Δ24.2249.9%6.6%24.1948.1%4.7%
55Δ23.7648.8%5.4%24.6449.6%4.1%
60Δ23.3449.6%4.7%25.1050.7%3.4%
65Δ22.8950.8%4.0%25.5750.4%2.8%
70Δ22.3653.4%3.4%26.0850.4%2.2%
75Δ21.8255.1%2.8%26.8754.1%1.8%
80Δ21.2655.0%2.2%27.4953.0%1.2%

20Δ

Calls
Pseudo strike
33.25
IV
114.2%
B/E move
42.4%
Puts
Pseudo strike
19.96
IV
89.8%
B/E move
19.7%

25Δ

Calls
Pseudo strike
29.31
IV
88.1%
B/E move
26.1%
Puts
Pseudo strike
21.22
IV
74.6%
B/E move
14.7%

30Δ

Calls
Pseudo strike
27.43
IV
74.7%
B/E move
18.5%
Puts
Pseudo strike
22.12
IV
64.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
26.25
IV
66.0%
B/E move
13.9%
Puts
Pseudo strike
22.76
IV
58.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
25.40
IV
58.8%
B/E move
10.7%
Puts
Pseudo strike
23.28
IV
54.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
24.74
IV
53.6%
B/E move
8.3%
Puts
Pseudo strike
23.74
IV
50.0%
B/E move
5.8%

50Δ

Calls
Pseudo strike
24.22
IV
49.9%
B/E move
6.6%
Puts
Pseudo strike
24.19
IV
48.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
23.76
IV
48.8%
B/E move
5.4%
Puts
Pseudo strike
24.64
IV
49.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
23.34
IV
49.6%
B/E move
4.7%
Puts
Pseudo strike
25.10
IV
50.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
22.89
IV
50.8%
B/E move
4.0%
Puts
Pseudo strike
25.57
IV
50.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
22.36
IV
53.4%
B/E move
3.4%
Puts
Pseudo strike
26.08
IV
50.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
21.82
IV
55.1%
B/E move
2.8%
Puts
Pseudo strike
26.87
IV
54.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
21.26
IV
55.0%
B/E move
2.2%
Puts
Pseudo strike
27.49
IV
53.0%
B/E move
1.2%

Options history

No recorded observations