IntraAlpha
Create free account Start free

Amplify Seymour Cannabis ETF CNBS

i

Market datapartial · fetched 2026-10-22T16:31:57.902Z

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 · 2026-10-22T14:36:37.476682284Z

FundamentalsAlpha Vantage · unavailable

Share price$24.28
1D-1.5%
$24.25$24.36$24.46$24.56$24.675:30 AM6:30 AM9:00 AM1:00 PMCNBS
Sold putSold call

Amplify Seymour Cannabis ETF options

Live interpolated CNBS call and put midpoint premiums by absolute delta.Amplify Seymour Cannabis ETF$0.70$1.54$2.38$3.22$4.06$19.12$22.37$25.62$28.87$32.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNBS spot · $24.28CNBS PRICE$0.79$0.85$0.92$1.00$1.09$1.19$1.35$1.53$1.80$2.12$2.55$3.08$3.81$0.86$0.96$1.05$1.12$1.23$1.33$1.40$1.48$1.67$1.92$2.19$2.65$3.39
PutsFair0.99×
CallsExpensive1.79×
SkewBullish-11.88 pp
Implied moveBalanced±$2.75
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.37120.1%44.8%20.0797.3%20.9%
25Δ30.1993.7%27.8%21.3583.3%16.0%
30Δ28.0978.9%19.5%22.3272.3%12.4%
35Δ26.7768.5%14.4%23.1062.8%9.5%
40Δ25.8861.7%11.1%23.6557.6%7.7%
45Δ25.2056.4%8.7%24.1452.6%6.1%
50Δ24.6654.0%7.1%24.5147.8%4.8%
55Δ24.1852.7%5.9%24.8943.0%3.6%
60Δ23.7053.3%5.0%25.2741.4%2.8%
65Δ23.2155.0%4.3%25.6541.1%2.3%
70Δ22.6358.1%3.7%26.0540.9%1.7%
75Δ21.9762.3%3.2%26.6142.1%1.3%
80Δ21.1068.0%2.6%27.4346.1%1.0%

20Δ

Calls
Pseudo strike
34.37
IV
120.1%
B/E move
44.8%
Puts
Pseudo strike
20.07
IV
97.3%
B/E move
20.9%

25Δ

Calls
Pseudo strike
30.19
IV
93.7%
B/E move
27.8%
Puts
Pseudo strike
21.35
IV
83.3%
B/E move
16.0%

30Δ

Calls
Pseudo strike
28.09
IV
78.9%
B/E move
19.5%
Puts
Pseudo strike
22.32
IV
72.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
26.77
IV
68.5%
B/E move
14.4%
Puts
Pseudo strike
23.10
IV
62.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
25.88
IV
61.7%
B/E move
11.1%
Puts
Pseudo strike
23.65
IV
57.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
25.20
IV
56.4%
B/E move
8.7%
Puts
Pseudo strike
24.14
IV
52.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
24.66
IV
54.0%
B/E move
7.1%
Puts
Pseudo strike
24.51
IV
47.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
24.18
IV
52.7%
B/E move
5.9%
Puts
Pseudo strike
24.89
IV
43.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
23.70
IV
53.3%
B/E move
5.0%
Puts
Pseudo strike
25.27
IV
41.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
23.21
IV
55.0%
B/E move
4.3%
Puts
Pseudo strike
25.65
IV
41.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
22.63
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
26.05
IV
40.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
21.97
IV
62.3%
B/E move
3.2%
Puts
Pseudo strike
26.61
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
21.10
IV
68.0%
B/E move
2.6%
Puts
Pseudo strike
27.43
IV
46.1%
B/E move
1.0%

Options history

CNBS55.1055.6256.142026-10-20: 56.07%2026-10-21: 55.17%Oct 20Oct 21
Table
DateIV
56.07%
55.17%