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Amplify Seymour Cannabis ETF CNBS

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Market datapartial · fetched 2026-10-22T21:22:38.206Z

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 · 2026-10-22T20:10:00.003095656Z

FundamentalsAlpha Vantage · unavailable

Share price$23.58
1D-4.4%
AH$23.44$23.76$24.09$24.41$24.735:30 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$0.69$1.69$2.69$3.69$4.69$18.44$21.82$25.21$28.59$31.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNBS spot · $23.58CNBS PRICE$0.80$0.86$0.93$0.98$1.08$1.18$1.32$1.67$2.02$2.44$2.93$3.56$4.40$0.84$0.93$1.02$1.10$1.18$1.27$1.36$1.46$1.55$1.65$1.75$1.94$2.14
PutsCheap0.92×
CallsExpensive2.04×
SkewBullish-21.48 pp
Implied moveBalanced±$2.69
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.02126.3%47.7%19.4598.6%21.1%
25Δ29.7098.9%29.6%20.7582.9%15.9%
30Δ27.4882.4%20.5%21.6872.4%12.4%
35Δ26.0069.1%14.4%22.4064.0%9.7%
40Δ25.1663.0%11.3%23.0156.6%7.4%
45Δ24.5258.0%9.0%23.4352.0%6.0%
50Δ23.9354.5%7.1%23.8447.5%4.7%
55Δ23.4559.1%6.6%24.1743.7%3.7%
60Δ22.9763.5%6.0%24.4440.5%2.9%
65Δ22.3766.7%5.2%24.7237.3%2.2%
70Δ21.7170.8%4.5%24.9934.2%1.4%
75Δ20.9376.3%3.9%25.2832.4%1.0%
80Δ19.9483.6%3.2%25.5630.7%0.7%

20Δ

Calls
Pseudo strike
34.02
IV
126.3%
B/E move
47.7%
Puts
Pseudo strike
19.45
IV
98.6%
B/E move
21.1%

25Δ

Calls
Pseudo strike
29.70
IV
98.9%
B/E move
29.6%
Puts
Pseudo strike
20.75
IV
82.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
27.48
IV
82.4%
B/E move
20.5%
Puts
Pseudo strike
21.68
IV
72.4%
B/E move
12.4%

35Δ

Calls
Pseudo strike
26.00
IV
69.1%
B/E move
14.4%
Puts
Pseudo strike
22.40
IV
64.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
25.16
IV
63.0%
B/E move
11.3%
Puts
Pseudo strike
23.01
IV
56.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
24.52
IV
58.0%
B/E move
9.0%
Puts
Pseudo strike
23.43
IV
52.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
23.93
IV
54.5%
B/E move
7.1%
Puts
Pseudo strike
23.84
IV
47.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
23.45
IV
59.1%
B/E move
6.6%
Puts
Pseudo strike
24.17
IV
43.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
22.97
IV
63.5%
B/E move
6.0%
Puts
Pseudo strike
24.44
IV
40.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
22.37
IV
66.7%
B/E move
5.2%
Puts
Pseudo strike
24.72
IV
37.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
21.71
IV
70.8%
B/E move
4.5%
Puts
Pseudo strike
24.99
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
20.93
IV
76.3%
B/E move
3.9%
Puts
Pseudo strike
25.28
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
19.94
IV
83.6%
B/E move
3.2%
Puts
Pseudo strike
25.56
IV
30.7%
B/E move
0.7%

Options history

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