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Amplify ETF Trust Amplify Cash Flow Dividend Leaders ETF COWS

i

Market dataready · fetched 2026-11-12T14:58:57.880Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:31:47.130733152Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:58:57.289432+00:00

Share price$41.82
1D+0.0%
$41.80$41.81$41.82$41.83$41.845:30 AM6:30 AM9:00 AM1:00 PMCOWS
Sold putSold call

Amplify ETF Trust Amplify Cash Flow Dividend Leaders ETF options

Live interpolated COWS call and put midpoint premiums by absolute delta.Amplify ETF Trust Amplify Cash Flow Dividend Leaders ETF$1.08$1.46$1.84$2.23$2.61$34.69$38.41$42.13$45.85$49.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COWS spot · $41.82COWS PRICE$1.14$1.34$1.53$1.72$1.92$2.11$2.30$2.50$1.12$1.24$1.36$1.48$1.60$1.72$1.83$1.95$2.07$2.19$2.31
Puts——
Calls——
Skew——
Implied moveBearish±$3.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.68125.3%36.5%
25Δ29.17115.8%33.2%
30Δ30.66106.3%29.9%
35Δ32.1596.8%26.7%
40Δ33.6487.3%23.4%
45Δ42.6725.7%4.8%35.1377.8%20.1%
50Δ42.2924.7%4.3%36.6268.3%16.8%
55Δ41.9223.6%3.9%38.1158.9%13.5%
60Δ41.5422.6%3.4%39.6049.4%10.3%
65Δ41.1621.6%3.0%41.0939.9%7.0%
70Δ40.7820.5%2.6%42.5830.4%3.7%
75Δ40.4119.5%2.1%
80Δ40.0318.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.68
IV
125.3%
B/E move
36.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.17
IV
115.8%
B/E move
33.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.66
IV
106.3%
B/E move
29.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.15
IV
96.8%
B/E move
26.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.64
IV
87.3%
B/E move
23.4%

45Δ

Calls
Pseudo strike
42.67
IV
25.7%
B/E move
4.8%
Puts
Pseudo strike
35.13
IV
77.8%
B/E move
20.1%

50Δ

Calls
Pseudo strike
42.29
IV
24.7%
B/E move
4.3%
Puts
Pseudo strike
36.62
IV
68.3%
B/E move
16.8%

55Δ

Calls
Pseudo strike
41.92
IV
23.6%
B/E move
3.9%
Puts
Pseudo strike
38.11
IV
58.9%
B/E move
13.5%

60Δ

Calls
Pseudo strike
41.54
IV
22.6%
B/E move
3.4%
Puts
Pseudo strike
39.60
IV
49.4%
B/E move
10.3%

65Δ

Calls
Pseudo strike
41.16
IV
21.6%
B/E move
3.0%
Puts
Pseudo strike
41.09
IV
39.9%
B/E move
7.0%

70Δ

Calls
Pseudo strike
40.78
IV
20.5%
B/E move
2.6%
Puts
Pseudo strike
42.58
IV
30.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
40.41
IV
19.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.03
IV
18.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.14%
Daily EOD
COWS22.0%23.2%24.3%2026-10-19: 22.93%2026-10-20: 22.18%2026-10-21: 22.45%2026-10-22: 22.54%2026-10-23: 22.90%2026-10-26: 23.93%2026-10-27: 23.77%2026-10-28: 23.92%2026-10-29: 23.53%2026-10-30: 24.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.93%
22.18%
22.45%
22.54%
22.90%
23.93%
23.77%
23.92%
23.53%
24.14%