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Amplify ETF Trust Amplify Cash Flow Dividend Leaders ETF COWS

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Market dataready · fetched 2026-10-23T06:51:44.626Z

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 · 2026-10-22T20:00:00.453043077Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:49:56.291137+00:00

Share price$39.93
1D+1.3%
AH$39.26$39.43$39.59$39.76$39.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOWS
Sold putSold callAH

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$0.71$1.33$1.96$2.59$3.21$33.54$36.88$40.22$43.56$46.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COWS spot · $39.93COWS PRICE$0.78$0.78$0.78$0.82$0.87$0.94$1.02$1.09$1.16$1.23$1.30$1.44$1.79$0.78$0.85$0.90$0.96$1.03$1.11$1.19$1.28$1.37$1.47$1.85$2.23$3.03
PutsCheap0.68×
CallsCheap0.57×
SkewBearish+1.93 pp
Implied moveBearish±$2.21
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8767.9%21.8%35.3858.3%13.4%
25Δ44.4849.9%13.3%36.9547.6%9.6%
30Δ42.7139.1%8.9%38.0240.0%7.0%
35Δ41.7333.0%6.6%38.7534.7%5.3%
40Δ41.0328.7%4.9%39.3031.0%4.1%
45Δ40.6026.3%4.1%39.7628.1%3.2%
50Δ40.1923.9%3.2%40.1425.7%2.5%
55Δ39.8821.9%2.6%40.4323.8%1.9%
60Δ39.6420.3%2.2%40.7222.0%1.4%
65Δ39.4118.6%1.8%41.0220.3%0.9%
70Δ39.1817.0%1.4%41.4721.7%0.8%
75Δ38.8915.7%1.0%41.9123.0%0.6%
80Δ38.4515.5%0.8%42.7726.8%0.5%

20Δ

Calls
Pseudo strike
47.87
IV
67.9%
B/E move
21.8%
Puts
Pseudo strike
35.38
IV
58.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
44.48
IV
49.9%
B/E move
13.3%
Puts
Pseudo strike
36.95
IV
47.6%
B/E move
9.6%

30Δ

Calls
Pseudo strike
42.71
IV
39.1%
B/E move
8.9%
Puts
Pseudo strike
38.02
IV
40.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
41.73
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
38.75
IV
34.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
41.03
IV
28.7%
B/E move
4.9%
Puts
Pseudo strike
39.30
IV
31.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
40.60
IV
26.3%
B/E move
4.1%
Puts
Pseudo strike
39.76
IV
28.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
40.19
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
40.14
IV
25.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
39.88
IV
21.9%
B/E move
2.6%
Puts
Pseudo strike
40.43
IV
23.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
39.64
IV
20.3%
B/E move
2.2%
Puts
Pseudo strike
40.72
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.41
IV
18.6%
B/E move
1.8%
Puts
Pseudo strike
41.02
IV
20.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
39.18
IV
17.0%
B/E move
1.4%
Puts
Pseudo strike
41.47
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.89
IV
15.7%
B/E move
1.0%
Puts
Pseudo strike
41.91
IV
23.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.45
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
42.77
IV
26.8%
B/E move
0.5%

Options history

COWS22.1622.3122.472026-10-20: 22.18%2026-10-21: 22.45%Oct 20Oct 21
Table
DateIV
22.18%
22.45%