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Amplify Cybersecurity ETF HACK

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Market dataready · fetched 2026-11-12T01:20:22.884Z

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: 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 · 2026-11-12T01:00:00.114646883Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:20:22.483718+00:00

Share price$117.51
1D-0.7%
AH$117.23$117.80$118.38$118.96$119.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHACK
Sold putSold callAH

Amplify Cybersecurity ETF options

Live interpolated HACK call and put midpoint premiums by absolute delta.Amplify Cybersecurity ETF$0.73$3.02$5.32$7.61$9.91$103.99$110.65$117.32$123.99$130.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HACK spot · $117.51HACK PRICE$1.13$1.38$1.67$2.13$3.10$3.69$3.89$4.90$5.26$5.73$7.63$9.25$0.98$1.34$1.81$2.26$2.67$3.23$3.72$4.18$4.71$5.24$5.99
Puts——
Calls——
Skew——
Implied moveBullish±$6.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.3957.2%9.4%111.0145.8%6.4%
25Δ124.4450.7%7.1%112.3046.4%5.6%
30Δ122.8949.5%6.0%113.2549.6%5.2%
35Δ121.6250.6%5.3%114.5449.2%4.4%
40Δ
45Δ119.2151.8%4.1%116.9141.0%2.8%
50Δ118.0352.7%3.6%117.8842.0%2.4%
55Δ116.8447.4%2.7%118.8441.5%2.0%
60Δ115.6052.1%2.5%119.7540.2%1.6%
65Δ114.5948.6%2.0%120.6839.2%1.3%
70Δ113.5645.7%1.5%121.5737.9%1.0%
75Δ111.5253.5%1.4%122.6237.5%0.8%
80Δ109.5756.1%1.1%

20Δ

Calls
Pseudo strike
127.39
IV
57.2%
B/E move
9.4%
Puts
Pseudo strike
111.01
IV
45.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
124.44
IV
50.7%
B/E move
7.1%
Puts
Pseudo strike
112.30
IV
46.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
122.89
IV
49.5%
B/E move
6.0%
Puts
Pseudo strike
113.25
IV
49.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
121.62
IV
50.6%
B/E move
5.3%
Puts
Pseudo strike
114.54
IV
49.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
119.21
IV
51.8%
B/E move
4.1%
Puts
Pseudo strike
116.91
IV
41.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
118.03
IV
52.7%
B/E move
3.6%
Puts
Pseudo strike
117.88
IV
42.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
116.84
IV
47.4%
B/E move
2.7%
Puts
Pseudo strike
118.84
IV
41.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
115.60
IV
52.1%
B/E move
2.5%
Puts
Pseudo strike
119.75
IV
40.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
114.59
IV
48.6%
B/E move
2.0%
Puts
Pseudo strike
120.68
IV
39.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
113.56
IV
45.7%
B/E move
1.5%
Puts
Pseudo strike
121.57
IV
37.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
111.52
IV
53.5%
B/E move
1.4%
Puts
Pseudo strike
122.62
IV
37.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
109.57
IV
56.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.15%
Daily close
HACK29.4%33.8%38.2%2026-08-13: 31.71%2026-08-14: 32.54%2026-08-17: 33.24%2026-08-18: 32.88%2026-08-20: 35.59%2026-08-21: 30.24%2026-08-24: 29.97%2026-08-25: 31.10%2026-08-26: 31.62%2026-08-27: 31.65%2026-08-28: 31.35%2026-08-31: 31.95%2026-09-01: 31.82%2026-09-02: 32.02%2026-09-03: 31.02%2026-09-04: 30.45%2026-09-08: 33.77%2026-09-09: 32.09%2026-09-11: 32.07%2026-09-14: 33.48%2026-09-15: 32.85%2026-09-16: 33.97%2026-09-18: 32.03%2026-09-21: 32.05%2026-09-22: 31.98%2026-09-23: 32.14%2026-09-24: 33.24%2026-09-25: 33.12%2026-09-28: 34.40%2026-09-29: 34.47%2026-09-30: 34.59%2026-10-01: 34.43%2026-10-02: 32.41%2026-10-05: 33.06%2026-10-06: 32.67%2026-10-07: 32.41%2026-10-08: 31.67%2026-10-09: 31.57%2026-10-12: 31.74%2026-10-13: 35.38%2026-10-14: 36.66%2026-10-15: 37.56%2026-10-16: 32.41%2026-10-19: 33.60%2026-10-20: 33.40%2026-10-21: 32.52%2026-10-22: 32.78%2026-10-23: 33.58%2026-10-26: 34.10%2026-10-27: 33.01%2026-10-28: 33.23%2026-10-29: 34.25%2026-10-30: 37.15%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.71%
32.54%
33.24%
32.88%
35.59%
30.24%
29.97%
31.10%
31.62%
31.65%
31.35%
31.95%
31.82%
32.02%
31.02%
30.45%
33.77%
32.09%
32.07%
33.48%
32.85%
33.97%
32.03%
32.05%
31.98%
32.14%
33.24%
33.12%
34.40%
34.47%
34.59%
34.43%
32.41%
33.06%
32.67%
32.41%
31.67%
31.57%
31.74%
35.38%
36.66%
37.56%
32.41%
33.60%
33.40%
32.52%
32.78%
33.58%
34.10%
33.01%
33.23%
34.25%
37.15%