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Amplify Cybersecurity ETF HACK

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Market dataready · fetched 2026-10-22T23:43:24.199Z

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 · 2026-10-22T22:30:00.003658354Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:43:22.575768+00:00

Share price$122.72
1D-0.0%
AH$121.53$122.26$122.99$123.72$124.455:30 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$0.81$3.99$7.17$10.35$13.53$105.39$114.03$122.67$131.30$139.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HACK spot · $122.72HACK PRICE$1.16$1.53$1.96$2.39$2.97$3.36$4.17$4.86$5.68$6.50$7.37$8.68$10.23$1.62$1.76$2.27$2.82$3.42$3.97$4.64$5.33$6.24$7.32$8.44$9.69$12.61
PutsCheap0.81×
CallsCheap0.79×
SkewBearish+1.21 pp
Implied moveBearish±$8.80
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.0230.6%9.3%112.7139.8%9.5%
25Δ131.0931.0%8.1%116.2532.3%6.7%
30Δ129.3631.0%7.0%117.7832.8%5.9%
35Δ127.7530.7%6.1%119.3032.8%5.1%
40Δ126.4231.6%5.4%120.7632.9%4.4%
45Δ124.8630.1%4.5%122.2132.0%3.6%
50Δ123.5931.8%4.1%123.5931.7%3.1%
55Δ122.2232.0%3.6%124.9631.2%2.5%
60Δ120.7932.4%3.1%126.4031.5%2.1%
65Δ119.3632.3%2.6%127.9631.9%1.7%
70Δ117.9231.8%2.1%129.5631.8%1.3%
75Δ116.1732.7%1.7%131.2631.5%0.9%
80Δ114.2033.5%1.4%134.4734.9%0.7%

20Δ

Calls
Pseudo strike
133.02
IV
30.6%
B/E move
9.3%
Puts
Pseudo strike
112.71
IV
39.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
131.09
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
116.25
IV
32.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
129.36
IV
31.0%
B/E move
7.0%
Puts
Pseudo strike
117.78
IV
32.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
127.75
IV
30.7%
B/E move
6.1%
Puts
Pseudo strike
119.30
IV
32.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
126.42
IV
31.6%
B/E move
5.4%
Puts
Pseudo strike
120.76
IV
32.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
124.86
IV
30.1%
B/E move
4.5%
Puts
Pseudo strike
122.21
IV
32.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
123.59
IV
31.8%
B/E move
4.1%
Puts
Pseudo strike
123.59
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
122.22
IV
32.0%
B/E move
3.6%
Puts
Pseudo strike
124.96
IV
31.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
120.79
IV
32.4%
B/E move
3.1%
Puts
Pseudo strike
126.40
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
119.36
IV
32.3%
B/E move
2.6%
Puts
Pseudo strike
127.96
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
117.92
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
129.56
IV
31.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
116.17
IV
32.7%
B/E move
1.7%
Puts
Pseudo strike
131.26
IV
31.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
114.20
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
134.47
IV
34.9%
B/E move
0.7%

Options history

No recorded observations