IntraAlpha
Create free account Start free

Amplify Online Retail ETF IBUY

i

Market dataready · fetched 2026-11-11T14:57:52.095Z

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 · 2026-11-11T14:46:48.470861985Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:51.695578+00:00

Share price$71.79
1D+0.1%
$71.68$71.72$71.76$71.79$71.835:30 AM6:30 AM9:00 AM1:00 PMIBUY
Sold putSold call

Amplify Online Retail ETF options

Live interpolated IBUY call and put midpoint premiums by absolute delta.Amplify Online Retail ETF$3.48$3.66$3.83$4.00$4.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIBUY PRICE$3.50$3.81$4.12
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ74.4641.0%1.2%
75Δ74.9838.5%0.9%
80Δ75.4936.1%0.6%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.46
IV
41.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.98
IV
38.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.49
IV
36.1%
B/E move
0.6%

Options history

IV · four-Friday blend30.22%
Daily close
IBUY23.6%45.6%67.6%2026-08-13: 30.75%2026-08-14: 34.15%2026-08-17: 37.88%2026-08-18: 40.65%2026-08-19: 38.16%2026-08-20: 57.51%2026-08-21: 29.01%2026-08-24: 28.93%2026-08-25: 28.48%2026-08-26: 27.79%2026-08-27: 29.76%2026-08-28: 29.57%2026-08-31: 29.90%2026-09-01: 29.85%2026-09-02: 30.09%2026-09-03: 29.73%2026-09-04: 31.19%2026-09-08: 33.34%2026-09-09: 35.57%2026-09-10: 37.85%2026-09-11: 38.31%2026-09-14: 43.35%2026-09-15: 45.43%2026-09-16: 51.08%2026-09-17: 64.52%2026-09-18: 30.96%2026-09-21: 29.65%2026-09-22: 32.02%2026-09-23: 33.66%2026-09-24: 31.87%2026-09-25: 32.14%2026-09-28: 32.25%2026-09-29: 34.85%2026-09-30: 33.75%2026-10-01: 33.93%2026-10-02: 32.29%2026-10-05: 33.90%2026-10-06: 34.26%2026-10-07: 36.27%2026-10-08: 35.36%2026-10-09: 38.48%2026-10-12: 40.30%2026-10-13: 45.55%2026-10-14: 46.82%2026-10-15: 58.21%2026-10-16: 26.59%2026-10-19: 27.24%2026-10-20: 27.70%2026-10-21: 29.33%2026-10-22: 28.97%2026-10-23: 29.14%2026-10-26: 28.04%2026-10-27: 30.01%2026-10-28: 30.29%2026-10-29: 30.45%2026-10-30: 30.22%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.75%
34.15%
37.88%
40.65%
38.16%
57.51%
29.01%
28.93%
28.48%
27.79%
29.76%
29.57%
29.90%
29.85%
30.09%
29.73%
31.19%
33.34%
35.57%
37.85%
38.31%
43.35%
45.43%
51.08%
64.52%
30.96%
29.65%
32.02%
33.66%
31.87%
32.14%
32.25%
34.85%
33.75%
33.93%
32.29%
33.90%
34.26%
36.27%
35.36%
38.48%
40.30%
45.55%
46.82%
58.21%
26.59%
27.24%
27.70%
29.33%
28.97%
29.14%
28.04%
30.01%
30.29%
30.45%
30.22%