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Amplify Online Retail ETF IBUY

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Market datapartial · fetched 2026-10-22T13:25:28.821Z

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 · 2026-10-22T00:00:00.153286755Z

FundamentalsAlpha Vantage · unavailable

Share price$70.53
1D-0.4%
AH$70.48$70.65$70.83$71.00$71.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBUY
Sold putSold callAH

Amplify Online Retail ETF options

Live interpolated IBUY call and put midpoint premiums by absolute delta.Amplify Online Retail ETF$1.88$2.99$4.11$5.22$6.33$60.72$65.62$70.52$75.42$80.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBUY spot · $70.53IBUY PRICE$2.14$2.41$2.69$2.98$3.22$3.54$4.09$4.77$5.87$6.01$2.00$2.13$2.22$2.43$2.45$2.46$2.47$3.17$3.43$3.64$3.88$4.24$4.76
PutsExpensive2.25×
CallsExpensive1.96×
SkewNeutral+0.11 pp
Implied moveBullish±$5.46
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.0080.1%17.8%
25Δ63.5865.0%12.9%
30Δ66.1153.7%9.4%
35Δ75.4149.0%9.9%67.7947.8%7.3%
40Δ73.7745.6%8.0%69.2040.3%5.4%
45Δ72.3742.6%6.4%70.2234.3%3.9%
50Δ71.2240.3%5.2%71.0029.6%2.8%
55Δ70.2237.3%4.1%71.8732.2%2.6%
60Δ69.3435.3%3.3%72.5330.3%2.0%
65Δ68.4135.4%2.8%73.1327.8%1.5%
70Δ67.4136.1%2.3%73.6825.8%1.0%
75Δ66.0839.0%2.0%74.3024.4%0.7%
80Δ65.6034.6%1.5%75.0123.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.00
IV
80.1%
B/E move
17.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.58
IV
65.0%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.11
IV
53.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
75.41
IV
49.0%
B/E move
9.9%
Puts
Pseudo strike
67.79
IV
47.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
73.77
IV
45.6%
B/E move
8.0%
Puts
Pseudo strike
69.20
IV
40.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
72.37
IV
42.6%
B/E move
6.4%
Puts
Pseudo strike
70.22
IV
34.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
71.22
IV
40.3%
B/E move
5.2%
Puts
Pseudo strike
71.00
IV
29.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
70.22
IV
37.3%
B/E move
4.1%
Puts
Pseudo strike
71.87
IV
32.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
69.34
IV
35.3%
B/E move
3.3%
Puts
Pseudo strike
72.53
IV
30.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
68.41
IV
35.4%
B/E move
2.8%
Puts
Pseudo strike
73.13
IV
27.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
67.41
IV
36.1%
B/E move
2.3%
Puts
Pseudo strike
73.68
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
66.08
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
74.30
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
65.60
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
75.01
IV
23.7%
B/E move
0.4%

Options history

No recorded observations