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Amplify Online Retail ETF IBUY

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Market datapartial · fetched 2026-10-22T20:50:21.058Z

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 · 2026-10-22T20:10:00.003725507Z

FundamentalsAlpha Vantage · unavailable

Share price$71.41
1D+0.1%
AH$71.14$71.25$71.36$71.47$71.585:30 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$1.85$2.94$4.02$5.10$6.19$61.11$65.73$70.36$74.99$79.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBUY spot · $71.41IBUY PRICE$1.97$2.16$2.40$2.50$2.87$3.08$3.26$3.46$3.85$4.36$2.00$2.17$2.32$2.45$2.45$2.55$3.23$3.44$3.79$4.36$4.84$5.12$5.87
PutsExpensive2.67×
CallsExpensive1.51×
SkewBearish+10.45 pp
Implied moveBearish±$5.73
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.8479.7%17.6%
25Δ64.3465.6%12.9%
30Δ66.8155.7%9.7%
35Δ75.8144.4%8.9%68.6348.0%7.3%
40Δ74.2440.2%7.0%70.0840.0%5.3%
45Δ73.0237.3%5.6%71.1335.1%4.0%
50Δ71.9433.0%4.2%72.0337.6%3.7%
55Δ71.1132.6%3.6%72.8434.4%2.8%
60Δ70.3930.1%2.9%73.6432.8%2.2%
65Δ69.7527.6%2.2%74.5332.5%1.7%
70Δ69.2025.4%1.7%75.3231.5%1.3%
75Δ68.5424.4%1.4%75.9228.9%0.8%
80Δ67.8223.9%1.1%76.9028.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.84
IV
79.7%
B/E move
17.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.34
IV
65.6%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.81
IV
55.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
75.81
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
68.63
IV
48.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
74.24
IV
40.2%
B/E move
7.0%
Puts
Pseudo strike
70.08
IV
40.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
73.02
IV
37.3%
B/E move
5.6%
Puts
Pseudo strike
71.13
IV
35.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
71.94
IV
33.0%
B/E move
4.2%
Puts
Pseudo strike
72.03
IV
37.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
71.11
IV
32.6%
B/E move
3.6%
Puts
Pseudo strike
72.84
IV
34.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
70.39
IV
30.1%
B/E move
2.9%
Puts
Pseudo strike
73.64
IV
32.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
69.75
IV
27.6%
B/E move
2.2%
Puts
Pseudo strike
74.53
IV
32.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
69.20
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
75.32
IV
31.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
68.54
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
75.92
IV
28.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
67.82
IV
23.9%
B/E move
1.1%
Puts
Pseudo strike
76.90
IV
28.5%
B/E move
0.5%

Options history

No recorded observations