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Amplify Online Retail ETF IBUY

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Market datapartial · fetched 2026-10-22T18:48:04.067Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:29:47.764269606Z

FundamentalsAlpha Vantage · unavailable

Share price$71.18
1D-0.2%
$71.14$71.25$71.36$71.47$71.585:30 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$2.20$2.54$2.88$3.22$3.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIBUY PRICE$2.23$2.41$2.71$3.09$2.63$2.91$3.19$3.46
PutsExpensive2.45×
CallsExpensive1.65×
SkewBearish+17.57 pp
Implied move——
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ62.4258.2%16.0%
30Δ64.6052.6%13.3%
35Δ76.6336.5%10.8%66.7747.0%10.7%
40Δ74.7132.5%8.3%68.9441.4%8.0%
45Δ73.2730.4%6.7%
50Δ72.1229.5%5.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
62.42
IV
58.2%
B/E move
16.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.60
IV
52.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
76.63
IV
36.5%
B/E move
10.8%
Puts
Pseudo strike
66.77
IV
47.0%
B/E move
10.7%

40Δ

Calls
Pseudo strike
74.71
IV
32.5%
B/E move
8.3%
Puts
Pseudo strike
68.94
IV
41.4%
B/E move
8.0%

45Δ

Calls
Pseudo strike
73.27
IV
30.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
72.12
IV
29.5%
B/E move
5.7%
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
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations