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Amplify Digital Payments ETF IPAY

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Market dataready · fetched 2026-11-11T13:52:58.268Z

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 · 2026-11-11T01:00:00.109731395Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:57.854578+00:00

Share price$50.64
1D-0.4%
AH$50.25$50.40$50.56$50.71$50.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIPAY
Sold putSold callAH

Amplify Digital Payments ETF options

Live interpolated IPAY call and put midpoint premiums by absolute delta.Amplify Digital Payments ETF$0.53$1.17$1.81$2.45$3.09$46.62$48.52$50.42$52.32$54.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IPAY spot · $50.64IPAY PRICE$0.65$0.67$0.73$0.78$0.66$0.86$1.06$1.27$1.47$1.68$1.90$2.19$0.70$0.74$0.60$0.78$0.97$1.07$1.16$1.30$1.55$1.81$2.11$2.44$2.91
PutsExpensive1.52×
Calls——
Skew——
Implied moveBearish±$2.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.6176.4%13.1%46.2473.5%10.1%
25Δ54.2358.3%8.4%47.7958.7%7.1%
30Δ52.9949.1%6.1%49.2836.5%3.9%
35Δ52.2043.0%4.6%49.6338.4%3.5%
40Δ49.9840.3%3.2%
45Δ50.9824.6%2.0%50.3637.7%2.7%
50Δ50.7026.4%1.8%50.7434.9%2.1%
55Δ50.4128.2%1.6%51.1233.2%1.6%
60Δ50.1230.0%1.5%51.4934.0%1.4%
65Δ49.8130.5%1.3%51.8634.7%1.2%
70Δ49.4830.1%1.0%52.2835.1%0.9%
75Δ49.1629.7%0.8%52.7235.2%0.7%
80Δ48.7629.6%0.6%53.2936.2%0.5%

20Δ

Calls
Pseudo strike
56.61
IV
76.4%
B/E move
13.1%
Puts
Pseudo strike
46.24
IV
73.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
54.23
IV
58.3%
B/E move
8.4%
Puts
Pseudo strike
47.79
IV
58.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
52.99
IV
49.1%
B/E move
6.1%
Puts
Pseudo strike
49.28
IV
36.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
52.20
IV
43.0%
B/E move
4.6%
Puts
Pseudo strike
49.63
IV
38.4%
B/E move
3.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.98
IV
40.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.98
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
50.36
IV
37.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
50.70
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
50.74
IV
34.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
50.41
IV
28.2%
B/E move
1.6%
Puts
Pseudo strike
51.12
IV
33.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
50.12
IV
30.0%
B/E move
1.5%
Puts
Pseudo strike
51.49
IV
34.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
49.81
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
51.86
IV
34.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
49.48
IV
30.1%
B/E move
1.0%
Puts
Pseudo strike
52.28
IV
35.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
49.16
IV
29.7%
B/E move
0.8%
Puts
Pseudo strike
52.72
IV
35.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.76
IV
29.6%
B/E move
0.6%
Puts
Pseudo strike
53.29
IV
36.2%
B/E move
0.5%

Options history

IV · four-Friday blend27.40%
Daily close
IPAY17.6%56.2%94.7%2026-08-13: 25.16%2026-08-14: 23.89%2026-08-17: 28.18%2026-08-18: 31.71%2026-08-19: 32.05%2026-08-20: 35.76%2026-08-21: 23.36%2026-08-24: 24.50%2026-08-25: 23.13%2026-08-26: 24.09%2026-08-27: 23.36%2026-08-28: 23.74%2026-08-31: 24.07%2026-09-01: 24.96%2026-09-02: 23.88%2026-09-03: 22.92%2026-09-04: 23.05%2026-09-08: 26.83%2026-09-09: 26.76%2026-09-10: 28.88%2026-09-11: 27.58%2026-09-14: 29.75%2026-09-15: 31.70%2026-09-16: 33.13%2026-09-17: 89.41%2026-09-18: 26.60%2026-09-21: 26.04%2026-09-22: 25.70%2026-09-23: 26.66%2026-09-24: 27.65%2026-09-25: 25.36%2026-09-28: 27.70%2026-09-29: 28.04%2026-09-30: 27.14%2026-10-01: 28.52%2026-10-02: 27.99%2026-10-05: 28.30%2026-10-06: 28.89%2026-10-07: 30.56%2026-10-08: 28.64%2026-10-09: 28.07%2026-10-12: 31.31%2026-10-13: 33.10%2026-10-14: 35.51%2026-10-15: 40.51%2026-10-16: 26.35%2026-10-19: 26.45%2026-10-20: 27.10%2026-10-21: 26.82%2026-10-22: 26.25%2026-10-23: 27.98%2026-10-26: 27.89%2026-10-27: 26.87%2026-10-28: 26.31%2026-10-29: 26.20%2026-10-30: 27.40%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.16%
23.89%
28.18%
31.71%
32.05%
35.76%
23.36%
24.50%
23.13%
24.09%
23.36%
23.74%
24.07%
24.96%
23.88%
22.92%
23.05%
26.83%
26.76%
28.88%
27.58%
29.75%
31.70%
33.13%
89.41%
26.60%
26.04%
25.70%
26.66%
27.65%
25.36%
27.70%
28.04%
27.14%
28.52%
27.99%
28.30%
28.89%
30.56%
28.64%
28.07%
31.31%
33.10%
35.51%
40.51%
26.35%
26.45%
27.10%
26.82%
26.25%
27.98%
27.89%
26.87%
26.31%
26.20%
27.40%