IntraAlpha
Create free account Start free

Amplify Digital Payments ETF IPAY

i

Market datapartial · fetched 2026-10-22T20:28:14.465Z

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 · 2026-10-22T20:10:00.003331524Z

FundamentalsAlpha Vantage · unavailable

Share price$50.45
1D+1.5%
AH$49.65$49.88$50.11$50.34$50.575:30 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$2.26$3.98$5.71$7.44$44.23$47.09$49.96$52.82$55.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IPAY spot · $50.45IPAY PRICE$0.72$0.80$0.89$0.97$1.01$1.02$1.28$1.61$1.94$2.27$2.55$2.76$2.97$0.87$0.99$1.19$1.25$1.38$1.57$1.85$2.06$2.23$2.76$3.65$4.71$6.94
PutsExpensive1.41×
CallsExpensive1.08×
SkewBearish+6.96 pp
Implied moveBearish±$3.13
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3048.2%15.0%45.2951.3%12.0%
25Δ55.0740.1%10.7%46.9244.0%9.0%
30Δ53.5834.7%8.0%47.9441.2%7.3%
35Δ52.5730.6%6.1%48.9635.3%5.4%
40Δ51.7626.1%4.6%49.6432.3%4.3%
45Δ51.1322.1%3.4%50.2530.8%3.5%
50Δ50.6722.9%3.0%50.8030.7%3.0%
55Δ50.2525.0%2.8%51.2929.5%2.4%
60Δ49.7926.4%2.5%51.7527.6%1.8%
65Δ49.2826.9%2.2%52.4529.1%1.5%
70Δ48.8226.4%1.8%53.4133.2%1.4%
75Δ48.4124.8%1.4%54.5936.8%1.1%
80Δ48.0123.1%1.0%56.8845.9%1.0%

20Δ

Calls
Pseudo strike
57.30
IV
48.2%
B/E move
15.0%
Puts
Pseudo strike
45.29
IV
51.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
55.07
IV
40.1%
B/E move
10.7%
Puts
Pseudo strike
46.92
IV
44.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
53.58
IV
34.7%
B/E move
8.0%
Puts
Pseudo strike
47.94
IV
41.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
52.57
IV
30.6%
B/E move
6.1%
Puts
Pseudo strike
48.96
IV
35.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
51.76
IV
26.1%
B/E move
4.6%
Puts
Pseudo strike
49.64
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
51.13
IV
22.1%
B/E move
3.4%
Puts
Pseudo strike
50.25
IV
30.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
50.67
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
50.80
IV
30.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
50.25
IV
25.0%
B/E move
2.8%
Puts
Pseudo strike
51.29
IV
29.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
49.79
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
51.75
IV
27.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
49.28
IV
26.9%
B/E move
2.2%
Puts
Pseudo strike
52.45
IV
29.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
48.82
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
53.41
IV
33.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
48.41
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
54.59
IV
36.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
48.01
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
56.88
IV
45.9%
B/E move
1.0%

Options history

No recorded observations