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Amplify BlueStar Israel Technology ETF ITEQ

i

Market dataready · fetched 2026-11-11T15:53:49.811Z

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 · 2026-11-11T14:30:00.3146761Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:49.003333+00:00

Share price$56.92
1D+0.0%
$56.89$56.91$56.92$56.93$56.955:30 AM6:30 AM9:00 AM1:00 PMITEQ
Sold putSold call

Amplify BlueStar Israel Technology ETF options

Live interpolated ITEQ call and put midpoint premiums by absolute delta.Amplify BlueStar Israel Technology ETF$0.77$1.99$3.22$4.45$5.68$50.57$53.50$56.43$59.36$62.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITEQ spot · $56.92ITEQ PRICE$0.90$0.90$0.93$0.99$1.08$1.17$1.26$1.35$1.44$1.53$1.69$1.88$2.07$0.90$0.93$1.19$1.60$2.02$2.43$2.84$3.26$3.67$4.08$4.50$4.91$5.32
PutsExpensive1.30×
CallsCheap0.93×
SkewBearish+14.32 pp
Implied moveBearish±$4.10
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.5395.7%16.7%51.3983.8%11.3%
25Δ61.8670.6%10.3%53.3765.9%7.9%
30Δ59.9756.4%7.0%54.4159.6%6.5%
35Δ58.8948.5%5.2%55.1258.6%6.0%
40Δ58.1543.7%4.1%55.8357.6%5.5%
45Δ57.6940.3%3.4%56.5456.6%4.9%
50Δ57.2937.3%2.9%57.2555.6%4.4%
55Δ56.9034.3%2.3%57.9654.5%3.9%
60Δ56.5031.3%1.8%58.6653.5%3.4%
65Δ56.1128.2%1.3%59.3752.5%2.9%
70Δ55.7826.7%1.0%60.0851.5%2.3%
75Δ55.4725.7%0.8%60.7950.5%1.8%
80Δ55.1724.7%0.6%61.5049.5%1.3%

20Δ

Calls
Pseudo strike
65.53
IV
95.7%
B/E move
16.7%
Puts
Pseudo strike
51.39
IV
83.8%
B/E move
11.3%

25Δ

Calls
Pseudo strike
61.86
IV
70.6%
B/E move
10.3%
Puts
Pseudo strike
53.37
IV
65.9%
B/E move
7.9%

30Δ

Calls
Pseudo strike
59.97
IV
56.4%
B/E move
7.0%
Puts
Pseudo strike
54.41
IV
59.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
58.89
IV
48.5%
B/E move
5.2%
Puts
Pseudo strike
55.12
IV
58.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
58.15
IV
43.7%
B/E move
4.1%
Puts
Pseudo strike
55.83
IV
57.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
57.69
IV
40.3%
B/E move
3.4%
Puts
Pseudo strike
56.54
IV
56.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
57.29
IV
37.3%
B/E move
2.9%
Puts
Pseudo strike
57.25
IV
55.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
56.90
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
57.96
IV
54.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
56.50
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
58.66
IV
53.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
56.11
IV
28.2%
B/E move
1.3%
Puts
Pseudo strike
59.37
IV
52.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
55.78
IV
26.7%
B/E move
1.0%
Puts
Pseudo strike
60.08
IV
51.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
55.47
IV
25.7%
B/E move
0.8%
Puts
Pseudo strike
60.79
IV
50.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
55.17
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
61.50
IV
49.5%
B/E move
1.3%

Options history

IV · four-Friday blend25.45%
Daily close
ITEQ21.3%31.7%42.1%2026-08-13: 25.14%2026-08-14: 26.31%2026-08-17: 28.13%2026-08-18: 29.88%2026-08-19: 32.72%2026-08-20: 38.14%2026-08-21: 22.97%2026-08-24: 25.10%2026-08-25: 24.76%2026-08-26: 24.42%2026-08-27: 23.62%2026-08-28: 24.90%2026-08-31: 25.28%2026-09-01: 24.61%2026-09-02: 25.57%2026-09-03: 25.17%2026-09-04: 25.66%2026-09-08: 26.81%2026-09-09: 27.28%2026-09-10: 27.83%2026-09-11: 28.27%2026-09-14: 28.82%2026-09-15: 33.34%2026-09-16: 34.84%2026-09-17: 40.65%2026-09-18: 22.72%2026-09-21: 22.90%2026-09-22: 23.45%2026-09-23: 22.94%2026-09-24: 22.81%2026-09-25: 23.81%2026-09-28: 23.77%2026-09-29: 24.28%2026-09-30: 24.22%2026-10-01: 23.98%2026-10-02: 24.02%2026-10-05: 25.10%2026-10-06: 24.66%2026-10-07: 25.62%2026-10-08: 25.62%2026-10-09: 26.26%2026-10-12: 28.28%2026-10-13: 30.63%2026-10-14: 33.79%2026-10-15: 38.55%2026-10-16: 23.43%2026-10-19: 24.36%2026-10-20: 24.34%2026-10-21: 24.13%2026-10-22: 24.43%2026-10-23: 25.58%2026-10-26: 25.00%2026-10-27: 24.73%2026-10-28: 25.16%2026-10-29: 24.80%2026-10-30: 25.45%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.14%
26.31%
28.13%
29.88%
32.72%
38.14%
22.97%
25.10%
24.76%
24.42%
23.62%
24.90%
25.28%
24.61%
25.57%
25.17%
25.66%
26.81%
27.28%
27.83%
28.27%
28.82%
33.34%
34.84%
40.65%
22.72%
22.90%
23.45%
22.94%
22.81%
23.81%
23.77%
24.28%
24.22%
23.98%
24.02%
25.10%
24.66%
25.62%
25.62%
26.26%
28.28%
30.63%
33.79%
38.55%
23.43%
24.36%
24.34%
24.13%
24.43%
25.58%
25.00%
24.73%
25.16%
24.80%
25.45%