IntraAlpha
Create free account Start free

Amplify BlueStar Israel Technology ETF ITEQ

i

Market dataready · fetched 2026-10-22T21:18:56.022Z

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 · 2026-10-22T20:10:00.003659297Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:18:55.485116+00:00

Share price$59.44
1D-0.6%
AH$59.18$59.39$59.60$59.81$60.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITEQ
Sold putSold callAH

Amplify BlueStar Israel Technology ETF options

Live interpolated ITEQ call and put midpoint premiums by absolute delta.Amplify BlueStar Israel Technology ETF$0.92$1.85$2.78$3.71$4.64$53.49$56.64$59.79$62.94$66.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITEQ spot · $59.44ITEQ PRICE$1.02$1.06$1.14$1.27$1.40$1.57$1.74$1.90$2.15$2.47$3.00$3.66$4.37$1.06$1.13$1.23$1.31$1.46$1.58$1.66$1.82$2.05$2.29$2.54$2.80$3.24
PutsExpensive1.11×
CallsExpensive1.59×
SkewBullish-4.21 pp
Implied moveBullish±$3.41
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.6259.3%18.9%53.2352.6%12.2%
25Δ65.5645.3%12.1%55.3942.6%8.7%
30Δ63.4637.9%8.7%56.7936.7%6.5%
35Δ62.2034.1%6.8%57.8531.8%4.9%
40Δ61.2330.8%5.4%58.5929.2%3.9%
45Δ60.4928.9%4.4%59.2226.8%3.0%
50Δ59.8427.4%3.6%59.7524.0%2.3%
55Δ59.2725.6%2.9%60.2322.4%1.7%
60Δ58.7224.8%2.4%60.6721.7%1.4%
65Δ58.1724.9%2.0%61.1121.0%1.0%
70Δ57.4926.2%1.8%61.5320.2%0.8%
75Δ56.6828.1%1.5%61.9619.4%0.5%
80Δ55.8129.2%1.3%62.5219.2%0.3%

20Δ

Calls
Pseudo strike
69.62
IV
59.3%
B/E move
18.9%
Puts
Pseudo strike
53.23
IV
52.6%
B/E move
12.2%

25Δ

Calls
Pseudo strike
65.56
IV
45.3%
B/E move
12.1%
Puts
Pseudo strike
55.39
IV
42.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
63.46
IV
37.9%
B/E move
8.7%
Puts
Pseudo strike
56.79
IV
36.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
62.20
IV
34.1%
B/E move
6.8%
Puts
Pseudo strike
57.85
IV
31.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
61.23
IV
30.8%
B/E move
5.4%
Puts
Pseudo strike
58.59
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
60.49
IV
28.9%
B/E move
4.4%
Puts
Pseudo strike
59.22
IV
26.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
59.84
IV
27.4%
B/E move
3.6%
Puts
Pseudo strike
59.75
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
59.27
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
60.23
IV
22.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
58.72
IV
24.8%
B/E move
2.4%
Puts
Pseudo strike
60.67
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
58.17
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
61.11
IV
21.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
57.49
IV
26.2%
B/E move
1.8%
Puts
Pseudo strike
61.53
IV
20.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
56.68
IV
28.1%
B/E move
1.5%
Puts
Pseudo strike
61.96
IV
19.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.81
IV
29.2%
B/E move
1.3%
Puts
Pseudo strike
62.52
IV
19.2%
B/E move
0.3%

Options history

No recorded observations