IntraAlpha
Create free account Start free

Amplify Alternative Harvest ETF MJ

i

Market dataready · fetched 2026-10-22T12:31:02.302Z

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 · 2026-10-22T00:00:00.100280882Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:30:59.315059+00:00

Share price$22.64
1D+0.6%
AH$22.28$22.46$22.64$22.82$23.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMJ
Sold putSold callAH

Amplify Alternative Harvest ETF options

Live interpolated MJ call and put midpoint premiums by absolute delta.Amplify Alternative Harvest ETF$0.55$1.55$2.55$3.54$4.54$17.63$20.45$23.26$26.08$28.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MJ spot · $22.64MJ PRICE$0.75$1.08$1.03$0.66$0.81$0.99$1.22$1.69$2.16$2.17$2.16$2.15$2.27$0.70$1.01$0.79$1.12$1.80$2.18$2.20$2.22$2.45$2.69$3.22$4.25
PutsExpensive1.26×
CallsExpensive1.69×
SkewBullish-7.00 pp
Implied moveBearish±$3.40
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.11120.3%45.1%
25Δ31.68134.8%44.7%20.6062.9%12.1%
30Δ27.6899.6%26.8%20.6177.7%13.5%
35Δ24.1347.2%9.5%21.6250.7%8.0%
40Δ23.6646.3%8.0%22.2951.6%6.5%
45Δ23.3048.5%7.3%22.7469.4%7.5%
50Δ22.9351.8%6.7%23.1875.4%7.3%
55Δ22.4861.7%6.7%23.5766.6%5.6%
60Δ22.0271.5%6.8%23.9757.8%3.9%
65Δ21.6863.2%5.3%24.3954.9%3.1%
70Δ21.3554.2%3.9%24.8052.4%2.3%
75Δ21.0245.2%2.4%25.4753.6%1.7%
80Δ20.7740.5%1.8%26.5859.9%1.4%

20Δ

Calls
Pseudo strike
32.11
IV
120.3%
B/E move
45.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.68
IV
134.8%
B/E move
44.7%
Puts
Pseudo strike
20.60
IV
62.9%
B/E move
12.1%

30Δ

Calls
Pseudo strike
27.68
IV
99.6%
B/E move
26.8%
Puts
Pseudo strike
20.61
IV
77.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
24.13
IV
47.2%
B/E move
9.5%
Puts
Pseudo strike
21.62
IV
50.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
23.66
IV
46.3%
B/E move
8.0%
Puts
Pseudo strike
22.29
IV
51.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
23.30
IV
48.5%
B/E move
7.3%
Puts
Pseudo strike
22.74
IV
69.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
22.93
IV
51.8%
B/E move
6.7%
Puts
Pseudo strike
23.18
IV
75.4%
B/E move
7.3%

55Δ

Calls
Pseudo strike
22.48
IV
61.7%
B/E move
6.7%
Puts
Pseudo strike
23.57
IV
66.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
22.02
IV
71.5%
B/E move
6.8%
Puts
Pseudo strike
23.97
IV
57.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
21.68
IV
63.2%
B/E move
5.3%
Puts
Pseudo strike
24.39
IV
54.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
21.35
IV
54.2%
B/E move
3.9%
Puts
Pseudo strike
24.80
IV
52.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
21.02
IV
45.2%
B/E move
2.4%
Puts
Pseudo strike
25.47
IV
53.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
20.77
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
26.58
IV
59.9%
B/E move
1.4%

Options history

No recorded observations