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Amplify Alternative Harvest ETF MJ

i

Market dataready · fetched 2026-11-11T13:56:39.960Z

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 · 2026-11-11T01:00:00.170140287Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:39.610471+00:00

Share price$22.78
1D-0.5%
AH$22.45$22.58$22.71$22.84$22.975:30 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$0.12$1.21$2.29$3.38$4.46$20.40$21.70$23.00$24.31$25.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MJ spot · $22.78MJ PRICE$0.79$1.00$1.19$1.34$1.39$1.45$1.51$1.61$1.84$2.06$2.47$0.24$1.63$1.78$1.92$2.10$2.30$2.50$4.15
Puts——
Calls——
Skew——
Implied moveBearish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ21.8241.6%5.3%
30Δ25.34113.4%14.7%
35Δ25.09126.0%14.5%
40Δ24.55128.2%13.0%
45Δ23.84122.0%10.5%
50Δ23.16107.9%7.8%23.09103.2%5.8%
55Δ22.7096.7%6.0%23.4896.8%4.8%
60Δ22.3086.4%4.5%23.8690.4%3.7%
65Δ21.9178.5%3.2%24.2285.3%2.9%
70Δ21.5477.3%2.6%24.5681.0%2.3%
75Δ21.1876.2%2.0%24.9176.7%1.6%
80Δ20.6679.0%1.5%26.6588.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.82
IV
41.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
25.34
IV
113.4%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
25.09
IV
126.0%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.55
IV
128.2%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.84
IV
122.0%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.16
IV
107.9%
B/E move
7.8%
Puts
Pseudo strike
23.09
IV
103.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
22.70
IV
96.7%
B/E move
6.0%
Puts
Pseudo strike
23.48
IV
96.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
22.30
IV
86.4%
B/E move
4.5%
Puts
Pseudo strike
23.86
IV
90.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
21.91
IV
78.5%
B/E move
3.2%
Puts
Pseudo strike
24.22
IV
85.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
21.54
IV
77.3%
B/E move
2.6%
Puts
Pseudo strike
24.56
IV
81.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
21.18
IV
76.2%
B/E move
2.0%
Puts
Pseudo strike
24.91
IV
76.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.66
IV
79.0%
B/E move
1.5%
Puts
Pseudo strike
26.65
IV
88.5%
B/E move
1.2%

Options history

IV · four-Friday blend43.01%
Daily EOD
MJ41.9%49.8%57.8%2026-10-19: 56.66%2026-10-20: 49.82%2026-10-21: 50.10%2026-10-22: 51.32%2026-10-23: 45.04%2026-10-26: 46.10%2026-10-27: 44.91%2026-10-28: 52.46%2026-10-29: 48.30%2026-10-30: 43.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.66%
49.82%
50.10%
51.32%
45.04%
46.10%
44.91%
52.46%
48.30%
43.01%