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Amplify Junior Silver Miners ETF SILJ

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Market dataready · fetched 2026-11-10T22:18:27.826Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:14.523476093Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:18:27.411874+00:00

Share price$24.76
1D-0.8%
AH$24.40$24.64$24.88$25.12$25.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSILJ
Sold putSold callAH

Amplify Junior Silver Miners ETF options

Live interpolated SILJ call and put midpoint premiums by absolute delta.Amplify Junior Silver Miners ETF$0.11$0.48$0.84$1.21$1.58$23.13$24.05$24.98$25.90$26.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SILJ spot · $24.76SILJ PRICE$0.15$0.21$0.28$0.33$0.37$0.43$0.53$0.63$0.76$0.98$1.16$1.24$1.33$0.16$0.21$0.26$0.32$0.37$0.43$0.50$0.56$0.67$0.82$0.96$1.24$1.47
PutsExpensive1.06×
CallsExpensive1.47×
SkewBullish-7.18 pp
Implied moveBullish±$1.02
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9559.2%5.4%23.6859.9%5.0%
25Δ25.7762.4%5.0%23.9159.4%4.3%
30Δ25.6065.6%4.5%24.1158.5%3.7%
35Δ25.4065.3%3.9%24.2957.5%3.2%
40Δ25.1760.6%3.2%24.4856.5%2.6%
45Δ24.9657.4%2.5%24.6355.0%2.3%
50Δ24.7959.2%2.3%24.7953.4%1.9%
55Δ24.6361.1%2.0%24.9451.8%1.5%
60Δ24.4364.4%1.7%25.1152.6%1.3%
65Δ24.1872.1%1.6%25.3055.1%1.1%
70Δ23.9576.0%1.4%25.4957.7%0.9%
75Δ23.7870.5%1.1%25.8163.2%0.8%
80Δ23.6265.0%0.8%26.0864.8%0.6%

20Δ

Calls
Pseudo strike
25.95
IV
59.2%
B/E move
5.4%
Puts
Pseudo strike
23.68
IV
59.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
25.77
IV
62.4%
B/E move
5.0%
Puts
Pseudo strike
23.91
IV
59.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
25.60
IV
65.6%
B/E move
4.5%
Puts
Pseudo strike
24.11
IV
58.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
25.40
IV
65.3%
B/E move
3.9%
Puts
Pseudo strike
24.29
IV
57.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
25.17
IV
60.6%
B/E move
3.2%
Puts
Pseudo strike
24.48
IV
56.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
24.96
IV
57.4%
B/E move
2.5%
Puts
Pseudo strike
24.63
IV
55.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
24.79
IV
59.2%
B/E move
2.3%
Puts
Pseudo strike
24.79
IV
53.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
24.63
IV
61.1%
B/E move
2.0%
Puts
Pseudo strike
24.94
IV
51.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
24.43
IV
64.4%
B/E move
1.7%
Puts
Pseudo strike
25.11
IV
52.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
24.18
IV
72.1%
B/E move
1.6%
Puts
Pseudo strike
25.30
IV
55.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
23.95
IV
76.0%
B/E move
1.4%
Puts
Pseudo strike
25.49
IV
57.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.78
IV
70.5%
B/E move
1.1%
Puts
Pseudo strike
25.81
IV
63.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.62
IV
65.0%
B/E move
0.8%
Puts
Pseudo strike
26.08
IV
64.8%
B/E move
0.6%

Options history

IV · four-Friday blend55.28%
Daily close
SILJ43.6%53.0%62.5%2026-08-12: 54.30%2026-08-13: 52.50%2026-08-14: 51.14%2026-08-17: 53.60%2026-08-18: 52.51%2026-08-19: 57.01%2026-08-20: 53.70%2026-08-21: 54.83%2026-08-24: 60.67%2026-08-25: 58.13%2026-08-26: 56.94%2026-08-27: 61.06%2026-08-28: 53.68%2026-08-31: 52.06%2026-09-01: 53.75%2026-09-02: 54.34%2026-09-03: 56.19%2026-09-04: 49.46%2026-09-08: 55.61%2026-09-09: 54.95%2026-09-10: 59.97%2026-09-11: 49.24%2026-09-14: 53.04%2026-09-15: 56.53%2026-09-16: 61.17%2026-09-17: 53.86%2026-09-18: 48.04%2026-09-21: 51.13%2026-09-22: 52.53%2026-09-23: 49.09%2026-09-24: 49.39%2026-09-25: 46.87%2026-09-28: 50.37%2026-09-29: 49.56%2026-09-30: 50.63%2026-10-01: 52.74%2026-10-02: 46.11%2026-10-05: 47.42%2026-10-06: 47.13%2026-10-07: 46.01%2026-10-08: 47.28%2026-10-09: 44.90%2026-10-12: 46.87%2026-10-13: 49.38%2026-10-14: 49.58%2026-10-15: 60.49%2026-10-16: 48.93%2026-10-19: 47.85%2026-10-20: 50.58%2026-10-21: 48.18%2026-10-22: 54.43%2026-10-23: 52.09%2026-10-26: 53.89%2026-10-27: 52.45%2026-10-28: 53.19%2026-10-29: 54.17%2026-10-30: 55.28%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
54.30%
52.50%
51.14%
53.60%
52.51%
57.01%
53.70%
54.83%
60.67%
58.13%
56.94%
61.06%
53.68%
52.06%
53.75%
54.34%
56.19%
49.46%
55.61%
54.95%
59.97%
49.24%
53.04%
56.53%
61.17%
53.86%
48.04%
51.13%
52.53%
49.09%
49.39%
46.87%
50.37%
49.56%
50.63%
52.74%
46.11%
47.42%
47.13%
46.01%
47.28%
44.90%
46.87%
49.38%
49.58%
60.49%
48.93%
47.85%
50.58%
48.18%
54.43%
52.09%
53.89%
52.45%
53.19%
54.17%
55.28%