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Amplify BlackSwan Growth & Treasure Core ETF SWAN

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Market dataready · fetched 2026-10-22T22:45:59.316Z

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 · 2026-10-22T22:30:00.003448974Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:39:00.116547+00:00

Share price$32.38
1D+0.3%
AH$32.27$32.31$32.34$32.38$32.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWAN
Sold putSold callAH

Amplify BlackSwan Growth & Treasure Core ETF options

Live interpolated SWAN call and put midpoint premiums by absolute delta.Amplify BlackSwan Growth & Treasure Core ETF$0.36$0.83$1.30$1.77$2.24$29.91$31.09$32.27$33.44$34.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWAN spot · $32.38SWAN PRICE$0.45$0.45$0.47$0.41$0.41$0.47$0.53$0.60$0.66$0.73$0.84$0.98$1.12$0.45$0.47$0.49$0.51$0.54$0.60$0.66$0.72$0.78$0.91$1.30$1.70$2.10
PutsExpensive1.57×
CallsExpensive1.89×
SkewBearish+2.43 pp
Implied moveBearish±$1.19
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6847.2%14.7%29.5942.2%10.0%
25Δ34.9135.0%9.2%30.6133.1%6.9%
30Δ34.0028.5%6.5%31.2427.6%5.0%
35Δ33.3420.4%4.2%31.6823.5%3.7%
40Δ32.9215.9%2.9%32.0620.3%2.7%
45Δ32.7515.4%2.6%32.2519.1%2.2%
50Δ32.5814.8%2.3%32.4517.9%1.8%
55Δ32.4114.2%1.9%32.6516.7%1.4%
60Δ32.2413.7%1.6%32.8415.5%1.0%
65Δ32.0713.1%1.3%33.0914.9%0.6%
70Δ31.8912.7%1.1%33.5316.8%0.5%
75Δ31.7012.3%0.9%33.9618.6%0.4%
80Δ31.5111.9%0.8%34.4020.5%0.2%

20Δ

Calls
Pseudo strike
36.68
IV
47.2%
B/E move
14.7%
Puts
Pseudo strike
29.59
IV
42.2%
B/E move
10.0%

25Δ

Calls
Pseudo strike
34.91
IV
35.0%
B/E move
9.2%
Puts
Pseudo strike
30.61
IV
33.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
34.00
IV
28.5%
B/E move
6.5%
Puts
Pseudo strike
31.24
IV
27.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
33.34
IV
20.4%
B/E move
4.2%
Puts
Pseudo strike
31.68
IV
23.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
32.92
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
32.06
IV
20.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
32.75
IV
15.4%
B/E move
2.6%
Puts
Pseudo strike
32.25
IV
19.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
32.58
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
32.45
IV
17.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
32.41
IV
14.2%
B/E move
1.9%
Puts
Pseudo strike
32.65
IV
16.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
32.24
IV
13.7%
B/E move
1.6%
Puts
Pseudo strike
32.84
IV
15.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
32.07
IV
13.1%
B/E move
1.3%
Puts
Pseudo strike
33.09
IV
14.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
31.89
IV
12.7%
B/E move
1.1%
Puts
Pseudo strike
33.53
IV
16.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
31.70
IV
12.3%
B/E move
0.9%
Puts
Pseudo strike
33.96
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
31.51
IV
11.9%
B/E move
0.8%
Puts
Pseudo strike
34.40
IV
20.5%
B/E move
0.2%

Options history

No recorded observations