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Amplify CEF High Income ETF YYY

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Market datapartial · fetched 2026-10-22T22:27:18.403Z

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 · 2026-10-22T20:10:00.003566516Z

FundamentalsAlpha Vantage · unavailable

Share price$10.27
1D-0.0%
AH$10.19$10.23$10.26$10.30$10.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYYY
Sold putSold callAH

Amplify CEF High Income ETF options

Live interpolated YYY call and put midpoint premiums by absolute delta.Amplify CEF High Income ETF$0.05$0.50$0.94$1.39$1.83$8.16$9.59$11.01$12.44$13.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YYY spot · $10.27YYY PRICE$0.10$0.48$0.77$0.82$0.80$0.76$0.73$0.70$0.66$0.82$0.82$0.19$0.21$0.29$0.37$0.46$0.54$0.63$0.71$0.79$1.06$1.71
PutsExpensive3.84×
CallsExpensive7.61×
SkewBullish-51.46 pp
Implied moveBullish±$1.19
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.3033.8%11.0%7.53194.5%34.7%
25Δ14.71135.6%47.9%8.41154.1%26.1%
30Δ15.22178.4%55.8%9.9131.4%5.3%
35Δ13.30150.5%37.5%10.1123.3%3.5%
40Δ12.52128.4%29.7%10.2324.8%3.2%
45Δ11.95109.1%23.8%10.3426.2%2.9%
50Δ11.3989.8%18.0%10.4627.7%2.6%
55Δ10.8270.5%12.2%10.5829.1%2.3%
60Δ10.2651.2%6.3%10.6930.6%2.0%
65Δ10.8132.1%1.7%
70Δ10.9233.5%1.4%
75Δ11.2139.0%1.2%
80Δ11.8653.2%1.2%

20Δ

Calls
Pseudo strike
11.30
IV
33.8%
B/E move
11.0%
Puts
Pseudo strike
7.53
IV
194.5%
B/E move
34.7%

25Δ

Calls
Pseudo strike
14.71
IV
135.6%
B/E move
47.9%
Puts
Pseudo strike
8.41
IV
154.1%
B/E move
26.1%

30Δ

Calls
Pseudo strike
15.22
IV
178.4%
B/E move
55.8%
Puts
Pseudo strike
9.91
IV
31.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
13.30
IV
150.5%
B/E move
37.5%
Puts
Pseudo strike
10.11
IV
23.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
12.52
IV
128.4%
B/E move
29.7%
Puts
Pseudo strike
10.23
IV
24.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
11.95
IV
109.1%
B/E move
23.8%
Puts
Pseudo strike
10.34
IV
26.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
11.39
IV
89.8%
B/E move
18.0%
Puts
Pseudo strike
10.46
IV
27.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
10.82
IV
70.5%
B/E move
12.2%
Puts
Pseudo strike
10.58
IV
29.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
10.26
IV
51.2%
B/E move
6.3%
Puts
Pseudo strike
10.69
IV
30.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.81
IV
32.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.92
IV
33.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.21
IV
39.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.86
IV
53.2%
B/E move
1.2%

Options history

No recorded observations