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Amplify CEF High Income ETF YYY

i

Market dataready · fetched 2026-11-12T03:01:08.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:00.141248826Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:01:07.927738+00:00

Share price$10.35
1D-0.7%
AH$10.33$10.35$10.38$10.40$10.425:30 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$0.27$0.81$1.34$1.87$2.41$8.34$9.03$9.72$10.41$11.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YYY spot · $10.35YYY PRICE$0.95$0.95$0.95$1.01$1.16$1.31$1.45$1.60$1.75$1.90$0.33$0.48$0.62$0.77$0.92$1.06$1.21$1.35$1.50$1.65$1.79$1.98$2.25
PutsExpensive3.14×
Calls——
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.4242.7%12.2%
25Δ9.6644.5%11.3%
30Δ9.9046.3%10.4%
35Δ14.32158.0%47.5%10.1448.1%9.4%
40Δ12.50126.0%29.9%10.3849.9%8.5%
45Δ11.49103.4%20.2%10.6251.6%7.6%
50Δ10.8889.5%14.9%10.8653.4%6.7%
55Δ10.5784.8%13.3%11.1055.2%5.8%
60Δ10.2780.2%11.8%11.3457.0%4.9%
65Δ9.9675.5%10.3%11.5858.8%4.0%
70Δ9.6570.8%8.7%11.8260.6%3.1%
75Δ9.3466.2%7.2%12.0961.3%2.2%
80Δ9.0461.5%5.7%12.4459.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.42
IV
42.7%
B/E move
12.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
44.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.90
IV
46.3%
B/E move
10.4%

35Δ

Calls
Pseudo strike
14.32
IV
158.0%
B/E move
47.5%
Puts
Pseudo strike
10.14
IV
48.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
12.50
IV
126.0%
B/E move
29.9%
Puts
Pseudo strike
10.38
IV
49.9%
B/E move
8.5%

45Δ

Calls
Pseudo strike
11.49
IV
103.4%
B/E move
20.2%
Puts
Pseudo strike
10.62
IV
51.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
10.88
IV
89.5%
B/E move
14.9%
Puts
Pseudo strike
10.86
IV
53.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
10.57
IV
84.8%
B/E move
13.3%
Puts
Pseudo strike
11.10
IV
55.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.27
IV
80.2%
B/E move
11.8%
Puts
Pseudo strike
11.34
IV
57.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
9.96
IV
75.5%
B/E move
10.3%
Puts
Pseudo strike
11.58
IV
58.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
9.65
IV
70.8%
B/E move
8.7%
Puts
Pseudo strike
11.82
IV
60.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
9.34
IV
66.2%
B/E move
7.2%
Puts
Pseudo strike
12.09
IV
61.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.04
IV
61.5%
B/E move
5.7%
Puts
Pseudo strike
12.44
IV
59.1%
B/E move
1.6%

Options history

IV · four-Friday blend85.92%
Daily EOD
YYY62.7%77.6%92.5%2026-10-19: 66.88%2026-10-20: 64.77%2026-10-21: 74.76%2026-10-22: 67.34%2026-10-23: 70.31%2026-10-26: 78.89%2026-10-27: 87.41%2026-10-28: 90.47%2026-10-29: 85.92%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
66.88%
64.77%
74.76%
67.34%
70.31%
78.89%
87.41%
90.47%
85.92%