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Amplify Travel Tech ETF AWAY

i

Market dataready · fetched 2026-11-04T02:48:16.933Z

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 · 2026-11-04T01:00:00.118702046Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:48:16.535973+00:00

Share price$17.24
1D-1.2%
AH$17.19$17.26$17.33$17.40$17.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAWAY
Sold putSold callAH

Amplify Travel Tech ETF options

Live interpolated AWAY call and put midpoint premiums by absolute delta.Amplify Travel Tech ETF$0.38$0.77$1.16$1.54$1.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAWAY PRICE$1.82$0.42$0.54$0.65$0.77$0.88$1.00$1.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.5044.7%6.8%
35Δ16.7345.6%6.1%
40Δ16.9646.5%5.4%
45Δ17.1947.4%4.8%
50Δ17.4248.2%4.1%
55Δ17.6449.1%3.4%
60Δ17.8750.0%2.8%
65Δ
70Δ
75Δ
80Δ15.6955.4%1.6%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.50
IV
44.7%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
45.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.96
IV
46.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.19
IV
47.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.42
IV
48.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.64
IV
49.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.87
IV
50.0%
B/E move
2.8%

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
15.69
IV
55.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.87%
Daily close
AWAY35.0%67.6%100.2%2026-08-05: 57.82%2026-08-06: 58.02%2026-08-07: 59.66%2026-08-10: 60.13%2026-08-11: 48.38%2026-08-12: 48.21%2026-08-13: 48.92%2026-08-14: 50.88%2026-08-17: 56.48%2026-08-18: 55.43%2026-08-19: 61.47%2026-08-20: 65.43%2026-08-21: 42.14%2026-08-24: 41.25%2026-08-25: 43.36%2026-08-26: 43.26%2026-08-27: 40.90%2026-08-28: 41.42%2026-08-31: 42.67%2026-09-01: 42.59%2026-09-02: 43.39%2026-09-03: 43.43%2026-09-04: 45.00%2026-09-08: 48.30%2026-09-09: 51.47%2026-09-10: 54.01%2026-09-11: 55.16%2026-09-14: 63.28%2026-09-15: 67.67%2026-09-16: 74.32%2026-09-17: 91.02%2026-09-18: 41.06%2026-09-21: 39.47%2026-09-22: 40.46%2026-09-23: 41.70%2026-09-24: 43.19%2026-09-25: 44.54%2026-09-28: 46.77%2026-09-29: 47.83%2026-09-30: 48.14%2026-10-01: 48.55%2026-10-02: 49.39%2026-10-05: 51.04%2026-10-06: 52.04%2026-10-07: 53.98%2026-10-08: 54.47%2026-10-09: 56.46%2026-10-12: 63.69%2026-10-13: 58.37%2026-10-14: 78.73%2026-10-15: 95.72%2026-10-16: 41.93%2026-10-19: 43.13%2026-10-20: 42.46%2026-10-21: 43.20%2026-10-22: 41.97%2026-10-23: 43.09%2026-10-26: 43.78%2026-10-27: 43.83%2026-10-28: 44.07%2026-10-29: 44.32%2026-10-30: 44.87%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
57.82%
58.02%
59.66%
60.13%
48.38%
48.21%
48.92%
50.88%
56.48%
55.43%
61.47%
65.43%
42.14%
41.25%
43.36%
43.26%
40.90%
41.42%
42.67%
42.59%
43.39%
43.43%
45.00%
48.30%
51.47%
54.01%
55.16%
63.28%
67.67%
74.32%
91.02%
41.06%
39.47%
40.46%
41.70%
43.19%
44.54%
46.77%
47.83%
48.14%
48.55%
49.39%
51.04%
52.04%
53.98%
54.47%
56.46%
63.69%
58.37%
78.73%
95.72%
41.93%
43.13%
42.46%
43.20%
41.97%
43.09%
43.78%
43.83%
44.07%
44.32%
44.87%