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Amplify Bitcoin 2% Monthly Option Income ETF BITY

i

Market datapartial · fetched 2026-11-03T22:52:51.207Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:01.13317482Z

FundamentalsAlpha Vantage · unavailable

Share price$25.19
1D+0.0%
AH$24.96$24.96$24.97$24.98$24.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITY
Sold putSold callAH

Amplify Bitcoin 2% Monthly Option Income ETF options

Live interpolated BITY call and put midpoint premiums by absolute delta.Amplify Bitcoin 2% Monthly Option Income ETF$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBITY PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

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

Options history

IV · four-Friday blend38.33%
Daily close
BITY32.7%44.3%55.9%2026-08-05: 48.42%2026-08-06: 48.70%2026-08-07: 48.36%2026-08-10: 49.47%2026-08-11: 40.73%2026-08-12: 40.03%2026-08-13: 40.58%2026-08-14: 41.32%2026-08-17: 44.92%2026-08-18: 46.72%2026-08-19: 48.20%2026-08-20: 54.35%2026-08-21: 43.03%2026-08-24: 44.24%2026-08-25: 44.08%2026-08-26: 42.78%2026-08-27: 41.65%2026-08-28: 37.55%2026-08-31: 38.00%2026-09-01: 38.67%2026-09-02: 38.60%2026-09-03: 40.77%2026-09-04: 40.39%2026-09-08: 40.51%2026-09-09: 39.20%2026-09-10: 42.60%2026-09-11: 38.89%2026-09-14: 43.56%2026-09-15: 46.63%2026-09-16: 48.84%2026-09-17: 53.67%2026-09-18: 38.44%2026-09-21: 39.97%2026-09-22: 38.87%2026-09-23: 38.10%2026-09-24: 39.14%2026-09-25: 39.03%2026-09-28: 37.97%2026-09-29: 34.85%2026-09-30: 34.34%2026-10-01: 36.17%2026-10-02: 34.33%2026-10-05: 36.27%2026-10-06: 35.94%2026-10-07: 37.88%2026-10-08: 38.74%2026-10-09: 38.64%2026-10-12: 39.08%2026-10-13: 43.55%2026-10-14: 46.20%2026-10-15: 53.64%2026-10-16: 39.39%2026-10-19: 39.14%2026-10-20: 40.23%2026-10-21: 39.48%2026-10-22: 40.97%2026-10-23: 39.91%2026-10-26: 40.83%2026-10-27: 42.23%2026-10-28: 42.14%2026-10-29: 37.22%2026-10-30: 38.33%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
48.42%
48.70%
48.36%
49.47%
40.73%
40.03%
40.58%
41.32%
44.92%
46.72%
48.20%
54.35%
43.03%
44.24%
44.08%
42.78%
41.65%
37.55%
38.00%
38.67%
38.60%
40.77%
40.39%
40.51%
39.20%
42.60%
38.89%
43.56%
46.63%
48.84%
53.67%
38.44%
39.97%
38.87%
38.10%
39.14%
39.03%
37.97%
34.85%
34.34%
36.17%
34.33%
36.27%
35.94%
37.88%
38.74%
38.64%
39.08%
43.55%
46.20%
53.64%
39.39%
39.14%
40.23%
39.48%
40.97%
39.91%
40.83%
42.23%
42.14%
37.22%
38.33%