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Amplify Video Game Leaders ETF GAMR

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Market dataready · fetched 2026-11-05T19:16:52.686Z

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 · 2026-11-05T15:14:49.350083957Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:16:50.430342+00:00

Share price$96.03
1D-1.8%
$95.89$96.41$96.93$97.44$97.965:30 AM6:30 AM9:00 AM1:00 PMGAMR
Sold putSold call

Amplify Video Game Leaders ETF options

Live interpolated GAMR call and put midpoint premiums by absolute delta.Amplify Video Game Leaders ETF$1.24$3.31$5.38$7.45$9.52$84.82$89.78$94.74$99.70$104.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GAMR spot · $96.03GAMR PRICE$1.46$1.76$2.06$2.43$2.92$3.45$4.06$4.78$5.50$6.62$8.02$1.46$1.70$1.98$2.33$2.79$3.24$3.70$4.27$4.86$5.56$6.40$7.46$8.92
PutsExpensive1.83×
Calls——
Skew——
Implied moveBearish±$6.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.7164.3%11.2%
25Δ89.6655.5%8.4%
30Δ100.8541.1%6.5%91.5850.7%6.7%
35Δ99.6639.9%5.6%93.0848.1%5.5%
40Δ98.4738.7%4.7%94.3047.5%4.7%
45Δ97.4338.5%4.0%95.4746.3%4.0%
50Δ96.4839.4%3.5%96.5844.9%3.3%
55Δ95.5240.1%3.1%97.6744.4%2.7%
60Δ94.5040.9%2.6%98.7443.5%2.2%
65Δ93.4241.9%2.3%99.8643.1%1.8%
70Δ92.3142.0%1.9%101.0743.0%1.4%
75Δ90.8943.9%1.5%102.4543.3%1.1%
80Δ89.2045.6%1.2%104.1944.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.71
IV
64.3%
B/E move
11.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.66
IV
55.5%
B/E move
8.4%

30Δ

Calls
Pseudo strike
100.85
IV
41.1%
B/E move
6.5%
Puts
Pseudo strike
91.58
IV
50.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
99.66
IV
39.9%
B/E move
5.6%
Puts
Pseudo strike
93.08
IV
48.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
98.47
IV
38.7%
B/E move
4.7%
Puts
Pseudo strike
94.30
IV
47.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
97.43
IV
38.5%
B/E move
4.0%
Puts
Pseudo strike
95.47
IV
46.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
96.48
IV
39.4%
B/E move
3.5%
Puts
Pseudo strike
96.58
IV
44.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
95.52
IV
40.1%
B/E move
3.1%
Puts
Pseudo strike
97.67
IV
44.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
94.50
IV
40.9%
B/E move
2.6%
Puts
Pseudo strike
98.74
IV
43.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
93.42
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
99.86
IV
43.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
92.31
IV
42.0%
B/E move
1.9%
Puts
Pseudo strike
101.07
IV
43.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
90.89
IV
43.9%
B/E move
1.5%
Puts
Pseudo strike
102.45
IV
43.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
89.20
IV
45.6%
B/E move
1.2%
Puts
Pseudo strike
104.19
IV
44.5%
B/E move
0.8%

Options history

IV · four-Friday blend28.68%
Daily close
GAMR22.9%27.4%31.9%2026-08-10: 23.85%2026-08-12: 23.81%2026-08-13: 23.83%2026-08-17: 25.17%2026-08-18: 26.36%2026-08-19: 27.46%2026-08-20: 30.99%2026-08-21: 25.03%2026-08-24: 25.38%2026-09-01: 23.90%2026-09-10: 26.06%2026-09-17: 28.85%2026-09-23: 23.78%2026-09-24: 23.77%2026-09-25: 23.52%2026-09-28: 24.38%2026-09-29: 24.20%2026-09-30: 24.53%2026-10-01: 24.72%2026-10-02: 23.78%2026-10-05: 24.22%2026-10-06: 23.62%2026-10-07: 23.72%2026-10-08: 24.51%2026-10-09: 23.52%2026-10-12: 25.44%2026-10-13: 26.05%2026-10-14: 30.02%2026-10-15: 31.26%2026-10-16: 25.69%2026-10-19: 25.15%2026-10-20: 25.24%2026-10-21: 24.93%2026-10-22: 28.07%2026-10-23: 28.44%2026-10-26: 26.20%2026-10-27: 25.58%2026-10-28: 24.79%2026-10-29: 25.30%2026-10-30: 28.68%Aug 10Oct 2Oct 30
40 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
23.85%
23.81%
23.83%
25.17%
26.36%
27.46%
30.99%
25.03%
25.38%
23.90%
26.06%
28.85%
23.78%
23.77%
23.52%
24.38%
24.20%
24.53%
24.72%
23.78%
24.22%
23.62%
23.72%
24.51%
23.52%
25.44%
26.05%
30.02%
31.26%
25.69%
25.15%
25.24%
24.93%
28.07%
28.44%
26.20%
25.58%
24.79%
25.30%
28.68%