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Amplify Video Game Leaders ETF GAMR

i

Market dataready · fetched 2026-11-06T19:46:59.548Z

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 · 2026-11-06T01:00:00.09946686Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T19:46:58.599478+00:00

Share price$95.62
1D-2.1%
AH$95.59$96.19$96.79$97.39$97.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGAMR
Sold putSold callAH

Amplify Video Game Leaders ETF options

Live interpolated GAMR call and put midpoint premiums by absolute delta.Amplify Video Game Leaders ETF$3.05$4.91$6.76$8.61$10.46$-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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGAMR PRICE$3.25$5.57$6.73$8.25$9.93$3.68$4.19$4.68
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
45Δ97.9031.5%5.8%95.2631.2%4.2%
50Δ96.5330.2%3.4%
55Δ95.2439.9%5.4%97.7129.0%2.7%
60Δ93.5442.1%4.9%
65Δ91.4944.7%4.3%
70Δ89.2847.5%3.8%
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
97.90
IV
31.5%
B/E move
5.8%
Puts
Pseudo strike
95.26
IV
31.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.53
IV
30.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
95.24
IV
39.9%
B/E move
5.4%
Puts
Pseudo strike
97.71
IV
29.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
93.54
IV
42.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
91.49
IV
44.7%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
89.28
IV
47.5%
B/E move
3.8%
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 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%