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Amplify BlueStar Israel Technology ETF ITEQ

i

Market dataready · fetched 2026-11-04T07:15:59.968Z

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 · 2026-11-04T01:00:00.095029473Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:15:59.635440+00:00

Share price$57.52
1D+0.4%
AH$57.23$57.37$57.52$57.66$57.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITEQ
Sold putSold callAH

Amplify BlueStar Israel Technology ETF options

Live interpolated ITEQ call and put midpoint premiums by absolute delta.Amplify BlueStar Israel Technology ETF$1.03$1.64$2.25$2.85$3.46$51.42$54.52$57.62$60.72$63.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ITEQ spot · $57.52ITEQ PRICE$1.10$1.10$1.15$1.26$1.34$1.49$1.64$1.77$1.94$2.15$2.38$2.70$3.03$1.16$1.23$1.33$1.47$1.61$1.74$1.86$1.96$2.06$2.36$2.70$3.28
Puts——
CallsExpensive1.89×
Skew——
Implied moveBearish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.6487.6%21.2%
25Δ63.8364.4%12.9%53.3259.5%9.3%
30Δ61.5152.3%8.9%54.8050.1%6.9%
35Δ60.1646.0%6.8%55.8243.9%5.3%
40Δ59.1440.3%5.1%56.5840.1%4.2%
45Δ58.4337.7%4.2%57.2236.9%3.3%
50Δ57.8235.3%3.4%57.7634.1%2.6%
55Δ57.3132.7%2.7%58.2131.5%2.0%
60Δ56.8230.7%2.1%58.5729.0%1.6%
65Δ56.3729.7%1.7%58.9426.5%1.1%
70Δ55.9228.8%1.4%59.3926.0%0.8%
75Δ55.4528.2%1.1%59.8726.0%0.6%
80Δ54.9727.6%0.8%60.5527.0%0.4%

20Δ

Calls
Pseudo strike
68.64
IV
87.6%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.83
IV
64.4%
B/E move
12.9%
Puts
Pseudo strike
53.32
IV
59.5%
B/E move
9.3%

30Δ

Calls
Pseudo strike
61.51
IV
52.3%
B/E move
8.9%
Puts
Pseudo strike
54.80
IV
50.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
60.16
IV
46.0%
B/E move
6.8%
Puts
Pseudo strike
55.82
IV
43.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
59.14
IV
40.3%
B/E move
5.1%
Puts
Pseudo strike
56.58
IV
40.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
58.43
IV
37.7%
B/E move
4.2%
Puts
Pseudo strike
57.22
IV
36.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
57.82
IV
35.3%
B/E move
3.4%
Puts
Pseudo strike
57.76
IV
34.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
57.31
IV
32.7%
B/E move
2.7%
Puts
Pseudo strike
58.21
IV
31.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
56.82
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
58.57
IV
29.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
56.37
IV
29.7%
B/E move
1.7%
Puts
Pseudo strike
58.94
IV
26.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
55.92
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
59.39
IV
26.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
55.45
IV
28.2%
B/E move
1.1%
Puts
Pseudo strike
59.87
IV
26.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
54.97
IV
27.6%
B/E move
0.8%
Puts
Pseudo strike
60.55
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend25.45%
Daily close
ITEQ21.3%31.7%42.1%2026-08-06: 31.48%2026-08-07: 31.74%2026-08-10: 33.65%2026-08-11: 29.04%2026-08-12: 26.42%2026-08-13: 25.14%2026-08-14: 26.31%2026-08-17: 28.13%2026-08-18: 29.88%2026-08-19: 32.72%2026-08-20: 38.14%2026-08-21: 22.97%2026-08-24: 25.10%2026-08-25: 24.76%2026-08-26: 24.42%2026-08-27: 23.62%2026-08-28: 24.90%2026-08-31: 25.28%2026-09-01: 24.61%2026-09-02: 25.57%2026-09-03: 25.17%2026-09-04: 25.66%2026-09-08: 26.81%2026-09-09: 27.28%2026-09-10: 27.83%2026-09-11: 28.27%2026-09-14: 28.82%2026-09-15: 33.34%2026-09-16: 34.84%2026-09-17: 40.65%2026-09-18: 22.72%2026-09-21: 22.90%2026-09-22: 23.45%2026-09-23: 22.94%2026-09-24: 22.81%2026-09-25: 23.81%2026-09-28: 23.77%2026-09-29: 24.28%2026-09-30: 24.22%2026-10-01: 23.98%2026-10-02: 24.02%2026-10-05: 25.10%2026-10-06: 24.66%2026-10-07: 25.62%2026-10-08: 25.62%2026-10-09: 26.26%2026-10-12: 28.28%2026-10-13: 30.63%2026-10-14: 33.79%2026-10-15: 38.55%2026-10-16: 23.43%2026-10-19: 24.36%2026-10-20: 24.34%2026-10-21: 24.13%2026-10-22: 24.43%2026-10-23: 25.58%2026-10-26: 25.00%2026-10-27: 24.73%2026-10-28: 25.16%2026-10-29: 24.80%2026-10-30: 25.45%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
31.48%
31.74%
33.65%
29.04%
26.42%
25.14%
26.31%
28.13%
29.88%
32.72%
38.14%
22.97%
25.10%
24.76%
24.42%
23.62%
24.90%
25.28%
24.61%
25.57%
25.17%
25.66%
26.81%
27.28%
27.83%
28.27%
28.82%
33.34%
34.84%
40.65%
22.72%
22.90%
23.45%
22.94%
22.81%
23.81%
23.77%
24.28%
24.22%
23.98%
24.02%
25.10%
24.66%
25.62%
25.62%
26.26%
28.28%
30.63%
33.79%
38.55%
23.43%
24.36%
24.34%
24.13%
24.43%
25.58%
25.00%
24.73%
25.16%
24.80%
25.45%