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Amplify BlueStar Israel Technology ETF ITEQ

i

Market datapartial · fetched 2026-11-06T19:45:14.091Z

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 · 2026-11-06T18:42:22.399633004Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T19:45:12.395467+00:00

Share price$54.31
1D+0.0%
$54.14$54.24$54.35$54.45$54.555:30 AM6:30 AM9:00 AM1:00 PMITEQ
Sold putSold call

Amplify BlueStar Israel Technology ETF options

Live interpolated ITEQ call and put midpoint premiums by absolute delta.Amplify BlueStar Israel Technology ETF$0.96$1.36$1.77$2.18$2.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEITEQ PRICE$1.00$1.09$1.20$1.36$1.55$1.73$1.92$2.19$2.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5252.8%20.6%
25Δ60.7942.4%13.9%
30Δ58.7336.6%10.3%
35Δ57.4233.4%8.2%
40Δ56.4331.4%6.8%
45Δ55.5929.4%5.5%
50Δ54.8427.6%4.5%
55Δ54.2126.9%3.9%
60Δ53.5926.2%3.2%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
64.52
IV
52.8%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.79
IV
42.4%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
58.73
IV
36.6%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
57.42
IV
33.4%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
56.43
IV
31.4%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
55.59
IV
29.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
54.84
IV
27.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
54.21
IV
26.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.59
IV
26.2%
B/E move
3.2%
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 blend25.45%
Daily close
ITEQ21.3%31.7%42.1%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%