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Amplify Junior Silver Miners ETF SILJ

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Market dataready · fetched 2026-11-03T19:47:35.085Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T19:47:29.821072488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:47:34.062137+00:00

Share price$22.40
1D-2.7%
$22.26$22.47$22.68$22.89$23.105:30 AM6:30 AM9:00 AM1:00 PMSILJ
Sold putSold call

Amplify Junior Silver Miners ETF options

Live interpolated SILJ call and put midpoint premiums by absolute delta.Amplify Junior Silver Miners ETF$0.12$0.44$0.76$1.08$1.41$20.77$21.52$22.27$23.03$23.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SILJ spot · $22.39SILJ PRICE$0.15$0.20$0.25$0.31$0.37$0.43$0.50$0.59$0.68$0.79$0.94$1.08$0.16$0.21$0.27$0.32$0.40$0.48$0.56$0.65$0.74$0.84$0.99$1.17$1.31
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$1.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6768.5%6.4%21.2868.4%5.7%
25Δ23.4067.5%5.4%21.5467.1%4.8%
30Δ23.1867.1%4.7%21.7366.2%4.2%
35Δ22.9766.6%4.0%21.9365.3%3.5%
40Δ22.7965.3%3.4%22.1165.2%3.1%
45Δ22.6163.9%2.9%22.2765.5%2.7%
50Δ22.4463.2%2.4%22.4465.8%2.3%
55Δ22.2763.6%2.1%22.6165.3%1.9%
60Δ22.1163.9%1.8%22.7864.3%1.6%
65Δ21.9364.6%1.5%22.9463.3%1.3%
70Δ21.7366.1%1.2%23.1564.0%1.0%
75Δ21.5367.6%1.0%23.3765.6%0.8%
80Δ23.5763.8%0.6%

20Δ

Calls
Pseudo strike
23.67
IV
68.5%
B/E move
6.4%
Puts
Pseudo strike
21.28
IV
68.4%
B/E move
5.7%

25Δ

Calls
Pseudo strike
23.40
IV
67.5%
B/E move
5.4%
Puts
Pseudo strike
21.54
IV
67.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
23.18
IV
67.1%
B/E move
4.7%
Puts
Pseudo strike
21.73
IV
66.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
22.97
IV
66.6%
B/E move
4.0%
Puts
Pseudo strike
21.93
IV
65.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
22.79
IV
65.3%
B/E move
3.4%
Puts
Pseudo strike
22.11
IV
65.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
22.61
IV
63.9%
B/E move
2.9%
Puts
Pseudo strike
22.27
IV
65.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
22.44
IV
63.2%
B/E move
2.4%
Puts
Pseudo strike
22.44
IV
65.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
22.27
IV
63.6%
B/E move
2.1%
Puts
Pseudo strike
22.61
IV
65.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
22.11
IV
63.9%
B/E move
1.8%
Puts
Pseudo strike
22.78
IV
64.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
21.93
IV
64.6%
B/E move
1.5%
Puts
Pseudo strike
22.94
IV
63.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
21.73
IV
66.1%
B/E move
1.2%
Puts
Pseudo strike
23.15
IV
64.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.53
IV
67.6%
B/E move
1.0%
Puts
Pseudo strike
23.37
IV
65.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.57
IV
63.8%
B/E move
0.6%

Options history

IV · four-Friday blend55.28%
Daily close
SILJ43.5%53.6%63.8%2026-08-05: 57.93%2026-08-06: 55.79%2026-08-07: 53.49%2026-08-10: 60.62%2026-08-11: 62.39%2026-08-12: 54.30%2026-08-13: 52.50%2026-08-14: 51.14%2026-08-17: 53.60%2026-08-18: 52.51%2026-08-19: 57.01%2026-08-20: 53.70%2026-08-21: 54.83%2026-08-24: 60.67%2026-08-25: 58.13%2026-08-26: 56.94%2026-08-27: 61.06%2026-08-28: 53.68%2026-08-31: 52.06%2026-09-01: 53.75%2026-09-02: 54.34%2026-09-03: 56.19%2026-09-04: 49.46%2026-09-08: 55.61%2026-09-09: 54.95%2026-09-10: 59.97%2026-09-11: 49.24%2026-09-14: 53.04%2026-09-15: 56.53%2026-09-16: 61.17%2026-09-17: 53.86%2026-09-18: 48.04%2026-09-21: 51.13%2026-09-22: 52.53%2026-09-23: 49.09%2026-09-24: 49.39%2026-09-25: 46.87%2026-09-28: 50.37%2026-09-29: 49.56%2026-09-30: 50.63%2026-10-01: 52.74%2026-10-02: 46.11%2026-10-05: 47.42%2026-10-06: 47.13%2026-10-07: 46.01%2026-10-08: 47.28%2026-10-09: 44.90%2026-10-12: 46.87%2026-10-13: 49.38%2026-10-14: 49.58%2026-10-15: 60.49%2026-10-16: 48.93%2026-10-19: 47.85%2026-10-20: 50.58%2026-10-21: 48.18%2026-10-22: 54.43%2026-10-23: 52.09%2026-10-26: 53.89%2026-10-27: 52.45%2026-10-28: 53.19%2026-10-29: 54.17%2026-10-30: 55.28%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
57.93%
55.79%
53.49%
60.62%
62.39%
54.30%
52.50%
51.14%
53.60%
52.51%
57.01%
53.70%
54.83%
60.67%
58.13%
56.94%
61.06%
53.68%
52.06%
53.75%
54.34%
56.19%
49.46%
55.61%
54.95%
59.97%
49.24%
53.04%
56.53%
61.17%
53.86%
48.04%
51.13%
52.53%
49.09%
49.39%
46.87%
50.37%
49.56%
50.63%
52.74%
46.11%
47.42%
47.13%
46.01%
47.28%
44.90%
46.87%
49.38%
49.58%
60.49%
48.93%
47.85%
50.58%
48.18%
54.43%
52.09%
53.89%
52.45%
53.19%
54.17%
55.28%