GlobeNewswire Inc.T3·7mo ago
BAGY Amplify Bitcoin Max Income Covered Call ETF
ETF 20.22 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
BAGY
$20.22
—
Key stats
$20.22
- 52-Week Range
- $20.07 – $46.69
- YTD
- -46.15%
- IV Rank (30D)
- 1.7
- Straddle Price
- $0.00
- P/C Vol Ratio
- 1.40
- Open
- $20.19
- Day Range
- $20.07 – $20.28
- Volume
- 4,588
- Prev Close
- $20.55
About
Amplify Bitcoin Max Income Covered Call ETF (BAGY) ETF
No description available.
- Exchange
- BATS
- Inception
- 2025-04-28
- Has Options
- Yes
Fund profile
holdings as of Nov 6, 2026issuer datathrough Jun 2026flows, SEC filings
Sells options for income. Distributions can exceed what the strategy earns, in which case part of the payout is the fund's own capital. Compare the distribution rate with the price change in the ETF lab.
- Expense ratio
- 0.65% prospectus, filed Jan 28, 2026
- Assets
- $9.2M issuer-reported, Nov 6, 2026
- Trailing yield
- 48.41% paid monthly
- Average daily volume
- $102K 30 sessions
- Holdings
- 5 top 10 are 10.6%
- Listed
- Apr 28, 2025 Cboe BZX
- Net asset value
- $20.53 issuer, Nov 6, 2026
Cost75
Liquidity0
Scale0
Diversificationn/a
Moves with. Bitcoin (85% of its variance, beta 0.89). These factors explain 89% of its daily moves over the last year.
Stated objective. The Amplify Bitcoin Max Income Covered Call ETF seeks to maximize current income through a covered call strategy tied to the investment exposure to the price return of bitcoin. (from the fund's prospectus)
Fund flows
through Jun 2026SEC filings- Jun 2026
- $0 latest reported month
- Latest 3 months
- +$2.8M +26.8% of assets
- Latest 12 months
- +$18M +177.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | +$1.5M |
| Apr 2026 | +$1.3M |
| Mar 2026 | +$1.5M |
| Feb 2026 | +$571K |
| Jan 2026 | +$759K |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | +$268K |
| Sep 2025 | +$3.3M |
| Aug 2025 | +$5.2M |
| Jul 2025 | +$4.0M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 15 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| JEPIJPMorgan Equity Premium Income ETF | — | 0.35% | $45.2B | −0.1% | compare |
| JEPQJ.P. Morgan Nasdaq Equity Premium Income ETF | — | 0.35% | $40.7B | −7.2% | compare |
| QQQINEOS Nasdaq 100 High Income ETF | — | 0.68% | $14.3B | −10.3% | compare |
| SPYINEOS S&P 500 High Income ETF | — | 0.68% | $12.2B | −2.5% | compare |
| QYLDGlobal X Funds Global X NASDAQ-100 Covered Call ETF | — | 0.60% | $7.8B | −1.9% | compare |
The largest other funds in the Covered Call category.
ETF Profile
holdings as of 2026-11-06
Holdings
5
AUM
$9.2M
Provider
Amplify
Inception
2025-04-28
Exchange
BATS
Data As Of
2026-11-06
Expense Ratio
0.65%
Dividend Yield
48.41%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-29 | 2026-10-30 | $0.5637 | CD |
| 2026-09-29 | 2026-09-30 | $0.6400 | CD |
| 2026-08-28 | 2026-08-31 | $0.6098 | CD |
| 2026-07-30 | 2026-07-31 | $0.5790 | CD |
| 2026-06-29 | 2026-06-30 | $0.5575 | CD |
| 2026-05-28 | 2026-05-29 | $0.7400 | CD |
Asset Allocation
Top Holdings
top 5 of 5 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Invesco Government & Agency Portfolio 12/31/2031 | 76.41% | Cash/Money Market | — |
| — | Cash & Other | 16.78% | Cash/Money Market | — |
| — | MBTX 12/18/2026 169.25 C | 10.58% | Derivative | — |
| — | MBTX 11/10/2026 192.04 C | -0.16% | Derivative | — |
| — | MBTX 12/18/2026 169.25 P | -3.60% | Derivative | — |
Non-Equity Breakdown
Amplify Bitcoin Max Income Covered Call ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$10M
· 7 total positions
· equity 0.00%
· non-equity 100.97%
Non-equity holdings
— 7 positions,
100.97% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 94.01% | $9.7M | 3 |
| Short-term investment | 23.69% | $2.5M | 1 |
| Derivative (equity) | -16.73% | $-1732879 | 3 |
Chart
Seasonality
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | -- | -7.35% | -7.35% |
| Feb | -- | -16.47% | -16.47% |
| Mar | -- | -2.76% | -2.76% |
| Apr | -0.80% | 8.40% | 3.80% |
| May | 6.78% | -10.66% | -1.94% |
| Jun | 1.91% | -20.42% | -9.26% |
| Jul | 6.92% | 1.47% | 4.20% |
| Aug | -6.29% | 5.93% | -0.18% |
| Sep | 1.23% | -0.62% | 0.30% |
| Oct | -12.05% | -11.89% | -11.97% |
| Nov | -18.40% | -2.25%* | -10.32% |
| Dec | 1.51% | -- | 1.51% |
| Total | -20.24% | -46.64% | -33.44% |
* Only 2 year(s) of data available.
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $22.11
SMA 50: $23.09
SMA 200: $26.27
Current: $20.26
EMA 12: $21.37
EMA 26: $22.11
MACD: -0.7405 | Signal: -0.1820
BEARISH
ADX (14): 30.59
TREND
+DI: 18.15
−DI: 47.53
Momentum Oscillators
RSI (14): 32.69
NEUTRAL
Stoch %K: 4.25
Stoch %D: 12.38
Williams %R: -94.92
Volume & Volatility
BB Upper: $24.16
BB Lower: $20.06
NEUTRAL
OBV: -398,087
Vol SMA 20: 5,047
Vol ROC: 56.65%
ATR: $0.57
True Range: $0.47
HV 20: 38.7%
HV 30: 34.8%
HV 60: 36.7%
Data Summary
Data Points: 386
Last Updated:
Date Range: 2025-04-29T00:00:00 – 2026-11-09T00:00:00
AI Analysis
Here is a comprehensive stock analysis report for BAGY:
Executive Summary
Overall assessment: BEARISH (Confidence level: 6/10)
Key drivers and primary risks: High volatility, technical breakdown, negative news sentiment, and poor earnings performance.
Investment thesis: The stock is trading in a bearish trend, with a strong possibility of further price decline. This is due to the combination of high volatility, technical breakdown, and negative news sentiment.
Recent news sentiment impact: Neutral sentiment headlines from recent press releases did not significantly impact the stock's movement.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bearish
- Medium-term (1-3 months): Bearish
- Long-term (3-12 months): Neutral
Support/Resistance Levels:
- Key price levels: $22.03 (lower Bollinger Band), $23.67 (SMA 20)
- Resistance: $24.35 (current price), $25.31 (upper Bollinger Band)
Momentum Signals: RSI interpretation: Neutral (55.43) MACD signal: Bullish Bollinger Bands position: Neutral
Volume Analysis:
- Volume trends: Decreasing volume suggests a lack of buying interest
- Institutional interest signals: Weak buy signal due to low volume and negative news sentiment
News & Sentiment Analysis
Recent Headlines Summary:
- Declared income distributions for crypto monthly option income ETFs (Neutral)
- Declared income distributions for its income ETFs (Neutral)
- Declared income distributions for its income ETFs (Positive)
- Declared income distributions for Bitcoin option income ETFs (Neutral)
Sentiment Assessment: Neutral
Catalyst Identification:
- None identified in recent news headlines
- Earnings announcements could be a catalyst if the company reports a beat or miss
Market Narrative:
- The stock's movement is driven by high volatility and technical breakdown, rather than any specific news sentiment.
Risk & Volatility Assessment
Beta Interpretation: High risk (beta >1.5)
Volatility Regime: Current vs historical volatility levels show a high level of volatility compared to the past year.
Options Market Signals:
- IV rank: 1.1% (Low)
- Put/call ratios: Neutral
- Unusual activity: None identified
Downside Protection:
- Support levels: $22.03 (lower Bollinger Band), $23.67 (SMA 20)
- Risk management considerations: Consider a stop-loss at $24.35 to limit potential losses
Market Context & Positioning
Sector Performance: Underperforming the sector/market
Institutional Activity: Weak buy signal due to low volume and negative news sentiment
Correlation Analysis:
- R-squared interpretation: Low correlation with market (0.48)
Relative Valuation: Position within trading range, but leaning bearish
Key Levels & Action Items
Critical Price Levels:
- Support: $22.03 (lower Bollinger Band), $23.67 (SMA 20)
- Resistance: $24.35 (current price), $25.31 (upper Bollinger Band)
Breakout/Breakdown Levels:
- Breakout above $25.31 could signal a change in trend
- Breakdown below $22.03 could confirm the bearish trend
Time-Sensitive Catalysts:
- Earnings announcements could be a catalyst if the company reports a beat or miss
Risk Management:
- Consider a stop-loss at $24.35 to limit potential losses
- Monitor volume and sentiment for signs of a change in trend
Generated
News
All BAGY news →
GlobeNewswire Inc.T3·9mo ago
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BAGY Options Activity & IV Rank
BAGY IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 33.9%
7-DTE IV: 34.9%
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 10
Put Volume: 14
P/C Volume: 1.4
BEARISH
Call OI: 10
Put OI: 14
P/C OI: 1.4
Total OI: 24
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 24
Chain OI: 24
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
No data
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)1.3LowNov 9
IV Rank (30 DTE)1.7LowNov 9
Straddle Price (30 DTE)$0.00Nov 9
Beta Analysis
Risk Metrics
Beta: 1.5055
Alpha: -90.20%
Correlation: 0.4718
R-Squared: 22.3%
Stock Volatility: 43.9%
Market Volatility: 13.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
BAGY Institutional Ownership (13F)
Filings for 2026-06-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
1.40K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
39.0%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-09
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|