Amplify CEF High Income ETF (YYY) Expected Move

Tracking the YYY expected move helps you see how far Amplify CEF High Income ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Amplify CEF High Income ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the YYY expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For YYY, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The YYY expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Amplify CEF High Income ETF is unlikely to go.

Amplify CEF High Income ETF (YYY)1 is a portfolio of 60 closed-end funds (CEFs) based on a rules based index. The Nasdaq CEF High Income Index selects CEFs ranked highest overall by Nasdaq in the following factors: Yield, Discount to Net Asset Value (NAV), and Liquidity. This investment approach results in a portfolio which contains a variety of asset classes, investment strategies and asset managers.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the YYY expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Amplify CEF High Income ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about YYY.