{"ticker":"BAGY","name":"Amplify Bitcoin Max Income Covered Call ETF","page_url":null,"cite_as":"TickerInside, Amplify Bitcoin Max Income Covered Call ETF (BAGY), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28, https://tickerinside.com/api/v1/etf/bagy.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/bagy.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/bagy.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01THF8MT5","share_class_figi":"BBG01THF8NP7","cik":"0001633061","series_id":"S000091835","class_id":"C000259642"},"source_layer":"sec_nport_derivatives","category":{"id":"option-income","label":"Option Income","group":"options","group_label":"Option strategies","asset_class":"crypto","rule":"In its filing for 2026-06-30, its contracts are on Cboe Mini Bitcoin U.S. ETF Index and its name says it writes options for income.","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"Cboe Mini Bitcoin U.S. ETF Index"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-28","filing_url":"https://www.sec.gov/Archives/edgar/data/1633061/000119312526372676/","net_assets":10357495,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.65,"expense_ratio_gross":0.65,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-01-28","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1633061/000121390026008327/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":3,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-06-30, BAGY held US Treasury bills (94.0%) and money market funds (23.7%), as percent of net assets. It carried options on Cboe Mini Bitcoin U.S. ETF Index (128.8% in written calls, 133.6% in written puts and 133.6% in purchased calls), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":94.01},{"kind":"money_market_funds","label":"Money market funds","pct":23.69}],"derivatives":[{"instrument":"option","description":"call option, purchased","underlying":"Cboe Mini Bitcoin U.S. ETF Index","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":133.5757,"value_pct":3.0134,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"put option, written","underlying":"Cboe Mini Bitcoin U.S. ETF Index","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":133.5757,"value_pct":-19.7441,"positions":1,"option_type":"put","option_side":"written","expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"option","description":"call option, written","underlying":"Cboe Mini Bitcoin U.S. ETF Index","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":128.7487,"value_pct":0.0,"positions":1,"option_type":"call","option_side":"written","expires_first":"2026-06-30","expires_last":"2026-06-30"}],"underlyings":[{"underlying":"Cboe Mini Bitcoin U.S. ETF Index","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":0.0,"options":{"written_calls_pct":128.75,"purchased_calls_pct":133.58,"written_puts_pct":133.58},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":395.9,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}