IntraAlpha
Create free account Start free

Amplify CWP Enhanced Dividend Income ETF DIVO

i

Market dataready · fetched 2026-11-12T16:02:50.714Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T16:02:15.843616148Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:02:50.445723+00:00

Share price$47.53
1D-0.1%
$47.32$47.39$47.46$47.53$47.605:30 AM6:30 AM9:00 AM1:00 PMDIVO
Sold putSold call

Amplify CWP Enhanced Dividend Income ETF options

Live interpolated DIVO call and put midpoint premiums by absolute delta.Amplify CWP Enhanced Dividend Income ETF$0.36$0.92$1.48$2.03$2.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDIVO PRICE$0.42$0.50$1.60$1.78$1.95$2.17$2.43$0.55$0.62$0.71$1.04$1.37$1.65$1.82$1.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ46.1739.7%4.0%
35Δ48.2423.5%2.4%46.6136.4%3.2%
40Δ48.0524.7%2.2%47.0434.1%2.5%
45Δ47.4039.4%2.5%
50Δ47.7644.7%2.4%
55Δ48.1247.6%2.2%
60Δ46.9043.5%2.0%48.4845.4%1.8%
65Δ46.5541.9%1.7%48.8543.2%1.4%
70Δ46.1940.3%1.3%
75Δ45.8338.8%1.0%
80Δ45.4537.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.17
IV
39.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
48.24
IV
23.5%
B/E move
2.4%
Puts
Pseudo strike
46.61
IV
36.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
48.05
IV
24.7%
B/E move
2.2%
Puts
Pseudo strike
47.04
IV
34.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.40
IV
39.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.76
IV
44.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.12
IV
47.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
46.90
IV
43.5%
B/E move
2.0%
Puts
Pseudo strike
48.48
IV
45.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
46.55
IV
41.9%
B/E move
1.7%
Puts
Pseudo strike
48.85
IV
43.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.19
IV
40.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.83
IV
38.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.45
IV
37.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.95%
Daily EOD
DIVO17.9%21.2%24.4%2026-10-19: 18.43%2026-10-20: 18.39%2026-10-21: 20.90%2026-10-22: 19.16%2026-10-23: 20.23%2026-10-26: 23.59%2026-10-27: 22.46%2026-10-28: 23.95%2026-10-29: 22.59%2026-10-30: 22.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.43%
18.39%
20.90%
19.16%
20.23%
23.59%
22.46%
23.95%
22.59%
22.95%