IntraAlpha
Create free account Start free

Amplify CWP Enhanced Dividend Income ETF DIVO

i

Market datapartial · fetched 2026-10-23T14:12:23.510Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T14:12:23.082792368Z

FundamentalsAlpha Vantage · unavailable

Share price$47.61
1D-0.5%
$47.57$47.64$47.72$47.79$47.865:30 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$0.13$0.73$1.34$1.94$2.54$44.36$45.83$47.31$48.78$50.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DIVO spot · $47.60DIVO PRICE$0.20$0.36$0.52$0.68$0.84$1.00$1.17$1.33$1.49$0.66$0.43$0.31$0.54$0.77$1.00$1.22$1.45$1.68$1.91$2.14$2.37
PutsExpensive1.44×
CallsExpensive1.15×
SkewBearish+4.48 pp
Implied moveBearish±$2.39
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.9010.5%3.1%40.9561.2%15.4%
25Δ48.6711.8%3.0%44.4332.0%7.6%
30Δ48.4513.1%2.9%47.0810.7%1.8%
35Δ48.2214.4%2.7%47.3811.6%1.6%
40Δ47.9915.7%2.6%47.6712.6%1.5%
45Δ47.7717.0%2.4%47.9713.5%1.3%
50Δ47.5418.3%2.3%48.2714.5%1.2%
55Δ47.3119.6%2.2%48.5715.4%1.0%
60Δ47.0920.9%2.0%48.8716.4%0.9%
65Δ49.1717.3%0.7%
70Δ49.4618.3%0.6%
75Δ49.7619.2%0.4%
80Δ

20Δ

Calls
Pseudo strike
48.90
IV
10.5%
B/E move
3.1%
Puts
Pseudo strike
40.95
IV
61.2%
B/E move
15.4%

25Δ

Calls
Pseudo strike
48.67
IV
11.8%
B/E move
3.0%
Puts
Pseudo strike
44.43
IV
32.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
48.45
IV
13.1%
B/E move
2.9%
Puts
Pseudo strike
47.08
IV
10.7%
B/E move
1.8%

35Δ

Calls
Pseudo strike
48.22
IV
14.4%
B/E move
2.7%
Puts
Pseudo strike
47.38
IV
11.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
47.99
IV
15.7%
B/E move
2.6%
Puts
Pseudo strike
47.67
IV
12.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
47.77
IV
17.0%
B/E move
2.4%
Puts
Pseudo strike
47.97
IV
13.5%
B/E move
1.3%

50Δ

Calls
Pseudo strike
47.54
IV
18.3%
B/E move
2.3%
Puts
Pseudo strike
48.27
IV
14.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
47.31
IV
19.6%
B/E move
2.2%
Puts
Pseudo strike
48.57
IV
15.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
47.09
IV
20.9%
B/E move
2.0%
Puts
Pseudo strike
48.87
IV
16.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.17
IV
17.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.46
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.76
IV
19.2%
B/E move
0.4%

80Δ

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

Options history

DIVO18.1919.6421.102026-10-20: 18.39%2026-10-21: 20.90%Oct 20Oct 21
Table
DateIV
18.39%
20.90%