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Amplify CWP International Enhanced Dividend Income ETF IDVO

i

Market dataready · fetched 2026-11-13T01:27:25.101Z

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 · 2026-11-13T01:00:00.069942129Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:24.633791+00:00

Share price$39.63
1D-0.5%
AH$39.51$39.60$39.70$39.79$39.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDVO
Sold putSold callAH

Amplify CWP International Enhanced Dividend Income ETF options

Live interpolated IDVO call and put midpoint premiums by absolute delta.Amplify CWP International Enhanced Dividend Income ETF$1.19$1.50$1.81$2.12$2.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIDVO PRICE$1.23$1.23$1.23$1.26$1.30$1.38$1.55$1.71$1.88$2.04$2.20$2.34$1.23$1.23$1.23$2.04$2.16$2.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.24167.8%19.2%
25Δ47.65158.4%23.3%35.54128.9%13.4%
30Δ44.34122.4%15.0%37.07102.5%9.5%
35Δ42.3597.1%9.9%
40Δ41.3683.3%7.5%
45Δ40.5471.7%5.6%
50Δ39.8563.1%4.0%
55Δ39.4060.7%3.3%
60Δ38.9758.1%2.7%
65Δ38.6155.0%2.2%
70Δ38.2551.9%1.7%41.1846.7%1.2%
75Δ37.9248.4%1.2%41.4242.9%0.9%
80Δ37.6644.0%0.9%41.6539.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.24
IV
167.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
47.65
IV
158.4%
B/E move
23.3%
Puts
Pseudo strike
35.54
IV
128.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
44.34
IV
122.4%
B/E move
15.0%
Puts
Pseudo strike
37.07
IV
102.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
42.35
IV
97.1%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
41.36
IV
83.3%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
40.54
IV
71.7%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.85
IV
63.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
39.40
IV
60.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.97
IV
58.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.61
IV
55.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.25
IV
51.9%
B/E move
1.7%
Puts
Pseudo strike
41.18
IV
46.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
37.92
IV
48.4%
B/E move
1.2%
Puts
Pseudo strike
41.42
IV
42.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
37.66
IV
44.0%
B/E move
0.9%
Puts
Pseudo strike
41.65
IV
39.1%
B/E move
0.6%

Options history

IV · four-Friday blend20.31%
Daily close
IDVO14.7%29.9%45.2%2026-08-14: 23.53%2026-08-17: 24.54%2026-08-19: 25.50%2026-08-20: 33.21%2026-08-21: 18.85%2026-08-24: 18.68%2026-08-26: 18.96%2026-08-28: 16.77%2026-08-31: 18.45%2026-09-01: 19.64%2026-09-02: 17.25%2026-09-03: 18.01%2026-09-04: 16.93%2026-09-09: 18.87%2026-09-10: 19.27%2026-09-11: 17.31%2026-09-14: 27.91%2026-09-16: 25.19%2026-09-17: 40.31%2026-09-18: 20.57%2026-09-21: 21.20%2026-09-22: 20.72%2026-09-24: 21.10%2026-09-28: 20.21%2026-09-29: 20.63%2026-09-30: 19.94%2026-10-01: 22.15%2026-10-02: 19.24%2026-10-05: 22.44%2026-10-06: 20.30%2026-10-07: 23.10%2026-10-08: 23.57%2026-10-09: 25.01%2026-10-13: 26.71%2026-10-14: 26.38%2026-10-15: 43.11%2026-10-16: 19.70%2026-10-19: 20.36%2026-10-20: 19.98%2026-10-21: 20.23%2026-10-22: 20.20%2026-10-23: 19.84%2026-10-26: 22.01%2026-10-27: 23.01%2026-10-28: 22.53%2026-10-29: 22.08%2026-10-30: 20.31%Aug 14Sep 28Oct 30
47 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.53%
24.54%
25.50%
33.21%
18.85%
18.68%
18.96%
16.77%
18.45%
19.64%
17.25%
18.01%
16.93%
18.87%
19.27%
17.31%
27.91%
25.19%
40.31%
20.57%
21.20%
20.72%
21.10%
20.21%
20.63%
19.94%
22.15%
19.24%
22.44%
20.30%
23.10%
23.57%
25.01%
26.71%
26.38%
43.11%
19.70%
20.36%
19.98%
20.23%
20.20%
19.84%
22.01%
23.01%
22.53%
22.08%
20.31%