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Amplify CWP International Enhanced Dividend Income ETF IDVO

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Market dataready · fetched 2026-10-23T20:12:02.737Z

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 · 2026-10-23T20:10:00.002342561Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T20:11:53.295678+00:00

Share price$40.32
1D+0.6%
AH$39.96$40.06$40.16$40.27$40.375:30 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$0.52$1.28$2.04$2.80$3.56$36.12$38.03$39.94$41.86$43.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDVO spot · $40.32IDVO PRICE$0.60$0.60$0.61$0.65$0.70$0.76$0.83$0.90$0.96$1.05$1.15$1.24$1.33$0.66$0.71$0.82$0.93$1.05$1.17$1.29$1.41$1.52$1.64$1.76$1.92$3.34
PutsExpensive1.30×
CallsFair0.95×
SkewBearish+7.83 pp
Implied moveBearish±$2.12
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0851.4%15.8%36.3649.7%11.5%
25Δ43.9439.1%10.5%37.7340.5%8.2%
30Δ42.4730.4%6.9%38.3137.2%7.0%
35Δ41.7526.0%5.2%38.7335.3%6.3%
40Δ41.2423.0%4.0%39.1433.3%5.5%
45Δ40.8620.9%3.2%39.5531.3%4.8%
50Δ40.5919.4%2.7%39.9629.4%4.1%
55Δ40.3218.0%2.2%40.3727.4%3.4%
60Δ40.0516.6%1.7%40.7825.4%2.6%
65Δ39.8315.5%1.4%41.1923.5%1.9%
70Δ39.6214.6%1.1%41.6021.5%1.2%
75Δ39.4113.7%0.8%42.0520.0%0.5%
80Δ39.2012.7%0.5%43.4528.7%0.5%

20Δ

Calls
Pseudo strike
46.08
IV
51.4%
B/E move
15.8%
Puts
Pseudo strike
36.36
IV
49.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
43.94
IV
39.1%
B/E move
10.5%
Puts
Pseudo strike
37.73
IV
40.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
42.47
IV
30.4%
B/E move
6.9%
Puts
Pseudo strike
38.31
IV
37.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
41.75
IV
26.0%
B/E move
5.2%
Puts
Pseudo strike
38.73
IV
35.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
41.24
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
39.14
IV
33.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
40.86
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
39.55
IV
31.3%
B/E move
4.8%

50Δ

Calls
Pseudo strike
40.59
IV
19.4%
B/E move
2.7%
Puts
Pseudo strike
39.96
IV
29.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
40.32
IV
18.0%
B/E move
2.2%
Puts
Pseudo strike
40.37
IV
27.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
40.05
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
40.78
IV
25.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
39.83
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
41.19
IV
23.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
39.62
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
41.60
IV
21.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
39.41
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
42.05
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
39.20
IV
12.7%
B/E move
0.5%
Puts
Pseudo strike
43.45
IV
28.7%
B/E move
0.5%

Options history

No recorded observations