Amplify CWP Growth & Income ETF QDVO
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Market dataready · fetched 2026-11-12T03:21:26.099Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.056507404Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:25.667693+00:00
Amplify CWP Growth & Income ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.61 | 56.8% | 7.8% | |||
| 25Δ | 29.19 | 17.7% | 2.6% | 27.01 | 58.1% | 6.8% |
| 30Δ | 28.97 | 16.3% | 2.0% | 27.45 | 50.9% | 5.4% |
| 35Δ | 28.86 | 16.6% | 1.8% | 27.88 | 43.7% | 4.0% |
| 40Δ | 28.76 | 16.9% | 1.7% | 28.11 | 39.1% | 3.2% |
| 45Δ | 28.65 | 17.2% | 1.5% | 28.25 | 35.4% | 2.8% |
| 50Δ | 28.55 | 17.5% | 1.3% | 28.39 | 31.8% | 2.3% |
| 55Δ | 28.44 | 17.8% | 1.2% | 28.53 | 28.1% | 1.9% |
| 60Δ | 28.34 | 18.1% | 1.0% | 28.68 | 24.5% | 1.4% |
| 65Δ | 28.23 | 18.4% | 0.9% | 28.82 | 20.8% | 0.9% |
| 70Δ | 28.13 | 18.7% | 0.7% | 28.96 | 17.2% | 0.5% |
| 75Δ | 28.02 | 19.0% | 0.6% | 29.17 | 17.0% | 0.3% |
| 80Δ | 27.79 | 19.8% | 0.5% | 29.40 | 18.1% | 0.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.61
- IV
- 56.8%
- B/E move
- 7.8%
25Δ
- Pseudo strike
- 29.19
- IV
- 17.7%
- B/E move
- 2.6%
- Pseudo strike
- 27.01
- IV
- 58.1%
- B/E move
- 6.8%
30Δ
- Pseudo strike
- 28.97
- IV
- 16.3%
- B/E move
- 2.0%
- Pseudo strike
- 27.45
- IV
- 50.9%
- B/E move
- 5.4%
35Δ
- Pseudo strike
- 28.86
- IV
- 16.6%
- B/E move
- 1.8%
- Pseudo strike
- 27.88
- IV
- 43.7%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 28.76
- IV
- 16.9%
- B/E move
- 1.7%
- Pseudo strike
- 28.11
- IV
- 39.1%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 28.65
- IV
- 17.2%
- B/E move
- 1.5%
- Pseudo strike
- 28.25
- IV
- 35.4%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 28.55
- IV
- 17.5%
- B/E move
- 1.3%
- Pseudo strike
- 28.39
- IV
- 31.8%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 28.44
- IV
- 17.8%
- B/E move
- 1.2%
- Pseudo strike
- 28.53
- IV
- 28.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 28.34
- IV
- 18.1%
- B/E move
- 1.0%
- Pseudo strike
- 28.68
- IV
- 24.5%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 28.23
- IV
- 18.4%
- B/E move
- 0.9%
- Pseudo strike
- 28.82
- IV
- 20.8%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 28.13
- IV
- 18.7%
- B/E move
- 0.7%
- Pseudo strike
- 28.96
- IV
- 17.2%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 28.02
- IV
- 19.0%
- B/E move
- 0.6%
- Pseudo strike
- 29.17
- IV
- 17.0%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 27.79
- IV
- 19.8%
- B/E move
- 0.5%
- Pseudo strike
- 29.40
- IV
- 18.1%
- B/E move
- 0.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 16.02% | |
| 18.80% | |
| 18.52% | |
| 18.17% |