Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Amplify CWP Enhanced Dividend Income ETF (DIVO) had 30-Day Implied Volatility (Mean) of 0.3061 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1084
Historical Volatility (Parkinson)	0.0916
Implied Volatility (Calls)	0.2660
Implied Volatility (Puts)	0.3463
Implied Volatility (Mean)	0.3061
Put-Call Implied Volatility Ratio	1.3018
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	1.3721