Amplify CWP International Enhanced Dividend Income ETF (IDVO) Options History
Historical options analytics archive for IDVO with monthly max pain, implied volatility, gamma exposure, and put/call data.
33 months of complete options data available.
IDVO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IDVO. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 13.0% | 12.3% | $42.00 | $3.3K | -$44.1K | 2.84 |
| 2026-06 | 21 | 13.7% | 9.6% | $43.00 | -$14.1K | $45.8K | 5.19 |
| 2026-05 | 20 | 15.0% | 10.8% | $42.00 | -$19.8K | $16.0K | 12.00 |
| 2026-04 | 21 | 18.9% | 13.5% | $42.00 | $20.2K | -$270.9K | 16.95 |
| 2026-03 | 22 | 21.1% | 12.8% | $40.00 | -$8.8K | $20.7K | 3.07 |
| 2026-02 | 19 | 15.7% | 8.2% | $43.00 | -$8.4K | -$37.9K | 4.60 |
This archive aggregates IDVO's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how IDVO option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 13.0%, a month-end max-pain strike around $42.00, an average put/call ratio of 2.84.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked IDVO history questions
- How much options history is available for IDVO?
- This archive holds 33 months of IDVO options analytics, spanning 2023-11 through 2026-07. Each entry is a monthly rollup of IDVO's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the IDVO archive.
- What data does each monthly IDVO aggregate contain?
- Every monthly row summarizes that month of IDVO option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 13.0%, an average IV rank of 12.3%, a month-end max-pain strike around $42.00, an average put/call ratio of 2.84.
- How is the IDVO options-history archive built and how often does it update?
- The archive is derived from IDVO's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how IDVO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.