Amplify CWP Growth & Income ETF (QDVO) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Amplify CWP Growth & Income ETF (QDVO) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $334.5M, listed on AMEX, carrying a beta of 1.01 to the broader market. The Amplify CWP Growth & Income ETF (QDVO), an actively managed ETF, seeks to provide capital appreciation and, secondarily, high current income. public since 2024-08-22.

Snapshot as of May 15, 2026.

Spot Price
$30.67
ATM IV
35.3%
HV 20-Day
12.4%
HV 60-Day
16.2%
IV Rank
6.4%
IV Percentile
81.4%

As of May 15, 2026, Amplify CWP Growth & Income ETF (QDVO) ATM implied volatility is 35.3%. 20-day realized volatility is 12.4%, producing an IV-HV spread of +22.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 6.4%.

How QDVO iv/hv history Data Feeds Strategy Selection

Strategy selection on Amplify CWP Growth & Income ETF options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 35.3% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

Learn how implied vs realized volatility is reported and how to read the data →

Frequently asked QDVO iv/hv history questions

Is QDVO options pricing rich or cheap right now?
As of May 15, 2026, Amplify CWP Growth & Income ETF (QDVO) ATM IV is 35.3% against 20-day realized volatility of 12.4%. IV rank is 6.4%. QDVO options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 22.9 vol points.
What is the QDVO variance risk premium?
The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. QDVO is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does QDVO IV rank mean for strategy selection?
IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. QDVO's current rank of 6.4% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.