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IBUY - Amplify Online Retail ETF
Implied Volatility Analysis

Implied Volatility:
98.6%

Amplify Online Retail ETF has an Implied Volatility (IV) of 98.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IBUY is 48 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for IBUY is 1.03 standard deviations away from its 1 year mean.

Market Cap$209.14M
Implied Volatility (IV) 30d
98.60
Implied Volatility Rank (IVR) 1y
48.35
Implied Volatility Percentile (IVP) 1y
87.29
Historical Volatility (HV) 30d
43.71
IV / HV
2.26
Open Interest
165.00
Option Volume
8.00

Data was calculated after the 9/22/2022 closing.

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