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SWAN - Amplify BlackSwan Growth & Treasury Core ETF
Implied Volatility Analysis

Implied Volatility:
31.3%

Amplify BlackSwan Growth & Treasury Core ETF has an Implied Volatility (IV) of 31.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SWAN is 11 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for SWAN is -0.43 standard deviations away from its 1 year mean.

Market Cap$328.31M
Dividend Yield7.30% ($1.86)
Implied Volatility (IV) 30d
31.25
Implied Volatility Rank (IVR) 1y
10.62
Implied Volatility Percentile (IVP) 1y
31.83
Historical Volatility (HV) 30d
12.74
IV / HV
2.45
Open Interest
51.00

Data was calculated after the 9/23/2022 closing.

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