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.

Bitwise Trendwise Ether and Treasuries Rotation Strategy ETF (AETH) had 30-Day Implied Volatility (Mean) of 0.8067 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8142
Historical Volatility (Parkinson)	0.2884
Implied Volatility (Calls)	0.8115
Implied Volatility (Puts)	0.8020
Implied Volatility (Mean)	0.8067
Put-Call Implied Volatility Ratio	0.9883
Implied Volatility Skew	0.1013
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0376