Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

VistaShares Artificial Intelligence Supercycle ETF (AIS) had 30-Day Implied Volatility (Puts) of 0.3418 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2262
Historical Volatility (Parkinson)	0.1697
Implied Volatility (Calls)	0.3193
Implied Volatility (Puts)	0.3418
Implied Volatility (Mean)	0.3306
Put-Call Implied Volatility Ratio	1.0704
Implied Volatility Skew	0.0706
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1000