Implied Volatility (Puts) (90-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.

Cyber Hornet S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) had 90-Day Implied Volatility (Puts) of 0.5083 for 2026-03-06.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2005
Historical Volatility (Parkinson)	0.0843
Implied Volatility (Calls)	0.2521
Implied Volatility (Puts)	0.5083
Implied Volatility (Mean)	0.3802
Put-Call Implied Volatility Ratio	2.0162
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--