Implied Volatility (Mean) (10-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.

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) had 10-Day Implied Volatility (Mean) of 0.7726 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1063
Historical Volatility (Parkinson)	0.0639
Implied Volatility (Calls)	0.7589
Implied Volatility (Puts)	0.7862
Implied Volatility (Mean)	0.7726
Put-Call Implied Volatility Ratio	1.0360
Implied Volatility Skew	0.3357
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0476