Implied Volatility (Puts) (120-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.

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) had 120-Day Implied Volatility (Puts) of 0.5722 for 2025-06-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1573
Historical Volatility (Parkinson)	0.1009
Implied Volatility (Calls)	0.5100
Implied Volatility (Puts)	0.5722
Implied Volatility (Mean)	0.5411
Put-Call Implied Volatility Ratio	1.1220
Implied Volatility Skew	0.3218
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0030