Implied Volatility (Mean) (20-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.

Leverage Shares 2X Long CRCL Daily ETF (CRCG) had 20-Day Implied Volatility (Mean) of 1.5969 for 2025-08-22.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	1.5659
Implied Volatility (Puts)	1.6279
Implied Volatility (Mean)	1.5969
Put-Call Implied Volatility Ratio	1.0395
Implied Volatility Skew	0.0968
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	0.1304