Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

First Trust SkyBridge Crypto Industry and Digital Economy ETF (CRPT) had 120-Day Historical Volatility (Close-to-Close) of 0.7705 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7705
Historical Volatility (Parkinson)	0.6201
Implied Volatility (Calls)	0.6332
Implied Volatility (Puts)	0.7229
Implied Volatility (Mean)	0.6781
Put-Call Implied Volatility Ratio	1.1416
Implied Volatility Skew	0.0078
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0584