Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.9110 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.9110
Historical Volatility (Parkinson)	0.6398
Implied Volatility (Calls)	0.6523
Implied Volatility (Puts)	0.7459
Implied Volatility (Mean)	0.6991
Put-Call Implied Volatility Ratio	1.1435
Implied Volatility Skew	-0.0134
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0556