Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.8266 for 2025-06-02.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8266
Historical Volatility (Parkinson)	0.6179
Implied Volatility (Calls)	0.6378
Implied Volatility (Puts)	0.7010
Implied Volatility (Mean)	0.6694
Put-Call Implied Volatility Ratio	1.0990
Implied Volatility Skew	0.0321
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1177