Implied Volatility (Mean) (30-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.

Simplify Managed Futures Strategy ETF (CTA) had 30-Day Implied Volatility (Mean) of 0.4811 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1105
Historical Volatility (Parkinson)	0.0844
Implied Volatility (Calls)	0.6002
Implied Volatility (Puts)	0.3621
Implied Volatility (Mean)	0.4811
Put-Call Implied Volatility Ratio	0.6033
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.6513