Implied Volatility (Mean) (180-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.

SPDR Galaxy Digital Asset Ecosystem ETF (DECO) had 180-Day Implied Volatility (Mean) of 0.5571 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6429
Historical Volatility (Parkinson)	0.2569
Implied Volatility (Calls)	0.5348
Implied Volatility (Puts)	0.5793
Implied Volatility (Mean)	0.5571
Put-Call Implied Volatility Ratio	1.0831
Implied Volatility Skew	0.0087
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--