Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

TrueShares Structured Outcome (December) ETF (DECZ) 180-Day Implied Volatility (Puts) data is not available for 2026-04-20.

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Figures for 2026-04-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1100
Historical Volatility (Parkinson)	0.0563
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--