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.

Fidelity Crypto Industry and Digital Payments ETF (FDIG) had 30-Day Implied Volatility (Mean) of 0.5199 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4698
Historical Volatility (Parkinson)	0.3334
Implied Volatility (Calls)	0.5381
Implied Volatility (Puts)	0.5018
Implied Volatility (Mean)	0.5199
Put-Call Implied Volatility Ratio	0.9327
Implied Volatility Skew	0.1318
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.8125