Implied Volatility (Calls) (20-Day)

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

REX FANG & Innovation Equity Premium Income ETF (FEPI) had 20-Day Implied Volatility (Calls) of 0.1502 for 2025-06-06.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1422
Historical Volatility (Parkinson)	0.1307
Implied Volatility (Calls)	0.1502
Implied Volatility (Puts)	0.2808
Implied Volatility (Mean)	0.2155
Put-Call Implied Volatility Ratio	1.8699
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2143
Put-Call Ratio (Open Interest)	3.7068