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.

REX FANG & Innovation Equity Premium Income ETF (FEPI) had 30-Day Implied Volatility (Mean) of 0.2499 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1255
Historical Volatility (Parkinson)	0.1157
Implied Volatility (Calls)	0.2959
Implied Volatility (Puts)	0.2038
Implied Volatility (Mean)	0.2499
Put-Call Implied Volatility Ratio	0.6887
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	4.9039