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.

Invesco CurrencyShares Canadian Dollar Trust (FXC) had 30-Day Implied Volatility (Mean) of 0.0996 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0653
Historical Volatility (Parkinson)	0.0372
Implied Volatility (Calls)	0.1086
Implied Volatility (Puts)	0.0906
Implied Volatility (Mean)	0.0996
Put-Call Implied Volatility Ratio	0.8340
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0021
Put-Call Ratio (Open Interest)	1.5236