Implied Volatility (Mean) (180-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.

Fundstrat Granny Shots US Large Cap ETF (GRNY) had 180-Day Implied Volatility (Mean) of 0.2426 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3227
Historical Volatility (Parkinson)	0.2583
Implied Volatility (Calls)	0.2425
Implied Volatility (Puts)	0.2427
Implied Volatility (Mean)	0.2426
Put-Call Implied Volatility Ratio	1.0007
Implied Volatility Skew	0.0740
Option Statistics
Put-Call Ratio (Volume)	0.0056
Put-Call Ratio (Open Interest)	0.0753