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.

Fundstrat Granny Shots US Large Cap ETF (GRNY) had 30-Day Implied Volatility (Mean) of 0.2217 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1989
Historical Volatility (Parkinson)	0.1544
Implied Volatility (Calls)	0.2159
Implied Volatility (Puts)	0.2275
Implied Volatility (Mean)	0.2217
Put-Call Implied Volatility Ratio	1.0534
Implied Volatility Skew	-0.0080
Option Statistics
Put-Call Ratio (Volume)	0.0523
Put-Call Ratio (Open Interest)	0.1134