Implied Volatility (Mean) (120-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.

Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) had 120-Day Implied Volatility (Mean) of 0.2503 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1883
Historical Volatility (Parkinson)	0.1676
Implied Volatility (Calls)	0.2353
Implied Volatility (Puts)	0.2654
Implied Volatility (Mean)	0.2503
Put-Call Implied Volatility Ratio	1.1278
Implied Volatility Skew	0.0198
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8776