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.

Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) had 30-Day Implied Volatility (Mean) of 0.5319 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1001
Historical Volatility (Parkinson)	0.1011
Implied Volatility (Calls)	0.5394
Implied Volatility (Puts)	0.5244
Implied Volatility (Mean)	0.5319
Put-Call Implied Volatility Ratio	0.9722
Implied Volatility Skew	0.1319
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--