Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Corgi Digital Banking & Fintech Infrastructure ETF (KYC) had 180-Day Implied Volatility (Puts) of 0.4207 for 2026-07-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.3390
Implied Volatility (Puts)	0.4207
Implied Volatility (Mean)	0.3798
Put-Call Implied Volatility Ratio	1.2412
Implied Volatility Skew	0.0534
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000