Implied Volatility (Calls) (20-Day)

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

Corgi Digital Banking & Fintech Infrastructure ETF (KYC) had 20-Day Implied Volatility (Calls) of 0.2565 for 2026-07-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1834
Historical Volatility (Parkinson)	0.1252
Implied Volatility (Calls)	0.2565
Implied Volatility (Puts)	0.5625
Implied Volatility (Mean)	0.4095
Put-Call Implied Volatility Ratio	2.1932
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000