Implied Volatility (Calls) (120-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.

Unusual Whales Subversive Democratic Trading ETF (NANC) had 120-Day Implied Volatility (Calls) of 0.1876 for 2025-06-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2929
Historical Volatility (Parkinson)	0.2214
Implied Volatility (Calls)	0.1876
Implied Volatility (Puts)	0.2897
Implied Volatility (Mean)	0.2387
Put-Call Implied Volatility Ratio	1.5442
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0346