Implied Volatility (Calls) (180-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 180-Day Implied Volatility (Calls) of 0.1644 for 2025-08-01.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2457
Historical Volatility (Parkinson)	0.1864
Implied Volatility (Calls)	0.1644
Implied Volatility (Puts)	0.2245
Implied Volatility (Mean)	0.1944
Put-Call Implied Volatility Ratio	1.3660
Implied Volatility Skew	0.0022
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1663