Implied Volatility (Puts) (20-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.

Unusual Whales Subversive Democratic Trading ETF (NANC) had 20-Day Implied Volatility (Puts) of 0.2861 for 2025-06-06.

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Figures for 2025-06-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1426
Historical Volatility (Parkinson)	0.1091
Implied Volatility (Calls)	0.1856
Implied Volatility (Puts)	0.2861
Implied Volatility (Mean)	0.2358
Put-Call Implied Volatility Ratio	1.5413
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0556
Put-Call Ratio (Open Interest)	0.0985