Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Corgi Sports Betting & Gambling ETF (ODDZ) had 180-Day Implied Volatility (Mean) of 0.5589 for 2026-07-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.6618
Implied Volatility (Puts)	0.4559
Implied Volatility (Mean)	0.5589
Put-Call Implied Volatility Ratio	0.6889
Implied Volatility Skew	0.1160
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000