Implied Volatility (Mean) (60-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.

Overlay Shares Hedged Large Cap Equity ETF (OVLH) had 60-Day Implied Volatility (Mean) of 0.3614 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1752
Historical Volatility (Parkinson)	0.1001
Implied Volatility (Calls)	0.3530
Implied Volatility (Puts)	0.3699
Implied Volatility (Mean)	0.3614
Put-Call Implied Volatility Ratio	1.0476
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--