Implied Volatility (Mean) (20-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.

NYLI Hedge Multi-Strategy Tracker ETF (QAI) had 20-Day Implied Volatility (Mean) of 0.5016 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0660
Historical Volatility (Parkinson)	0.0650
Implied Volatility (Calls)	0.2014
Implied Volatility (Puts)	0.8018
Implied Volatility (Mean)	0.5016
Put-Call Implied Volatility Ratio	3.9804
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000