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.

Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF (QQQY) had 20-Day Implied Volatility (Mean) of 0.2384 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1019
Historical Volatility (Parkinson)	0.0988
Implied Volatility (Calls)	0.1683
Implied Volatility (Puts)	0.3086
Implied Volatility (Mean)	0.2384
Put-Call Implied Volatility Ratio	1.8335
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1011