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.

GraniteShares 2x Long RDDT Daily ETF (RDTL) had 180-Day Implied Volatility (Mean) of 1.4361 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	1.3968
Implied Volatility (Puts)	1.4753
Implied Volatility (Mean)	1.4361
Put-Call Implied Volatility Ratio	1.0561
Implied Volatility Skew	0.0013
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0332