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.

USCF SummerHaven Dynamic Commodity Strategy No K-1 ETF (SDCI) had 180-Day Implied Volatility (Mean) of 0.2148 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1668
Historical Volatility (Parkinson)	0.1960
Implied Volatility (Calls)	0.1504
Implied Volatility (Puts)	0.2791
Implied Volatility (Mean)	0.2148
Put-Call Implied Volatility Ratio	1.8554
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000