Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

USCF SummerHaven Dynamic Commodity Strategy No K-1 ETF (SDCI) had 180-Day Implied Volatility (Puts) of 0.3638 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1793
Historical Volatility (Parkinson)	0.1024
Implied Volatility (Calls)	0.3048
Implied Volatility (Puts)	0.3638
Implied Volatility (Mean)	0.3343
Put-Call Implied Volatility Ratio	1.1939
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0195