Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.6855 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1585
Historical Volatility (Parkinson)	0.1022
Implied Volatility (Calls)	0.6802
Implied Volatility (Puts)	0.6909
Implied Volatility (Mean)	0.6855
Put-Call Implied Volatility Ratio	1.0157
Implied Volatility Skew	0.1229
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--