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.

Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) had 180-Day Implied Volatility (Mean) of 0.5686 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6439
Historical Volatility (Parkinson)	0.5776
Implied Volatility (Calls)	0.5490
Implied Volatility (Puts)	0.5882
Implied Volatility (Mean)	0.5686
Put-Call Implied Volatility Ratio	1.0714
Implied Volatility Skew	-0.0679
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000