Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.5471 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7835
Historical Volatility (Parkinson)	0.6307
Implied Volatility (Calls)	0.5308
Implied Volatility (Puts)	0.5634
Implied Volatility (Mean)	0.5471
Put-Call Implied Volatility Ratio	1.0615
Implied Volatility Skew	-0.0750
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000