Implied Volatility (Calls) (20-Day)

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

CoinShares Bitcoin Mining and Digital Power ETF (WGMI) had 20-Day Implied Volatility (Calls) of 0.6505 for 2026-09-04.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7708
Historical Volatility (Parkinson)	0.5685
Implied Volatility (Calls)	0.6505
Implied Volatility (Puts)	0.7171
Implied Volatility (Mean)	0.6838
Put-Call Implied Volatility Ratio	1.1025
Implied Volatility Skew	-0.1021
Option Statistics
Put-Call Ratio (Volume)	0.8457
Put-Call Ratio (Open Interest)	0.5605