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.

Volatility Shares Trust XRP ETF (XRPI) had 180-Day Implied Volatility (Mean) of 0.8826 for 2025-08-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.8733
Implied Volatility (Puts)	0.8919
Implied Volatility (Mean)	0.8826
Put-Call Implied Volatility Ratio	1.0213
Implied Volatility Skew	0.0323
Option Statistics
Put-Call Ratio (Volume)	0.2842
Put-Call Ratio (Open Interest)	0.1238