Implied Volatility (Mean) (20-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.

Cyber Hornet S&P 500 and Bitcoin 75/25 Strategy ETF (ZZZ) had 20-Day Implied Volatility (Mean) of 0.6084 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2096
Historical Volatility (Parkinson)	0.0953
Implied Volatility (Calls)	0.2564
Implied Volatility (Puts)	0.9604
Implied Volatility (Mean)	0.6084
Put-Call Implied Volatility Ratio	3.7456
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--