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BITO - ProShares Bitcoin Strategy ETF
Implied Volatility Analysis

Implied Volatility:
73.2%
Put/Call-Ratio:
2.74

ProShares Bitcoin Strategy ETF has an Implied Volatility (IV) of 73.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BITO is 22 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for BITO is -0.52 standard deviations away from its 1 year mean.

Market Cap$609.84M
Next Dividend Date12/22/2022 (82d)
Implied Volatility (IV) 30d
73.17
Implied Volatility Rank (IVR) 1y
22.28
Implied Volatility Percentile (IVP) 1y
32.77
Historical Volatility (HV) 30d
61.69
IV / HV
1.19
Open Interest
810.07K
Option Volume
112.42K
Put/Call Ratio (Volume)
2.74

Data was calculated after the 9/30/2022 closing.

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