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BLCN - Siren Nasdaq NexGen Economy ETF
Implied Volatility Analysis

Implied Volatility:
40.7%

Siren Nasdaq NexGen Economy ETF has an Implied Volatility (IV) of 40.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BLCN is 19 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for BLCN is -0.75 standard deviations away from its 1 year mean.

Market Cap$107.62M
Dividend Yield1.13% ($0.26)
Next Dividend Date12/22/2022 (26d)
Implied Volatility (IV) 30d
40.69
Implied Volatility Rank (IVR) 1y
19.10
Implied Volatility Percentile (IVP) 1y
27.77
Historical Volatility (HV) 30d
37.64
IV / HV
1.08
Open Interest
1.45K
Option Volume
4.00

Data was calculated after the 11/25/2022 closing.

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