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BNO - United States Brent Crude Oil Fund
Implied Volatility Analysis

Implied Volatility:
58.7%
Put/Call-Ratio:
0.08

United States Brent Crude Oil Fund has an Implied Volatility (IV) of 58.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BNO is 38 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for BNO is 0.50 standard deviations away from its 1 year mean.

Market Cap$207.25M
Implied Volatility (IV) 30d
58.69
Implied Volatility Rank (IVR) 1y
38.40
Implied Volatility Percentile (IVP) 1y
78.05
Historical Volatility (HV) 30d
42.17
IV / HV
1.39
Open Interest
29.63K
Option Volume
904.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 10/4/2022 closing.

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