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CCOR - Core Alternative ETF
Implied Volatility Analysis

Implied Volatility:
61.0%

Core Alternative ETF has an Implied Volatility (IV) of 61.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCOR is 28 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for CCOR is 0.11 standard deviations away from its 1 year mean.

Market Cap$560.87M
Dividend Yield0.95% ($0.31)
Implied Volatility (IV) 30d
60.96
Implied Volatility Rank (IVR) 1y
27.92
Implied Volatility Percentile (IVP) 1y
66.67
Historical Volatility (HV) 30d
19.23
IV / HV
3.17
Open Interest
6.00

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

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