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CRPT - First Trust SkyBridge Crypto Industry and Digital Economy ETF
Implied Volatility Analysis

Implied Volatility:
245.0%

First Trust SkyBridge Crypto Industry and Digital Economy ETF has an Implied Volatility (IV) of 245.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRPT is 31 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for CRPT is 0.34 standard deviations away from its 1 year mean.

Market Cap$23.25M
Implied Volatility (IV) 30d
245.00
Implied Volatility Rank (IVR) 1y
31.23
Implied Volatility Percentile (IVP) 1y
74.99
Historical Volatility (HV) 30d
68.00
IV / HV
3.60
Open Interest
1.83K
Option Volume
11.00

Data was calculated after the 9/29/2022 closing.

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