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CRUZ - Defiance Hotel, Airline, and Cruise ETF
Implied Volatility Analysis

Implied Volatility:
126.0%

Defiance Hotel, Airline, and Cruise ETF has an Implied Volatility (IV) of 126.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRUZ is 50 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for CRUZ is 0.80 standard deviations away from its 1 year mean.

Market Cap$33.24M
Implied Volatility (IV) 30d
125.95
Implied Volatility Rank (IVR) 1y
50.11
Implied Volatility Percentile (IVP) 1y
74.80
Historical Volatility (HV) 30d
37.79
IV / HV
3.33
Open Interest
164.00
Option Volume
21.00

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

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