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CRYP - AdvisorShares Managed Bitcoin Strategy ETF
Implied Volatility Analysis

Implied Volatility:
195.9%

AdvisorShares Managed Bitcoin Strategy ETF has an Implied Volatility (IV) of 195.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRYP is 18 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for CRYP is -0.08 standard deviations away from its 1 year mean.

Market Cap$164.48K
Implied Volatility (IV) 30d
195.88
Implied Volatility Rank (IVR) 1y
17.74
Implied Volatility Percentile (IVP) 1y
58.97
Historical Volatility (HV) 30d
31.93
IV / HV
6.13
Open Interest
5.00

Data was calculated after the 9/23/2022 closing.

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