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CSH - Morgan Creek - Exos Active SPAC Arbitrage ETF
Implied Volatility Analysis

Implied Volatility:
130.7%

Morgan Creek - Exos Active SPAC Arbitrage ETF has an Implied Volatility (IV) of 130.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CSH is 31 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for CSH is -0.31 standard deviations away from its 1 year mean.

Market Cap$8.66M
Implied Volatility (IV) 30d
130.73
Implied Volatility Rank (IVR) 1y
30.52
Implied Volatility Percentile (IVP) 1y
47.83
Historical Volatility (HV) 30d
3.94
IV / HV
33.18

Data was calculated after the 9/28/2022 closing.

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