← Back to Stock / ETF implied volatility screener# CSH - Morgan Creek - Exos Active SPAC Arbitrage ETF

Implied Volatility Analysis

**Implied Volatility:**

130.7%

Implied Volatility Analysis

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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