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GFOF - Grayscale Future of Finance ETF
Implied Volatility Analysis

Implied Volatility:
160.3%

Grayscale Future of Finance ETF has an Implied Volatility (IV) of 160.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GFOF is 8 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for GFOF is -0.87 standard deviations away from its 1 year mean.

Market Cap$6.11M
Implied Volatility (IV) 30d
160.27
Implied Volatility Rank (IVR) 1y
8.35
Implied Volatility Percentile (IVP) 1y
12.05
Historical Volatility (HV) 30d
63.10
IV / HV
2.54
Open Interest
13.00

Data was calculated after the 9/16/2022 closing.

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