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HDRO - Defiance Next Gen H2 ETF
Implied Volatility Analysis

Implied Volatility:
80.8%

Defiance Next Gen H2 ETF has an Implied Volatility (IV) of 80.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HDRO is 7 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for HDRO is -1.13 standard deviations away from its 1 year mean.

Market Cap$48.50M
Implied Volatility (IV) 30d
80.76
Implied Volatility Rank (IVR) 1y
7.39
Implied Volatility Percentile (IVP) 1y
10.72
Historical Volatility (HV) 30d
50.09
IV / HV
1.61
Open Interest
1.46K
Option Volume
3.00

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

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