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NSPY - NightShares 500 ETF
Implied Volatility Analysis

Implied Volatility:
151.5%

NightShares 500 ETF has an Implied Volatility (IV) of 151.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NSPY is 35 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for NSPY is 0.14 standard deviations away from its 1 year mean.

Market Cap$3.67M
Implied Volatility (IV) 30d
151.52
Implied Volatility Rank (IVR) 1y
35.27
Implied Volatility Percentile (IVP) 1y
69.09
Historical Volatility (HV) 30d
11.12
IV / HV
13.63
Open Interest
212.00

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

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