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SPC - CrossingBridge Pre-Merger SPAC ETF
Implied Volatility Analysis

Implied Volatility:
45.5%

CrossingBridge Pre-Merger SPAC ETF has an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPC is 12 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for SPC is -0.39 standard deviations away from its 1 year mean.

Market Cap$61.71M
Implied Volatility (IV) 30d
45.45
Implied Volatility Rank (IVR) 1y
11.57
Implied Volatility Percentile (IVP) 1y
40.54
Historical Volatility (HV) 30d
1.09
IV / HV
41.70
Open Interest
10.00
Option Volume
1.00

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

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