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USCI - United States Commodity Index Fund
Implied Volatility Analysis

Implied Volatility:
33.9%
Put/Call-Ratio:
0.83

United States Commodity Index Fund has an Implied Volatility (IV) of 33.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USCI is 27 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for USCI is 0.12 standard deviations away from its 1 year mean.

Market Cap$282.19M
Implied Volatility (IV) 30d
33.93
Implied Volatility Rank (IVR) 1y
26.62
Implied Volatility Percentile (IVP) 1y
61.85
Historical Volatility (HV) 30d
21.25
IV / HV
1.60
Open Interest
1.03K
Option Volume
11.00
Put/Call Ratio (Volume)
0.83

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

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