ZEGA Buy and Hedge ETF has an Implied Volatility (IV) of 268.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZHDG is 77 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for ZHDG is 5.50 standard deviations away from its 1 year mean.
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 9/21/2022 closing.