Cambria Tail Risk ETF

CBOE: TAIL · Real-Time Price · USD
11.85
0.06 (0.55%)
At close: Aug 19, 2025, 3:00 PM

TAIL Option Overview

Overview for all option chains of TAIL. As of August 20, 2025, TAIL options have an IV of 103.5% and an IV rank of 93.72%. The volume is 0 contracts, which is n/a of average daily volume of 22 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
103.5%
IV Rank
93.72%
Historical Volatility
7.95%
IV Low
1.8% on Jan 16, 2025
IV High
110.32% on Aug 19, 2025

Open Interest (OI)

Today's Open Interest
1,038
Put-Call Ratio
3.17
Put Open Interest
789
Call Open Interest
249
Open Interest Avg (30-day)
853
Today vs Open Interest Avg (30-day)
121.69%

Option Volume

Today's Volume
0
Put-Call Ratio
0
Put Volume
0
Call Volume
0
Volume Avg (30-day)
22
Today vs Volume Avg (30-day)
n/a

Option Chain Statistics

This table provides a comprehensive overview of all TAIL options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 0 0 0 242 788 3.26 103.5% 10
Oct 17, 2025 0 0 0 0 1 0 126.03% 10
Dec 19, 2025 0 0 0 7 0 0 88.12% 9
Jan 16, 2026 0 0 0 0 0 0 20.19% 99
Mar 20, 2026 0 0 0 0 0 0 69.11% 9