Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

WisdomTree International AI Enhanced Value Fund (AIVI) had 30-Day Implied Volatility (Mean) of 0.1791 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1028
Historical Volatility (Parkinson)	0.0377
Implied Volatility (Calls)	0.1834
Implied Volatility (Puts)	0.1748
Implied Volatility (Mean)	0.1791
Put-Call Implied Volatility Ratio	0.9533
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000