Implied Volatility (Mean) (60-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.

ProShares MSCI Transformational Changes ETF (ANEW) had 60-Day Implied Volatility (Mean) of 0.1811 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3452
Historical Volatility (Parkinson)	0.2178
Implied Volatility (Calls)	0.1769
Implied Volatility (Puts)	0.1852
Implied Volatility (Mean)	0.1811
Put-Call Implied Volatility Ratio	1.0471
Implied Volatility Skew	0.0756
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--