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.

Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) had 30-Day Implied Volatility (Mean) of 0.1826 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1720
Historical Volatility (Parkinson)	0.0518
Implied Volatility (Calls)	0.1680
Implied Volatility (Puts)	0.1971
Implied Volatility (Mean)	0.1826
Put-Call Implied Volatility Ratio	1.1733
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	29.4608
Put-Call Ratio (Open Interest)	2.1546