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 500 China A-Shares Small Cap ETF (ASHS) had 30-Day Implied Volatility (Mean) of 0.1607 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1846
Historical Volatility (Parkinson)	0.0362
Implied Volatility (Calls)	0.1596
Implied Volatility (Puts)	0.1619
Implied Volatility (Mean)	0.1607
Put-Call Implied Volatility Ratio	1.0140
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.1927