Implied Volatility (Mean) (120-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.

Avantis U.S. Mid Cap Equity ETF (AVMC) had 120-Day Implied Volatility (Mean) of 0.1783 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2907
Historical Volatility (Parkinson)	0.1996
Implied Volatility (Calls)	0.1670
Implied Volatility (Puts)	0.1896
Implied Volatility (Mean)	0.1783
Put-Call Implied Volatility Ratio	1.1355
Implied Volatility Skew	0.0412
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--