Implied Volatility (Mean) (180-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 Core Municipal Fixed Income ETF (AVMU) had 180-Day Implied Volatility (Mean) of 0.1224 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0729
Historical Volatility (Parkinson)	0.0541
Implied Volatility (Calls)	0.1161
Implied Volatility (Puts)	0.1288
Implied Volatility (Mean)	0.1224
Put-Call Implied Volatility Ratio	1.1088
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--