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.

Avantis U.S. Mid Cap Value ETF (AVMV) had 30-Day Implied Volatility (Mean) of 0.2157 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2201
Historical Volatility (Parkinson)	0.1074
Implied Volatility (Calls)	0.1969
Implied Volatility (Puts)	0.2345
Implied Volatility (Mean)	0.2157
Put-Call Implied Volatility Ratio	1.1914
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--