Implied Volatility (Mean) (60-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 All International Markets Value ETF (AVNV) had 60-Day Implied Volatility (Mean) of 0.1813 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2779
Historical Volatility (Parkinson)	0.1482
Implied Volatility (Calls)	0.1909
Implied Volatility (Puts)	0.1717
Implied Volatility (Mean)	0.1813
Put-Call Implied Volatility Ratio	0.8998
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--