Implied Volatility (Puts) (120-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (BBAX) had 120-Day Implied Volatility (Puts) of 0.1888 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1382
Historical Volatility (Parkinson)	0.0952
Implied Volatility (Calls)	0.2202
Implied Volatility (Puts)	0.1888
Implied Volatility (Mean)	0.2045
Put-Call Implied Volatility Ratio	0.8573
Implied Volatility Skew	0.0770
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--