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.

JPMorgan BetaBuilders Canada ETF (BBCA) had 60-Day Implied Volatility (Mean) of 0.1582 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2536
Historical Volatility (Parkinson)	0.2017
Implied Volatility (Calls)	0.1443
Implied Volatility (Puts)	0.1721
Implied Volatility (Mean)	0.1582
Put-Call Implied Volatility Ratio	1.1926
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--