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.

abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM) had 30-Day Implied Volatility (Mean) of 0.8580 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1970
Historical Volatility (Parkinson)	0.0801
Implied Volatility (Calls)	0.5704
Implied Volatility (Puts)	1.1457
Implied Volatility (Mean)	0.8580
Put-Call Implied Volatility Ratio	2.0086
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--