Implied Volatility (Mean) (120-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.

Breakwave Dry Bulk Shipping ETF (BDRY) had 120-Day Implied Volatility (Mean) of 0.7262 for 2025-05-23.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5061
Historical Volatility (Parkinson)	0.2623
Implied Volatility (Calls)	0.7910
Implied Volatility (Puts)	0.6614
Implied Volatility (Mean)	0.7262
Put-Call Implied Volatility Ratio	0.8361
Implied Volatility Skew	0.0724
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0328