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.
iPath CBOE S&P 500 BuyWrite Index ETN (BWVTF) 30-Day Implied Volatility (Mean) data is not available for 2018-04-12.
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