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.

SPDR Bloomberg International Treasury Bond ETF (BWX) 30-Day Implied Volatility (Mean) data is not available for 2024-04-19.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0779
Historical Volatility (Parkinson)	0.0543
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2141
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	22.43
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--