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.
Pacer US Small Cap Cash Cows ETF (CALF) had 120-Day Implied Volatility (Mean) of 0.2194 for 2025-05-30.
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