Implied Volatility (Mean) (180-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.

Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF (CDEI) had 180-Day Implied Volatility (Mean) of 0.1883 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2483
Historical Volatility (Parkinson)	0.1072
Implied Volatility (Calls)	0.1921
Implied Volatility (Puts)	0.1846
Implied Volatility (Mean)	0.1883
Put-Call Implied Volatility Ratio	0.9610
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--