Implied Volatility (Puts) (20-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF (CDEI) had 20-Day Implied Volatility (Puts) of 0.1777 for 2026-04-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1288
Historical Volatility (Parkinson)	0.0394
Implied Volatility (Calls)	0.2002
Implied Volatility (Puts)	0.1777
Implied Volatility (Mean)	0.1889
Put-Call Implied Volatility Ratio	0.8878
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--