Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.1817 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3199
Historical Volatility (Parkinson)	0.1424
Implied Volatility (Calls)	0.1863
Implied Volatility (Puts)	0.1771
Implied Volatility (Mean)	0.1817
Put-Call Implied Volatility Ratio	0.9510
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--