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.

ProShares Long Online/Short Stores ETF (CLIX) had 120-Day Implied Volatility (Mean) of 0.2204 for 2025-05-22.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2793
Historical Volatility (Parkinson)	0.1531
Implied Volatility (Calls)	0.1925
Implied Volatility (Puts)	0.2484
Implied Volatility (Mean)	0.2204
Put-Call Implied Volatility Ratio	1.2909
Implied Volatility Skew	0.0294
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000