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.

Pacer US Cash Cows 100 ETF (COWZ) had 180-Day Implied Volatility (Mean) of 0.1949 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2306
Historical Volatility (Parkinson)	0.1890
Implied Volatility (Calls)	0.1720
Implied Volatility (Puts)	0.2177
Implied Volatility (Mean)	0.1949
Put-Call Implied Volatility Ratio	1.2657
Implied Volatility Skew	0.0155
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4423