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 Large Cap Core Plus (CSM) had 120-Day Implied Volatility (Mean) of 0.1784 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2963
Historical Volatility (Parkinson)	0.1864
Implied Volatility (Calls)	0.1702
Implied Volatility (Puts)	0.1866
Implied Volatility (Mean)	0.1784
Put-Call Implied Volatility Ratio	1.0965
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--