Implied Volatility (Mean) (20-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 20-Day Implied Volatility (Mean) of 0.1844 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2128
Historical Volatility (Parkinson)	0.0790
Implied Volatility (Calls)	0.1776
Implied Volatility (Puts)	0.1911
Implied Volatility (Mean)	0.1844
Put-Call Implied Volatility Ratio	1.0761
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--