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.

Invesco DB Commodity Index Tracking ETF (DBC) had 120-Day Implied Volatility (Mean) of 0.4757 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1743
Historical Volatility (Parkinson)	0.1174
Implied Volatility (Calls)	0.3999
Implied Volatility (Puts)	0.5515
Implied Volatility (Mean)	0.4757
Put-Call Implied Volatility Ratio	1.3789
Implied Volatility Skew	0.0540
Option Statistics
Put-Call Ratio (Volume)	0.0069
Put-Call Ratio (Open Interest)	0.3440