Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.4903 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2203
Historical Volatility (Parkinson)	0.1423
Implied Volatility (Calls)	0.2870
Implied Volatility (Puts)	0.6937
Implied Volatility (Mean)	0.4903
Put-Call Implied Volatility Ratio	2.4171
Implied Volatility Skew	0.4628
Option Statistics
Put-Call Ratio (Volume)	0.0275
Put-Call Ratio (Open Interest)	0.1343