Implied Volatility (Mean) (150-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.

WisdomTree Emerging Markets SmallCap Dividend ETF (DGS) had 150-Day Implied Volatility (Mean) of 0.1384 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1838
Historical Volatility (Parkinson)	0.1134
Implied Volatility (Calls)	0.1336
Implied Volatility (Puts)	0.1432
Implied Volatility (Mean)	0.1384
Put-Call Implied Volatility Ratio	1.0723
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3736