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.

SPDR Dow Jones Industrial Average ETF (DIA) had 120-Day Implied Volatility (Mean) of 0.1776 for 2025-05-02.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2414
Historical Volatility (Parkinson)	0.1971
Implied Volatility (Calls)	0.1795
Implied Volatility (Puts)	0.1757
Implied Volatility (Mean)	0.1776
Put-Call Implied Volatility Ratio	0.9787
Implied Volatility Skew	0.0814
Option Statistics
Put-Call Ratio (Volume)	0.3209
Put-Call Ratio (Open Interest)	1.9477