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.

SPDR Dow Jones Industrial Average ETF (DIA) had 60-Day Implied Volatility (Mean) of 0.1698 for 2025-05-02.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3130
Historical Volatility (Parkinson)	0.2533
Implied Volatility (Calls)	0.1728
Implied Volatility (Puts)	0.1668
Implied Volatility (Mean)	0.1698
Put-Call Implied Volatility Ratio	0.9650
Implied Volatility Skew	0.0828
Option Statistics
Put-Call Ratio (Volume)	2.2137
Put-Call Ratio (Open Interest)	1.5563