Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Franklin International Core Dividend Tilt Index ETF (DIVI) had 20-Day Implied Volatility (Calls) of 0.2343 for 2026-06-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1294
Historical Volatility (Parkinson)	0.0907
Implied Volatility (Calls)	0.2343
Implied Volatility (Puts)	0.2326
Implied Volatility (Mean)	0.2335
Put-Call Implied Volatility Ratio	0.9926
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--