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.
iPath Bloomberg Commodity Index Total Return ETN (DJP) had 150-Day Implied Volatility (Mean) of 0.2021 for 2025-05-30.
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