Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.1942 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1509
Historical Volatility (Parkinson)	0.0815
Implied Volatility (Calls)	0.1932
Implied Volatility (Puts)	0.1953
Implied Volatility (Mean)	0.1942
Put-Call Implied Volatility Ratio	1.0107
Implied Volatility Skew	0.0047
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0419