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.

WisdomTree International High Dividend ETF (DTH) had 30-Day Implied Volatility (Mean) of 0.3616 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0994
Historical Volatility (Parkinson)	0.1859
Implied Volatility (Calls)	0.3563
Implied Volatility (Puts)	0.3668
Implied Volatility (Mean)	0.3616
Put-Call Implied Volatility Ratio	1.0294
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--