Implied Volatility (Mean) (20-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.

WEBs Financial XLF Defined Volatility ETF (DVXF) had 20-Day Implied Volatility (Mean) of 1.8903 for 2026-02-19.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3419
Historical Volatility (Parkinson)	0.0157
Implied Volatility (Calls)	1.8641
Implied Volatility (Puts)	1.9164
Implied Volatility (Mean)	1.8903
Put-Call Implied Volatility Ratio	1.0280
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--