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.

WEBs Health Care XLV Defined Volatility ETF (DVXV) had 30-Day Implied Volatility (Mean) of 0.6896 for 2026-02-20.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1963
Historical Volatility (Parkinson)	0.0429
Implied Volatility (Calls)	0.6589
Implied Volatility (Puts)	0.7204
Implied Volatility (Mean)	0.6896
Put-Call Implied Volatility Ratio	1.0934
Implied Volatility Skew	0.0146
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--