Implied Volatility (Mean) (120-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.

iShares MSCI China Small-Cap ETF (ECNS) had 120-Day Implied Volatility (Mean) of 0.1974 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3353
Historical Volatility (Parkinson)	0.1700
Implied Volatility (Calls)	0.1907
Implied Volatility (Puts)	0.2041
Implied Volatility (Mean)	0.1974
Put-Call Implied Volatility Ratio	1.0703
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8727