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.

WisdomTree Emerging Markets Local Debt ETF (ELD) had 120-Day Implied Volatility (Mean) of 0.1280 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1255
Historical Volatility (Parkinson)	0.1924
Implied Volatility (Calls)	0.1272
Implied Volatility (Puts)	0.1289
Implied Volatility (Mean)	0.1280
Put-Call Implied Volatility Ratio	1.0138
Implied Volatility Skew	0.0021
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	24.0000