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.

ProShares Decline of the Retail Store ETF (EMTY) had 30-Day Implied Volatility (Mean) of 0.4307 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2581
Historical Volatility (Parkinson)	0.1601
Implied Volatility (Calls)	0.4039
Implied Volatility (Puts)	0.4576
Implied Volatility (Mean)	0.4307
Put-Call Implied Volatility Ratio	1.1330
Implied Volatility Skew	0.0365
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000