Implied Volatility (Mean) (180-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 ESG Aware MSCI USA Small-Cap ETF (ESML) had 180-Day Implied Volatility (Mean) of 0.3517 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2733
Historical Volatility (Parkinson)	0.2183
Implied Volatility (Calls)	0.5385
Implied Volatility (Puts)	0.1648
Implied Volatility (Mean)	0.3517
Put-Call Implied Volatility Ratio	0.3060
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--