Implied Volatility (Mean) (20-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 20-Day Implied Volatility (Mean) of 0.6822 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2342
Historical Volatility (Parkinson)	0.1215
Implied Volatility (Calls)	1.2287
Implied Volatility (Puts)	0.1356
Implied Volatility (Mean)	0.6822
Put-Call Implied Volatility Ratio	0.1103
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--