Implied Volatility (Calls) (20-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
iShares MSCI Hong Kong ETF (EWH) had 20-Day Implied Volatility (Calls) of 0.4078 for 2026-09-02.
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