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.

iShares MSCI Switzerland ETF (EWL) had 120-Day Implied Volatility (Mean) of 0.3130 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2033
Historical Volatility (Parkinson)	0.1408
Implied Volatility (Calls)	0.3192
Implied Volatility (Puts)	0.3068
Implied Volatility (Mean)	0.3130
Put-Call Implied Volatility Ratio	0.9613
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5627