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.

Franklin U.S. Large Cap Multifactor Index ETF (FLQL) had 120-Day Implied Volatility (Mean) of 0.1703 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2814
Historical Volatility (Parkinson)	0.2090
Implied Volatility (Calls)	0.1591
Implied Volatility (Puts)	0.1815
Implied Volatility (Mean)	0.1703
Put-Call Implied Volatility Ratio	1.1411
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--