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 China Large-Cap ETF (FXI) had 120-Day Implied Volatility (Mean) of 0.2141 for 2025-05-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3536
Historical Volatility (Parkinson)	0.2060
Implied Volatility (Calls)	0.1388
Implied Volatility (Puts)	0.2893
Implied Volatility (Mean)	0.2141
Put-Call Implied Volatility Ratio	2.0838
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0613
Put-Call Ratio (Open Interest)	1.5762