Implied Volatility (Mean) (180-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.

WisdomTree Europe Hedged Equity ETF (HEDJ) had 180-Day Implied Volatility (Mean) of 0.1964 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2247
Historical Volatility (Parkinson)	0.1762
Implied Volatility (Calls)	0.2029
Implied Volatility (Puts)	0.1898
Implied Volatility (Mean)	0.1964
Put-Call Implied Volatility Ratio	0.9351
Implied Volatility Skew	0.0573
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2500