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 Currency Hedged MSCI Emerging Markets ETF (HEEM) had 20-Day Implied Volatility (Calls) of 0.5052 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1528
Historical Volatility (Parkinson)	0.0628
Implied Volatility (Calls)	0.5052
Implied Volatility (Puts)	0.1932
Implied Volatility (Mean)	0.3492
Put-Call Implied Volatility Ratio	0.3823
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--