Implied Volatility (Calls) (10-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.

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 10-Day Implied Volatility (Calls) of 0.9359 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3309
Historical Volatility (Parkinson)	0.4407
Implied Volatility (Calls)	0.9359
Implied Volatility (Puts)	0.9976
Implied Volatility (Mean)	0.9668
Put-Call Implied Volatility Ratio	1.0659
Implied Volatility Skew	-0.2279
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0549