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.

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 180-Day Implied Volatility (Mean) of 0.9849 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4505
Historical Volatility (Parkinson)	0.5104
Implied Volatility (Calls)	0.9860
Implied Volatility (Puts)	0.9839
Implied Volatility (Mean)	0.9849
Put-Call Implied Volatility Ratio	0.9979
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000