Implied Volatility (Calls) (30-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 30-Day Implied Volatility (Calls) of 1.5302 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3979
Historical Volatility (Parkinson)	0.4252
Implied Volatility (Calls)	1.5302
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0333