Implied Volatility (Mean) (30-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) 30-Day Implied Volatility (Mean) data is not available for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3979
Historical Volatility (Parkinson)	0.4362
Implied Volatility (Calls)	0.9176
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