Implied Volatility (Puts) (60-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 60-Day Implied Volatility (Puts) of 2.4071 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3259
Historical Volatility (Parkinson)	0.4675
Implied Volatility (Calls)	1.9042
Implied Volatility (Puts)	2.4071
Implied Volatility (Mean)	2.1557
Put-Call Implied Volatility Ratio	1.2641
Implied Volatility Skew	-0.0341
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000