Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.9211 for 2026-10-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4773
Historical Volatility (Parkinson)	0.4084
Implied Volatility (Calls)	0.8121
Implied Volatility (Puts)	1.0301
Implied Volatility (Mean)	0.9211
Put-Call Implied Volatility Ratio	1.2683
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0455