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.

REX HOOD Growth & Income ETF (HOII) had 180-Day Implied Volatility (Mean) of 0.8047 for 2025-11-14.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.3014
Implied Volatility (Puts)	1.3080
Implied Volatility (Mean)	0.8047
Put-Call Implied Volatility Ratio	4.3392
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000