Implied Volatility (Mean) (10-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.

iShares Interest Rate Hedged High Yield Bond ETF (HYGH) had 10-Day Implied Volatility (Mean) of 0.1340 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0484
Historical Volatility (Parkinson)	0.0406
Implied Volatility (Calls)	0.1108
Implied Volatility (Puts)	0.1572
Implied Volatility (Mean)	0.1340
Put-Call Implied Volatility Ratio	1.4196
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--