Implied Volatility (Mean) (150-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 150-Day Implied Volatility (Mean) of 0.0899 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1062
Historical Volatility (Parkinson)	0.0932
Implied Volatility (Calls)	0.0953
Implied Volatility (Puts)	0.0845
Implied Volatility (Mean)	0.0899
Put-Call Implied Volatility Ratio	0.8867
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000