Implied Volatility (Mean) (20-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 Copper and Metals Mining ETF (ICOP) had 20-Day Implied Volatility (Mean) of 0.4462 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2044
Historical Volatility (Parkinson)	0.1321
Implied Volatility (Calls)	0.4229
Implied Volatility (Puts)	0.4695
Implied Volatility (Mean)	0.4462
Put-Call Implied Volatility Ratio	1.1101
Implied Volatility Skew	-0.0104
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--