Implied Volatility (Calls) (30-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

iShares U.S. Oil & Gas Exploration & Production ETF (IEO) 30-Day Implied Volatility (Calls) data is not available for 2025-08-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1878
Historical Volatility (Parkinson)	0.1776
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.8261
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5232