Implied Volatility (Mean) (90-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 International Developed Real Estate ETF (IFGL) had 90-Day Implied Volatility (Mean) of 0.6133 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1917
Historical Volatility (Parkinson)	0.1366
Implied Volatility (Calls)	0.6563
Implied Volatility (Puts)	0.5704
Implied Volatility (Mean)	0.6133
Put-Call Implied Volatility Ratio	0.8690
Implied Volatility Skew	0.5673
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--