Implied Volatility (Mean) (120-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.

ProShares Investment Grade-Interest Rate Hedged (IGHG) had 120-Day Implied Volatility (Mean) of 0.1277 for 2025-08-28.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0359
Historical Volatility (Parkinson)	0.0432
Implied Volatility (Calls)	0.1670
Implied Volatility (Puts)	0.0883
Implied Volatility (Mean)	0.1277
Put-Call Implied Volatility Ratio	0.5289
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--