Implied Volatility (Mean) (30-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.

WisdomTree International Hedged Quality Dividend Growth ETF (IHDG) had 30-Day Implied Volatility (Mean) of 0.2689 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1513
Historical Volatility (Parkinson)	0.0848
Implied Volatility (Calls)	0.2629
Implied Volatility (Puts)	0.2750
Implied Volatility (Mean)	0.2689
Put-Call Implied Volatility Ratio	1.0462
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000