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.

iShares MSCI Intl Momentum Factor ETF (IMTM) had 30-Day Implied Volatility (Mean) of 0.1796 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1196
Historical Volatility (Parkinson)	0.0829
Implied Volatility (Calls)	0.2094
Implied Volatility (Puts)	0.1498
Implied Volatility (Mean)	0.1796
Put-Call Implied Volatility Ratio	0.7153
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--