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.

iShares MSCI Intl Quality Factor ETF (IQLT) had 120-Day Implied Volatility (Mean) of 0.1896 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2225
Historical Volatility (Parkinson)	0.1508
Implied Volatility (Calls)	0.1957
Implied Volatility (Puts)	0.1835
Implied Volatility (Mean)	0.1896
Put-Call Implied Volatility Ratio	0.9381
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000