Implied Volatility (Mean) (180-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 180-Day Implied Volatility (Mean) of 0.1784 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1951
Historical Volatility (Parkinson)	0.1334
Implied Volatility (Calls)	0.1871
Implied Volatility (Puts)	0.1698
Implied Volatility (Mean)	0.1784
Put-Call Implied Volatility Ratio	0.9074
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000