Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) had 30-Day Implied Volatility (Puts) of 0.2452 for 2025-12-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0447
Historical Volatility (Parkinson)	0.0090
Implied Volatility (Calls)	0.2415
Implied Volatility (Puts)	0.2452
Implied Volatility (Mean)	0.2434
Put-Call Implied Volatility Ratio	1.0153
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--