Implied Volatility (Calls) (60-Day)

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

Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) had 60-Day Implied Volatility (Calls) of 0.1690 for 2026-09-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0326
Historical Volatility (Parkinson)	0.0132
Implied Volatility (Calls)	0.1690
Implied Volatility (Puts)	0.1656
Implied Volatility (Mean)	0.1673
Put-Call Implied Volatility Ratio	0.9796
Implied Volatility Skew	0.0426
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--