Implied Volatility (Mean) (60-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 Emergent Food and AgTech Multisector ETF (IVEG) had 60-Day Implied Volatility (Mean) of 0.2093 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2928
Historical Volatility (Parkinson)	0.1364
Implied Volatility (Calls)	0.2059
Implied Volatility (Puts)	0.2127
Implied Volatility (Mean)	0.2093
Put-Call Implied Volatility Ratio	1.0331
Implied Volatility Skew	0.0432
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--