Implied Volatility (Mean) (90-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 90-Day Implied Volatility (Mean) of 0.1670 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2671
Historical Volatility (Parkinson)	0.1175
Implied Volatility (Calls)	0.1518
Implied Volatility (Puts)	0.1822
Implied Volatility (Mean)	0.1670
Put-Call Implied Volatility Ratio	1.1999
Implied Volatility Skew	0.0337
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000