Implied Volatility (Mean) (30-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.

Vanguard S&P Mid-Cap 400 Growth ETF (IVOG) had 30-Day Implied Volatility (Mean) of 0.2095 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2109
Historical Volatility (Parkinson)	0.1252
Implied Volatility (Calls)	0.2001
Implied Volatility (Puts)	0.2190
Implied Volatility (Mean)	0.2095
Put-Call Implied Volatility Ratio	1.0945
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000