Implied Volatility (Puts) (120-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.

Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) had 120-Day Implied Volatility (Puts) of 0.1671 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0615
Historical Volatility (Parkinson)	0.0450
Implied Volatility (Calls)	0.2391
Implied Volatility (Puts)	0.1671
Implied Volatility (Mean)	0.2031
Put-Call Implied Volatility Ratio	0.6987
Implied Volatility Skew	0.0342
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0664