Implied Volatility (Calls) (30-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.

Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) had 30-Day Implied Volatility (Calls) of 0.1886 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1240
Historical Volatility (Parkinson)	0.1056
Implied Volatility (Calls)	0.1886
Implied Volatility (Puts)	0.2426
Implied Volatility (Mean)	0.2156
Put-Call Implied Volatility Ratio	1.2866
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4395