Implied Volatility (Calls) (20-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.

iShares Future Metaverse Tech and Communications ETF (IVRS) had 20-Day Implied Volatility (Calls) of 1.8488 for 2025-06-13.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1252
Historical Volatility (Parkinson)	0.0241
Implied Volatility (Calls)	1.8488
Implied Volatility (Puts)	1.8732
Implied Volatility (Mean)	1.8610
Put-Call Implied Volatility Ratio	1.0132
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--