Implied Volatility (Mean) (180-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 Russell 1000 Value ETF (IWD) had 180-Day Implied Volatility (Mean) of 0.1609 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2054
Historical Volatility (Parkinson)	0.1694
Implied Volatility (Calls)	0.1568
Implied Volatility (Puts)	0.1651
Implied Volatility (Mean)	0.1609
Put-Call Implied Volatility Ratio	1.0533
Implied Volatility Skew	0.0484
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2126