Historical Volatility (Close-to-Close) (120-Day)

Start Date: End Date:

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NEOS Russell 2000 High Income ETF (IWMI) had 120-Day Historical Volatility (Close-to-Close) of 0.2731 for 2025-06-10.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2025-06-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2731
Historical Volatility (Parkinson)	0.2423
Implied Volatility (Calls)	0.1304
Implied Volatility (Puts)	0.3128
Implied Volatility (Mean)	0.2216
Put-Call Implied Volatility Ratio	2.3983
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.6848