Implied Volatility (Mean) (20-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 2000 BuyWrite ETF (IWMW) had 20-Day Implied Volatility (Mean) of 0.3402 for 2025-05-30.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1242
Historical Volatility (Parkinson)	0.0767
Implied Volatility (Calls)	0.2884
Implied Volatility (Puts)	0.3921
Implied Volatility (Mean)	0.3402
Put-Call Implied Volatility Ratio	1.3597
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000