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.

Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) had 20-Day Implied Volatility (Mean) of 0.3251 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1626
Historical Volatility (Parkinson)	0.1142
Implied Volatility (Calls)	0.2145
Implied Volatility (Puts)	0.4357
Implied Volatility (Mean)	0.3251
Put-Call Implied Volatility Ratio	2.0313
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4419