Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.3583 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1598
Historical Volatility (Parkinson)	0.1196
Implied Volatility (Calls)	0.2990
Implied Volatility (Puts)	0.4176
Implied Volatility (Mean)	0.3583
Put-Call Implied Volatility Ratio	1.3967
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4708