Implied Volatility (Mean) (150-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 Top 200 Value ETF (IWX) had 150-Day Implied Volatility (Mean) of 0.1460 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2075
Historical Volatility (Parkinson)	0.1685
Implied Volatility (Calls)	0.1374
Implied Volatility (Puts)	0.1545
Implied Volatility (Mean)	0.1460
Put-Call Implied Volatility Ratio	1.1242
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000