Implied Volatility (Mean) (120-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 Growth ETF (IWY) had 120-Day Implied Volatility (Mean) of 0.2142 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3392
Historical Volatility (Parkinson)	0.2593
Implied Volatility (Calls)	0.2067
Implied Volatility (Puts)	0.2217
Implied Volatility (Mean)	0.2142
Put-Call Implied Volatility Ratio	1.0724
Implied Volatility Skew	0.0809
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6078