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.

iShares U.S. Consumer Discretionary ETF (IYC) had 30-Day Implied Volatility (Mean) of 0.2209 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1975
Historical Volatility (Parkinson)	0.1264
Implied Volatility (Calls)	0.2262
Implied Volatility (Puts)	0.2155
Implied Volatility (Mean)	0.2209
Put-Call Implied Volatility Ratio	0.9529
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--