Implied Volatility (Mean) (90-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.

SPDR Bloomberg High Yield Bond ETF (JNK) had 90-Day Implied Volatility (Mean) of 0.1031 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0962
Historical Volatility (Parkinson)	0.0776
Implied Volatility (Calls)	0.1043
Implied Volatility (Puts)	0.1018
Implied Volatility (Mean)	0.1031
Put-Call Implied Volatility Ratio	0.9756
Implied Volatility Skew	0.0235
Option Statistics
Put-Call Ratio (Volume)	1.2222
Put-Call Ratio (Open Interest)	3.2890