Implied Volatility (Mean) (20-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.
Invesco KBW Bank ETF (KBWB) had 20-Day Implied Volatility (Mean) of 0.1981 for 2025-05-30.
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