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.

Invesco KBW High Dividend Yield Financial ETF (KBWD) had 90-Day Implied Volatility (Mean) of 0.2221 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3030
Historical Volatility (Parkinson)	0.2566
Implied Volatility (Calls)	0.2441
Implied Volatility (Puts)	0.2001
Implied Volatility (Mean)	0.2221
Put-Call Implied Volatility Ratio	0.8197
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.7600