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.

Invesco KBW Premium Yield Equity REIT ETF (KBWY) had 30-Day Implied Volatility (Mean) of 0.5332 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1842
Historical Volatility (Parkinson)	0.1419
Implied Volatility (Calls)	0.4721
Implied Volatility (Puts)	0.5944
Implied Volatility (Mean)	0.5332
Put-Call Implied Volatility Ratio	1.2591
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0435