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.

State Street SPDR S&P Regional Banking ETF (KRE) had 20-Day Implied Volatility (Mean) of 0.2773 for 2025-12-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2852
Historical Volatility (Parkinson)	0.2251
Implied Volatility (Calls)	0.2775
Implied Volatility (Puts)	0.2771
Implied Volatility (Mean)	0.2773
Put-Call Implied Volatility Ratio	0.9987
Implied Volatility Skew	0.0358
Option Statistics
Put-Call Ratio (Volume)	1.9326
Put-Call Ratio (Open Interest)	2.0091