Implied Volatility (Mean) (60-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 S&P Regional Banking ETF (KRE) had 60-Day Implied Volatility (Mean) of 0.2988 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4468
Historical Volatility (Parkinson)	0.3583
Implied Volatility (Calls)	0.3335
Implied Volatility (Puts)	0.2641
Implied Volatility (Mean)	0.2988
Put-Call Implied Volatility Ratio	0.7918
Implied Volatility Skew	0.0667
Option Statistics
Put-Call Ratio (Volume)	0.3958
Put-Call Ratio (Open Interest)	1.2162