Implied Volatility (Mean) (10-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 SSgA US Large Cap Low Volatility Index ETF (LGLV) had 10-Day Implied Volatility (Mean) of 0.1250 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1434
Historical Volatility (Parkinson)	0.0855
Implied Volatility (Calls)	0.1477
Implied Volatility (Puts)	0.1023
Implied Volatility (Mean)	0.1250
Put-Call Implied Volatility Ratio	0.6924
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000