Implied Volatility (Mean) (150-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.

Innovator Deepwater Frontier Tech ETF (LOUP) had 150-Day Implied Volatility (Mean) of 0.2970 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4991
Historical Volatility (Parkinson)	0.3436
Implied Volatility (Calls)	0.2678
Implied Volatility (Puts)	0.3262
Implied Volatility (Mean)	0.2970
Put-Call Implied Volatility Ratio	1.2181
Implied Volatility Skew	0.0376
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0850