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 MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) had 60-Day Implied Volatility (Mean) of 0.0923 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1055
Historical Volatility (Parkinson)	0.0553
Implied Volatility (Calls)	0.1053
Implied Volatility (Puts)	0.0792
Implied Volatility (Mean)	0.0923
Put-Call Implied Volatility Ratio	0.7523
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--