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.

iShares U.S. Equity Factor ETF (LRGF) had 60-Day Implied Volatility (Mean) of 0.1710 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3621
Historical Volatility (Parkinson)	0.2708
Implied Volatility (Calls)	0.1701
Implied Volatility (Puts)	0.1719
Implied Volatility (Mean)	0.1710
Put-Call Implied Volatility Ratio	1.0107
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000