Implied Volatility (Mean) (120-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.

Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) had 120-Day Implied Volatility (Mean) of 0.1516 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1693
Historical Volatility (Parkinson)	0.1501
Implied Volatility (Calls)	0.1507
Implied Volatility (Puts)	0.1524
Implied Volatility (Mean)	0.1516
Put-Call Implied Volatility Ratio	1.0113
Implied Volatility Skew	0.0178
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--