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.

Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) had 60-Day Implied Volatility (Mean) of 0.1709 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2089
Historical Volatility (Parkinson)	0.1834
Implied Volatility (Calls)	0.1651
Implied Volatility (Puts)	0.1767
Implied Volatility (Mean)	0.1709
Put-Call Implied Volatility Ratio	1.0703
Implied Volatility Skew	0.0248
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--