Implied Volatility (Mean) (30-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 International Low Volatility High Dividend Index ETF (LVHI) had 30-Day Implied Volatility (Mean) of 0.4601 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.4879
Implied Volatility (Puts)	0.4323
Implied Volatility (Mean)	0.4601
Put-Call Implied Volatility Ratio	0.8861
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000