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.

ProShares UltraShort MidCap400 (MZZ) had 30-Day Implied Volatility (Mean) of 0.4438 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4157
Historical Volatility (Parkinson)	0.1592
Implied Volatility (Calls)	0.3969
Implied Volatility (Puts)	0.4907
Implied Volatility (Mean)	0.4438
Put-Call Implied Volatility Ratio	1.2365
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000