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.
Roundhill NVDA WeeklyPay ETF (NVW) had 60-Day Implied Volatility (Mean) of 0.5300 for 2025-05-21.
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