Implied Volatility (Mean) (180-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.

SPDR Russell 1000 Momentum Focus ETF (ONEO) had 180-Day Implied Volatility (Mean) of 0.1798 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2266
Historical Volatility (Parkinson)	0.0770
Implied Volatility (Calls)	0.1748
Implied Volatility (Puts)	0.1849
Implied Volatility (Mean)	0.1798
Put-Call Implied Volatility Ratio	1.0578
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--