Implied Volatility (Mean) (20-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.

WisdomTree Japan Opportunities Fund (OPPJ) had 20-Day Implied Volatility (Mean) of 0.2961 for 2025-07-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1355
Historical Volatility (Parkinson)	0.1534
Implied Volatility (Calls)	0.2964
Implied Volatility (Puts)	0.2958
Implied Volatility (Mean)	0.2961
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000