Historical Volatility (Close-to-Close) (10-Day)

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Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Invesco S&P 500 BuyWrite ETF (PBP) had 10-Day Historical Volatility (Close-to-Close) of 0.0433 for 2025-06-06.

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Figures for 2025-06-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0433
Historical Volatility (Parkinson)	0.0528
Implied Volatility (Calls)	0.3653
Implied Volatility (Puts)	0.3397
Implied Volatility (Mean)	0.3525
Put-Call Implied Volatility Ratio	0.9300
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000

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