Implied Volatility (Mean) (150-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.

Invesco Optimum Yield Diversified Commodity Stratgy No K-1 ETF (PDBC) had 150-Day Implied Volatility (Mean) of 0.1707 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1690
Historical Volatility (Parkinson)	0.1151
Implied Volatility (Calls)	0.1877
Implied Volatility (Puts)	0.1537
Implied Volatility (Mean)	0.1707
Put-Call Implied Volatility Ratio	0.8187
Implied Volatility Skew	0.0073
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0452