Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Invesco Optimum Yield Diversified Commodity Stratgy No K-1 ETF (PDBC) had 20-Day Implied Volatility (Calls) of 0.1761 for 2025-12-26.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1315
Historical Volatility (Parkinson)	0.0713
Implied Volatility (Calls)	0.1761
Implied Volatility (Puts)	0.2449
Implied Volatility (Mean)	0.2105
Put-Call Implied Volatility Ratio	1.3908
Implied Volatility Skew	0.1005
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.6667