Implied Volatility (Puts) (20-Day)

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

Invesco Dorsey Wright Consumer Cyclicals Momentum ETF (PEZ) had 20-Day Implied Volatility (Puts) of 0.2419 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1690
Historical Volatility (Parkinson)	0.0662
Implied Volatility (Calls)	0.1709
Implied Volatility (Puts)	0.2419
Implied Volatility (Mean)	0.2064
Put-Call Implied Volatility Ratio	1.4157
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--