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.
Virtus InfraCap U.S. Preferred Stock ETF (PFFA) had 20-Day Implied Volatility (Mean) of 0.1254 for 2025-05-30.
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