Implied Volatility (Mean) (60-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 Dorsey Wright Emerging Markets Momentum ETF (PIE) had 60-Day Implied Volatility (Mean) of 0.2209 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3464
Historical Volatility (Parkinson)	0.2156
Implied Volatility (Calls)	0.2163
Implied Volatility (Puts)	0.2255
Implied Volatility (Mean)	0.2209
Put-Call Implied Volatility Ratio	1.0423
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000