Implied Volatility (Mean) (180-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 Bloomberg Pricing Power ETF (POWA) had 180-Day Implied Volatility (Mean) of 0.1585 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1877
Historical Volatility (Parkinson)	0.1224
Implied Volatility (Calls)	0.1494
Implied Volatility (Puts)	0.1675
Implied Volatility (Mean)	0.1585
Put-Call Implied Volatility Ratio	1.1212
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--