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.

SPDR ICE Preferred Securities (PSK) had 60-Day Implied Volatility (Mean) of 0.1412 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1136
Historical Volatility (Parkinson)	0.1049
Implied Volatility (Calls)	0.1285
Implied Volatility (Puts)	0.1539
Implied Volatility (Mean)	0.1412
Put-Call Implied Volatility Ratio	1.1977
Implied Volatility Skew	0.0143
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3333