Implied Volatility (Mean) (120-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 Healthcare Momentum ETF (PTH) had 120-Day Implied Volatility (Mean) of 0.2674 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3540
Historical Volatility (Parkinson)	0.2658
Implied Volatility (Calls)	0.2666
Implied Volatility (Puts)	0.2682
Implied Volatility (Mean)	0.2674
Put-Call Implied Volatility Ratio	1.0062
Implied Volatility Skew	0.0555
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--