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 Basic Materials Momentum ETF (PYZ) had 120-Day Implied Volatility (Mean) of 0.2247 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3069
Historical Volatility (Parkinson)	0.2050
Implied Volatility (Calls)	0.2204
Implied Volatility (Puts)	0.2289
Implied Volatility (Mean)	0.2247
Put-Call Implied Volatility Ratio	1.0387
Implied Volatility Skew	0.0747
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--