Implied Volatility (Mean) (20-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.

Pacer Metaurus US Large Cap Dividend Multiplier 400 ETF (QDPL) had 20-Day Implied Volatility (Mean) of 0.3210 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1365
Historical Volatility (Parkinson)	0.1511
Implied Volatility (Calls)	0.3123
Implied Volatility (Puts)	0.3296
Implied Volatility (Mean)	0.3210
Put-Call Implied Volatility Ratio	1.0555
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--