Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.2962 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1342
Historical Volatility (Parkinson)	0.1488
Implied Volatility (Calls)	0.2962
Implied Volatility (Puts)	0.2962
Implied Volatility (Mean)	0.2962
Put-Call Implied Volatility Ratio	1.0000
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--