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.

Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) had 20-Day Implied Volatility (Mean) of 0.2257 for 2025-05-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1766
Implied Volatility (Puts)	0.2748
Implied Volatility (Mean)	0.2257
Put-Call Implied Volatility Ratio	1.5561
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1119
Put-Call Ratio (Open Interest)	0.7576