Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.
State Street SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) had 150-Day Implied Volatility (Puts) of 0.2227 for 2026-03-05.