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.

ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) had 120-Day Implied Volatility (Mean) of 0.2556 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4067
Historical Volatility (Parkinson)	0.2474
Implied Volatility (Calls)	0.2484
Implied Volatility (Puts)	0.2628
Implied Volatility (Mean)	0.2556
Put-Call Implied Volatility Ratio	1.0576
Implied Volatility Skew	0.0718
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1000