Implied Volatility (Mean) (60-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.

iShares MSCI USA Quality Factor ETF (QUAL) had 60-Day Implied Volatility (Mean) of 0.1624 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3350
Historical Volatility (Parkinson)	0.2625
Implied Volatility (Calls)	0.1610
Implied Volatility (Puts)	0.1638
Implied Volatility (Mean)	0.1624
Put-Call Implied Volatility Ratio	1.0172
Implied Volatility Skew	0.0496
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	0.3332