Implied Volatility (Mean) (180-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.

SPDR MSCI USA StrategicFactors ETF (QUS) had 180-Day Implied Volatility (Mean) of 0.1521 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1930
Historical Volatility (Parkinson)	0.1408
Implied Volatility (Calls)	0.1273
Implied Volatility (Puts)	0.1769
Implied Volatility (Mean)	0.1521
Put-Call Implied Volatility Ratio	1.3898
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000