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.

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) had 20-Day Implied Volatility (Mean) of 0.1836 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1395
Historical Volatility (Parkinson)	0.0949
Implied Volatility (Calls)	0.1765
Implied Volatility (Puts)	0.1907
Implied Volatility (Mean)	0.1836
Put-Call Implied Volatility Ratio	1.0809
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2000