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.
iShares Global REIT ETF (REET) had 120-Day Implied Volatility (Mean) of 0.1783 for 2025-05-30.
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