Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) had 30-Day Implied Volatility (Puts) of 0.2601 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1202
Historical Volatility (Parkinson)	0.1209
Implied Volatility (Calls)	0.2517
Implied Volatility (Puts)	0.2601
Implied Volatility (Mean)	0.2559
Put-Call Implied Volatility Ratio	1.0335
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4429