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.

iShares Residential and Multisector Real Estate ETF (REZ) had 180-Day Implied Volatility (Mean) of 0.1947 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2165
Historical Volatility (Parkinson)	0.1927
Implied Volatility (Calls)	0.1780
Implied Volatility (Puts)	0.2114
Implied Volatility (Mean)	0.1947
Put-Call Implied Volatility Ratio	1.1876
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8889