Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.1881 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1893
Historical Volatility (Parkinson)	0.1412
Implied Volatility (Calls)	0.1822
Implied Volatility (Puts)	0.1939
Implied Volatility (Mean)	0.1881
Put-Call Implied Volatility Ratio	1.0642
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4881