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.

ProShares Inflation Expectations ETF (RINF) had 20-Day Implied Volatility (Mean) of 0.2491 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0765
Historical Volatility (Parkinson)	0.0510
Implied Volatility (Calls)	0.2509
Implied Volatility (Puts)	0.2473
Implied Volatility (Mean)	0.2491
Put-Call Implied Volatility Ratio	0.9857
Implied Volatility Skew	0.0456
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--