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.

Invesco S&P 500 Equal Weight Industrials ETF (RSPN) had 30-Day Implied Volatility (Mean) of 0.2409 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1937
Historical Volatility (Parkinson)	0.1159
Implied Volatility (Calls)	0.2243
Implied Volatility (Puts)	0.2575
Implied Volatility (Mean)	0.2409
Put-Call Implied Volatility Ratio	1.1484
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000