Implied Volatility (Mean) (90-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 Consumer Staples ETF (RSPS) had 90-Day Implied Volatility (Mean) of 0.2538 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1935
Historical Volatility (Parkinson)	0.1624
Implied Volatility (Calls)	0.2581
Implied Volatility (Puts)	0.2495
Implied Volatility (Mean)	0.2538
Put-Call Implied Volatility Ratio	0.9665
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--