Implied Volatility (Mean) (60-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.

SPDR Dow Jones International Real Estate ETF (RWX) had 60-Day Implied Volatility (Mean) of 0.5343 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2045
Historical Volatility (Parkinson)	0.1604
Implied Volatility (Calls)	0.5612
Implied Volatility (Puts)	0.5074
Implied Volatility (Mean)	0.5343
Put-Call Implied Volatility Ratio	0.9041
Implied Volatility Skew	-0.2505
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000