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.

Global X Russell 2000 Covered Call & Growth ETF (RYLG) had 30-Day Implied Volatility (Mean) of 0.3994 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1516
Historical Volatility (Parkinson)	0.0903
Implied Volatility (Calls)	0.4056
Implied Volatility (Puts)	0.3931
Implied Volatility (Mean)	0.3994
Put-Call Implied Volatility Ratio	0.9693
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--