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.

Schwab U.S. Broad Market ETF (SCHB) had 90-Day Implied Volatility (Mean) of 0.2044 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3150
Historical Volatility (Parkinson)	0.2499
Implied Volatility (Calls)	0.1778
Implied Volatility (Puts)	0.2310
Implied Volatility (Mean)	0.2044
Put-Call Implied Volatility Ratio	1.2992
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	0.2913