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.

iShares 0-3 Month Treasury Bond ETF (SGOV) had 90-Day Implied Volatility (Mean) of 0.0472 for 2025-05-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0020
Historical Volatility (Parkinson)	0.0011
Implied Volatility (Calls)	0.0290
Implied Volatility (Puts)	0.0654
Implied Volatility (Mean)	0.0472
Put-Call Implied Volatility Ratio	2.2538
Implied Volatility Skew	-0.0147
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3321