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.

State Street SPDR Nuveen ICE Short Term Municipal Bond ETF (SHM) had 60-Day Implied Volatility (Mean) of 0.1094 for 2025-12-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0152
Historical Volatility (Parkinson)	0.0164
Implied Volatility (Calls)	0.0978
Implied Volatility (Puts)	0.1210
Implied Volatility (Mean)	0.1094
Put-Call Implied Volatility Ratio	1.2368
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--