Implied Volatility (Mean) (150-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 S&P Kensho Intelligent Structures ETF (SIMS) had 150-Day Implied Volatility (Mean) of 0.2335 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2951
Historical Volatility (Parkinson)	0.1509
Implied Volatility (Calls)	0.2247
Implied Volatility (Puts)	0.2424
Implied Volatility (Mean)	0.2335
Put-Call Implied Volatility Ratio	1.0786
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--