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.

ProShares Ultra Nasdaq Cloud Computing (SKYU) had 30-Day Implied Volatility (Mean) of 0.4886 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4504
Historical Volatility (Parkinson)	0.1813
Implied Volatility (Calls)	0.3782
Implied Volatility (Puts)	0.5991
Implied Volatility (Mean)	0.4886
Put-Call Implied Volatility Ratio	1.5842
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000