Implied Volatility (Calls) (90-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

iShares MSCI Global Silver and Metals Miners ETF (SLVP) had 90-Day Implied Volatility (Calls) of 0.6014 for 2026-06-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5494
Historical Volatility (Parkinson)	0.4014
Implied Volatility (Calls)	0.6014
Implied Volatility (Puts)	0.5453
Implied Volatility (Mean)	0.5734
Put-Call Implied Volatility Ratio	0.9067
Implied Volatility Skew	0.0524
Option Statistics
Put-Call Ratio (Volume)	2.0586
Put-Call Ratio (Open Interest)	0.4428