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.

SPDR S&P 600 Small Cap Value ETF (SLYV) had 30-Day Implied Volatility (Mean) of 0.2435 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2535
Historical Volatility (Parkinson)	0.1404
Implied Volatility (Calls)	0.2219
Implied Volatility (Puts)	0.2651
Implied Volatility (Mean)	0.2435
Put-Call Implied Volatility Ratio	1.1944
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000