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 SSGA US Small Cap Low Volatility Index ETF (SMLV) had 30-Day Implied Volatility (Mean) of 0.1852 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1873
Historical Volatility (Parkinson)	0.1077
Implied Volatility (Calls)	0.2052
Implied Volatility (Puts)	0.1652
Implied Volatility (Mean)	0.1852
Put-Call Implied Volatility Ratio	0.8051
Implied Volatility Skew	0.1297
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--