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 Portfolio Developed World ex-US ETF (SPDW) had 30-Day Implied Volatility (Mean) of 0.1649 for 2025-05-29.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1011
Historical Volatility (Parkinson)	0.0708
Implied Volatility (Calls)	0.1510
Implied Volatility (Puts)	0.1789
Implied Volatility (Mean)	0.1649
Put-Call Implied Volatility Ratio	1.1844
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9167