Implied Volatility (Calls) (30-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.
State Street SPDR Portfolio Emerging Markets ETF (SPEM) had 30-Day Implied Volatility (Calls) of 0.3294 for 2026-03-06.
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