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.

Global X SuperIncome Preferred ETF (SPFF) had 30-Day Implied Volatility (Mean) of 0.5351 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1227
Historical Volatility (Parkinson)	0.1053
Implied Volatility (Calls)	0.5293
Implied Volatility (Puts)	0.5410
Implied Volatility (Mean)	0.5351
Put-Call Implied Volatility Ratio	1.0220
Implied Volatility Skew	0.0568
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000