Implied Volatility (Calls) (180-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.

Invesco S&P 500 High Dividend Low Volatility ETF (SPHD) had 180-Day Implied Volatility (Calls) of 0.1492 for 2026-07-20.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1264
Historical Volatility (Parkinson)	0.1111
Implied Volatility (Calls)	0.1492
Implied Volatility (Puts)	0.1832
Implied Volatility (Mean)	0.1662
Put-Call Implied Volatility Ratio	1.2277
Implied Volatility Skew	0.0947
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1873