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 0.1664 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1111
Historical Volatility (Parkinson)	0.0956
Implied Volatility (Calls)	0.1664
Implied Volatility (Puts)	0.1793
Implied Volatility (Mean)	0.1728
Put-Call Implied Volatility Ratio	1.0774
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6364