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 Long Term Corporate Bond ETF (SPLB) had 30-Day Implied Volatility (Mean) of 0.1106 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1127
Historical Volatility (Parkinson)	0.0797
Implied Volatility (Calls)	0.1085
Implied Volatility (Puts)	0.1128
Implied Volatility (Mean)	0.1106
Put-Call Implied Volatility Ratio	1.0389
Implied Volatility Skew	-0.0254
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	54.0000