Implied Volatility (Mean) (10-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 S&P 600 Small Cap ETF (SPSM) had 10-Day Implied Volatility (Mean) of 0.1700 for 2025-05-30.
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