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 S&P 600 Small Cap ETF (SPSM) had 30-Day Implied Volatility (Mean) of 0.1904 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2301
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.1824
Implied Volatility (Puts)	0.1984
Implied Volatility (Mean)	0.1904
Put-Call Implied Volatility Ratio	1.0876
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.0796