Implied Volatility (Mean) (20-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.

State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) had 20-Day Implied Volatility (Mean) of 0.1534 for 2025-12-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1411
Historical Volatility (Parkinson)	0.1445
Implied Volatility (Calls)	0.1412
Implied Volatility (Puts)	0.1656
Implied Volatility (Mean)	0.1534
Put-Call Implied Volatility Ratio	1.1722
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4976